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Construction de facettes pour le polytope du sac-à-dos quadratique en 0-1

Alain Faye, Olivier Boyer (2010)

RAIRO - Operations Research

Nous construisons des familles de facettes du polytope du sac-à-dos quadratique en 0-1 selon les deux approches suivantes. Le Boolean quadric polytope (introduit dans le cas sans contraintes par Padberg [12]) contenant le polytope du sac-à-dos quadratique, une première approche consiste à se demander sous quelles conditions une facette du premier est aussi une facette du second et quand ces conditions ne sont pas remplies quels liftings permettent d'en faire une facette. Des réponses à ces questions...

Convergence analysis of adaptive trust region methods

Zhen-Jun Shi, Xiang-Sun Zhang, Jie Shen (2007)

RAIRO - Operations Research

In this paper, we propose a new class of adaptive trust region methods for unconstrained optimization problems and develop some convergence properties. In the new algorithms, we use the current iterative information to define a suitable initial trust region radius at each iteration. The initial trust region radius is more reasonable in the sense that the trust region model and the objective function are more consistent at the current iterate. The global convergence, super-linear and quadratic convergence...

Convergence of primal-dual solutions for the nonconvex log-barrier method without LICQ

Christian Grossmann, Diethard Klatte, Bernd Kummer (2004)

Kybernetika

This paper characterizes completely the behavior of the logarithmic barrier method under a standard second order condition, strict (multivalued) complementarity and MFCQ at a local minimizer. We present direct proofs, based on certain key estimates and few well–known facts on linear and parametric programming, in order to verify existence and Lipschitzian convergence of local primal-dual solutions without applying additionally technical tools arising from Newton–techniques.

Decrease of C1,1 property in vector optimization

Dušan Bednařík, Karel Pastor (2009)

RAIRO - Operations Research

In the paper we generalize sufficient and necessary optimality conditions obtained by Ginchev, Guerraggio, Rocca, and by authors with the help of the notion of ℓ-stability for vector functions.

Derivative-free nonlinear optimization filter simplex

Aldina Correia, João Matias, Pedro Mestre, Carlos Serodio (2010)

International Journal of Applied Mathematics and Computer Science

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence...

Differential evolution algorithm combined with chaotic pattern search

Yaoyao He, Jianzhong Zhou, Ning Lu, Hui Qin, Youlin Lu (2010)

Kybernetika

Differential evolution algorithm combined with chaotic pattern search(DE-CPS) for global optimization is introduced to improve the performance of simple DE algorithm. Pattern search algorithm using chaotic variables instead of random variables is used to accelerate the convergence of solving the objective value. Experiments on 6 benchmark problems, including morbid Rosenbrock function, show that the novel hybrid algorithm is effective for nonlinear optimization problems in high dimensional space....

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