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On the best choice of a damping sequence in iterative optimization methods.

Leonid N. Vaserstein (1988)

Publicacions Matemàtiques

Some iterative methods of mathematical programming use a damping sequence {αt} such that 0 ≤ αt ≤ 1 for all t, αt → 0 as t → ∞, and Σ αt = ∞. For example, αt = 1/(t+1) in Brown's method for solving matrix games. In this paper, for a model class of iterative methods, the convergence rate for any damping sequence {αt} depending only on time t is computed. The computation is used to find the best damping sequence.

On the central path for nonlinear semidefinite programming

L. M. Grana Drummond, Alfredo Noel Iusem, B. F. Svaiter (2010)

RAIRO - Operations Research

In this paper we study the well definedness of the central path associated to a given nonlinear (convex) semidefinite programming problem. Under standard assumptions, we establish that the existence of the central path is equivalent to the nonemptiness and boundedness of the optimal set. Other equivalent conditions are given, such as the existence of a strictly dual feasible point or the existence of a single central point.The monotonic behavior of the logarithmic barrier and the objective function...

On the central paths and Cauchy trajectories in semidefinite programming

Julio López, Héctor Ramírez C. (2010)

Kybernetika

In this work, we study the properties of central paths, defined with respect to a large class of penalty and barrier functions, for convex semidefinite programs. The type of programs studied here is characterized by the minimization of a smooth and convex objective function subject to a linear matrix inequality constraint. So, it is a particular case of convex programming with conic constraints. The studied class of functions consists of spectrally defined functions induced by penalty or barrier...

On the coefficients of the max-algebraic characteristic polynomial and equation

Peter Butkovič (2003)

Kybernetika

No polynomial algorithms are known for finding the coefficients of the characteristic polynomial and characteristic equation of a matrix in max- algebra. The following are proved: (1) The task of finding the max-algebraic characteristic polynomial for permutation matrices encoded using the lengths of their constituent cycles is NP-complete. (2) The task of finding the lowest order finite term of the max-algebraic characteristic polynomial for a { 0 , - } matrix can be converted to the assignment problem....

On the compatibility of classical multiplier estimates with variable reduction techniques when there are nonlinear inequality constraints.

Eugenio Mijangos Fernández, Narcís Nabona Francisco (1999)

Qüestiió

The minimization of a nonlinear function subject to linear and nonlinear equality constraints and simple bounds can be performed through minimizing a partial augmented Lagrangian function subject only to linear constraints and simple bounds by variable reduction techniques. The first-order procedure for estimating the multiplier of the nonlinear equality constraints through the Kuhn-Tucker conditions is analyzed and compared to that of Hestenes-Powell. There is a method which identifies those major...

On the complexity of determining tolerances for ε-optimal solutions to min-max combinatorial optimization problems

Diptesh Ghosh, Gerard Sierksma (2003)

Applicationes Mathematicae

This paper studies the complexity of sensitivity analysis for optimal and ε-optimal solutions to general 0-1 combinatorial optimization problems with min-max objectives. Van Hoesel and Wagelmans [9] have studied the complexity of sensitivity analysis of optimal and ε-optimal solutions to min-sum problems, and Ramaswamy et al. [17] the complexity of sensitivity analysis of optimal solutions to min-max problems. We show that under some mild assumptions the sensitivity analysis of ε-optimal solutions...

On the computational complexity of centers locating in a graph

Ján Plesník (1980)

Aplikace matematiky

It is shown that the problem of finding a minimum k -basis, the n -center problem, and the p -median problem are N P -complete even in the case of such communication networks as planar graphs with maximum degree 3. Moreover, a near optimal m -center problem is also N P -complete.

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