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Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games

Kristal K. Trejo, Julio B. Clempner, Alexander S. Poznyak (2015)

International Journal of Applied Mathematics and Computer Science

In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov's regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the...

Condiciones necesarias de optimalidad en programación semi-infinita lineal: cualificaciones de restricciones y propiedades del conjunto posible.

Teresa León, Enriqueta Vercher (1994)

Qüestiió

En este trabajo se establece una caracterización de las soluciones óptimas para el problema continuo de Programación Semi-Infinita Lineal, donde el conjunto de índices es un compacto de Rp. Para la demostración de la condición necesaria de optimalidad se ha utilizado una extensión de la cualificación de restricciones de Mangasarian-Fromovitz. Hemos probado que dicha cualificación es imprescindible para asegurar que no hay desigualdades inestables en el conjunto posible y para que existan puntos...

Condiciones suficientes para la existencia de solución óptima en un programa semi-infinito.

Miguel Angel Goberna Torrent, Jesús T. Pastor Ciurana (1983)

Trabajos de Estadística e Investigación Operativa

Bajo condiciones muy generales, la acotación del conjunto factible en un problema de Programación Semi-Infinita garantiza la existencia de solución óptima del problema. Por ello, se estudian en la primera parte condiciones suficientes para la acotación del conjunto de soluciones de un sistema de infinitas ecuaciones. En la segunda parte se dan condiciones de diversa índole que involucran a la función objetivo de distintas maneras, a saber, a través de la función de Lagrange asociada al problema,...

Configuration des lignes d'usinage à boîtiers multibroches : une approche mixte

Olga Guschinskaya, Alexandre Dolgui (2009)

RAIRO - Operations Research

Ce travail porte sur l'optimisation des lignes d'usinage pour la grande série. Une telle ligne comporte plusieurs postes de travail, chacun étant équipé avec boîtiers multibroches. Un boîtier multibroche exécute plusieurs opérations en parallèle. Lors de la conception en avant-projet, il est nécessaire d'affecter toutes les opérations à des boîtiers et des postes de travail de sorte à minimiser le nombre de postes et de boîtiers utilisés. Pour ce nouveau problème d'équilibrage des lignes de production,...

Configuring a sensor network for fault detection in distributed parameter systems

Maciej Patan, Dariusz Uciński (2008)

International Journal of Applied Mathematics and Computer Science

The problem of fault detection in distributed parameter systems (DPSs) is formulated as that of maximizing the power of a parametric hypothesis test which checks whether or not system parameters have nominal values. A computational scheme is provided for the design of a network of observation locations in a spatial domain that are supposed to be used while detecting changes in the underlying parameters of a distributed parameter system. The setting considered relates to a situation where from among...

Conical differentiability for bone remodeling contact rod models

Isabel N. Figueiredo, Carlos F. Leal, Cecília S. Pinto (2005)

ESAIM: Control, Optimisation and Calculus of Variations

We prove the conical differentiability of the solution to a bone remodeling contact rod model, for given data (applied loads and rigid obstacle), with respect to small perturbations of the cross section of the rod. The proof is based on the special structure of the model, composed of a variational inequality coupled with an ordinary differential equation with respect to time. This structure enables the verification of the two following fundamental results: the polyhedricity of a modified displacement...

Conical differentiability for bone remodeling contact rod models

Isabel N. Figueiredo, Carlos F. Leal, Cecília S. Pinto (2010)

ESAIM: Control, Optimisation and Calculus of Variations

We prove the conical differentiability of the solution to a bone remodeling contact rod model, for given data (applied loads and rigid obstacle), with respect to small perturbations of the cross section of the rod. The proof is based on the special structure of the model, composed of a variational inequality coupled with an ordinary differential equation with respect to time. This structure enables the verification of the two following fundamental results: the polyhedricity of a modified displacement constraint...

Conjugate gradient algorithms for conic functions

Ladislav Lukšan (1986)

Aplikace matematiky

The paper contains a description and an analysis of two modifications of the conjugate gradient method for unconstrained minimization which find a minimum of the conic function after a finite number of steps. Moreover, further extension of the conjugate gradient method is given which is based on a more general class of the model functions.

Consensus-based state estimation for multi-agent systems with constraint information

Chen Hu, Weiwei Qin, Zhenhua Li, Bing He, Gang Liu (2017)

Kybernetika

This paper considers a distributed state estimation problem for multi-agent systems under state inequality constraints. We first give a distributed estimation algorithm by projecting the consensus estimate with help of the consensus-based Kalman filter (CKF) and projection on the surface of constraints. The consensus step performs not only on the state estimation but also on the error covariance obtained by each agent. Under collective observability and connective assumptions, we show that consensus...

Consistency checking within local search applied to the frequency assignment with polarization problem

Michel Vasquez, Audrey Dupont, Djamal Habet (2003)

RAIRO - Operations Research - Recherche Opérationnelle

We present a hybrid approach for the Frequency Assignment Problem with Polarization. This problem, viewed as Max-CSP, is treated as a sequence of decision problems, CSP like. The proposed approach combines the Arc-Consistency techniques with a performed Tabu Search heuristic. The resulting algorithm gives some high quality solutions and has proved its robustness on instances with approximately a thousand variables and nearly ten thousand constraints.

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