A Note on the Continuous p-Defense-Sum Problem
A note on the convergence rate in regularized stochastic programming
We deal with a stochastic programming problem that can be inconsistent. To overcome the inconsistency we apply Tikhonov's regularization technique, and, using recent results on the convergence rate of empirical measures in Wasserstein metric, we treat the following two related problems: 1. A choice of regularization parameters that guarantees the convergence of the minimization procedure. 2. Estimation of the rate of convergence in probability. Considering both light and heavy tail distributions...
A note on the convexity of the expected queue length of the queue with respect to the arrival rate: A third proof.
A note on the differentiability in two-stage stochastic nonlinear programming problems
A note on the hardness results for the labeled perfect matching problems in bipartite graphs
In this note, we strengthen the inapproximation bound of O(logn) for the labeled perfect matching problem established in J. Monnot, The Labeled perfect matching in bipartite graphs, Information Processing Letters96 (2005) 81–88, using a self improving operation in some hard instances. It is interesting to note that this self improving operation does not work for all instances. Moreover, based on this approach we deduce that the problem does not admit constant approximation algorithms for connected...
A Note on the Improvement of the Maximum Independent Set's Approximation Ratio
A note on the optimal portfolio problem in discrete processes
We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi–Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.
A note on the optimal replacement policy
A system with a single activated unit, which can be in a finite number of states, is considered. Inspections of the system are carried out at discrete time instants. It is possible to replace it by a new one at these moments. The user of the system, by setting down conditions of replacements, wants to maximize his gain, which does not include the rest value of units. On a numerical example it is shown that the frequency of replacements of the unit need not be the greater the longer is the period...
A Note on the p−Center Problem
A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints
In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check strong stationarity...
A note on the solution of integer linear programming problems using duality properties
A note on the usage of nondifferentiable exact penalties in some special optimization problems
A note on two inventory models.
A Note on Two Problems in Connexion with Graphs.
A Note On Two-Units Standby Systems
A note to D. Gale's productivity
A note to independent sets in scheduling
The paper studies the bus-journey graphs in the case when they are piecewise expanding and contracting (if described by fathers-sons relations starting with the greatest independent set of nodes). This approach can make it possible to solve the minimization problem of the total service time of crews.
A novel fuzzy c-regression model algorithm using a new error measure and particle swarm optimization
This paper presents a new algorithm for fuzzy c-regression model clustering. The proposed methodology is based on adding a second regularization term in the objective function of a Fuzzy C-Regression Model (FCRM) clustering algorithm in order to take into account noisy data. In addition, a new error measure is used in the objective function of the FCRM algorithm, replacing the one used in this type of algorithm. Then, particle swarm optimization is employed to finally tune parameters of the obtained...
A numerical feasible interior point method for linear semidefinite programs
This paper presents a feasible primal algorithm for linear semidefinite programming. The algorithm starts with a strictly feasible solution, but in case where no such a solution is known, an application of the algorithm to an associate problem allows to obtain one. Finally, we present some numerical experiments which show that the algorithm works properly.
A numerically stable least squares solution to the quadratic programming problem
The strictly convex quadratic programming problem is transformed to the least distance problem - finding the solution of minimum norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method, an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual algorithm QPLS...