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A penalty approach for a box constrained variational inequality problem

Zahira Kebaili, Djamel Benterki (2018)

Applications of Mathematics

We propose a penalty approach for a box constrained variational inequality problem ( BVIP ) . This problem is replaced by a sequence of nonlinear equations containing a penalty term. We show that if the penalty parameter tends to infinity, the solution of this sequence converges to that of BVIP when the function F involved is continuous and strongly monotone and the box C contains the origin. We develop the algorithmic aspect with theoretical arguments properly established. The numerical results tested on...

A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs

Óscar Vega-Amaya, Joaquín López-Borbón (2019)

Kybernetika

The present paper studies the approximate value iteration (AVI) algorithm for the average cost criterion with bounded costs and Borel spaces. It is shown the convergence of the algorithm and provided a performance bound assuming that the model satisfies a standard continuity-compactness assumption and a uniform ergodicity condition. This is done for the class of approximation procedures that can be represented by linear positive operators which give exact representation of constant functions and...

A polarized adaptive schedule generation scheme for the resource-constrained project scheduling problem

Reza Zamani (2012)

RAIRO - Operations Research

This paper presents a hybrid schedule generation scheme for solving the resource-constrained project scheduling problem. The scheme, which is called the Polarized Adaptive Scheduling Scheme (PASS), can operate in a spectrum between two poles, namely the parallel and serial schedule generation schemes. A polarizer parameter in the range between zero and one indicates how similarly the PASS behaves like each of its two poles. The presented hybrid is...

A polarized adaptive schedule generation scheme for the resource-constrained project scheduling problem

Reza Zamani (2012)

RAIRO - Operations Research

This paper presents a hybrid schedule generation scheme for solving the resource-constrained project scheduling problem. The scheme, which is called the Polarized Adaptive Scheduling Scheme (PASS), can operate in a spectrum between two poles, namely the parallel and serial schedule generation schemes. A polarizer parameter in the range between zero and one indicates how similarly the PASS behaves like each of its two poles. The presented hybrid is...

A polyhedral study of a two level facility location model

Mourad Baïou, Francisco Barahona (2014)

RAIRO - Operations Research - Recherche Opérationnelle

We study an uncapacitated facility location model where customers are served by facilities of level one, then each level one facility that is opened must be assigned to an opened facility of level two. We identify a polynomially solvable case, and study some valid inequalities and facets of the associated polytope.

A polynomial algorithm for minDSC on a subclass of series Parallel graphs

Salim Achouri, Timothée Bossart, Alix Munier-Kordon (2009)

RAIRO - Operations Research

The aim of this paper is to show a polynomial algorithm for the problem minimum directed sumcut for a class of series parallel digraphs. The method uses the recursive structure of parallel compositions in order to define a dominating set of orders. Then, the optimal order is easily reached by minimizing the directed sumcut. It is also shown that this approach cannot be applied in two more general classes of series parallel digraphs.

A Polynomial-time Interior-point Algorithm for Convex Quadratic Semidefinite Optimization

Y. Q. Bai, F. Y. Wang, X. W. Luo (2010)

RAIRO - Operations Research

In this paper we propose a primal-dual interior-point algorithm for convex quadratic semidefinite optimization problem. The search direction of algorithm is defined in terms of a matrix function and the iteration is generated by full-Newton step. Furthermore, we derive the iteration bound for the algorithm with small-update method, namely, O( n log n ε ), which is best-known bound so far.

A primal-dual integral method in global optimization

Jens Hichert, Armin Hoffmann, Huan Xoang Phú, Rüdiger Reinhardt (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

Using the Fenchel conjugate F c of Phú’s Volume function F of a given essentially bounded measurable function f defined on the bounded box D ⊂ Rⁿ, the integral method of Chew and Zheng for global optimization is modified to a superlinearly convergent method with respect to the level sequence. Numerical results are given for low dimensional functions with a strict global essential supremum.

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