Este trabajo trata el problema de asignación de recursos cuando el objetivo es maximizar la mínima recompensa y las funciones recompensa son continuas y estrictamente crecientes. Se estudian diferentes propiedades que conducen a algoritmos que permiten de forma eficiente la resolución de gran variedad de problemas de esta naturaleza, tanto con variables continuas como discretas.
In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set Λ* of the Karush-Kuhn-Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.
In the setting of a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution equations ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0, where ∇ϕ is the gradient operator of a convex differentiable potential function ϕ: ,A: is a maximal monotone operator which is assumed to beλ-cocoercive, and γ > 0 is a damping parameter. Potential and non-potential effects are associated respectively to ∇ϕ and A. Under condition...
In the setting of a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution equations ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0, where ∇ϕ is the gradient operator of a convex differentiable potential function ϕ : , A : is a maximal monotone operator which is assumed to be λ-cocoercive, and γ > 0 is a damping parameter. Potential and non-potential effects are associated respectively to ∇ϕ and A. Under condition...
In der Arbeit geht es um die Charakteristik des allgemeinen Begriffs der asymptotischen Berührung von solchen abgeschlossenen, konvexen Mengen in , wo ihr Abstand gleich Null und ihr Durchschnitt leer ist. Es wird gezeigt, dass unter diesem Umstand man dem fraglichen Mengenpaar ein Tripel von natürlichen Zahlen (die Ordnung der Berührung, der Grad der Berührung und die Diemnsion des zugehörigen asymptotischen, linearen Raumes), welches eine Charakteristik dieser Berührung darstellt, eindeutig zuordnen...
In this paper, we are concerned with a civil engineering application of optimization, namely the optimal design of a loaded beam. The developed optimization model includes ODE-type constraints and chance constraints. We use the finite element method (FEM) for the approximation of the ODE constraints. We derive a convex reformulation that transforms the problem into a linear one and find its analytic solution. Afterwards, we impose chance constraints on the stress and the deflection of the beam....
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...
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.