New concepts in nondifferentiable programming
New convergence results on an algorithm for norm constrained regularization and related problems
New Embeddings for Nonlinear Multiobjective Optimization Problem
New Farkas-type constraint qualifications in convex infinite programming
This paper provides KKT and saddle point optimality conditions, duality theorems and stability theorems for consistent convex optimization problems posed in locally convex topological vector spaces. The feasible sets of these optimization problems are formed by those elements of a given closed convex set which satisfy a (possibly infinite) convex system. Moreover, all the involved functions are assumed to be convex, lower semicontinuous and proper (but not necessarily real-valued). The key result...
New formula for the failure/repair frequency of multi-state monotone systems and its applications
New heuristic algorithms for the rectangular -cover problem
New Methods for Combining Forecasts
New regions of stability in input optimization
using point-to-set mappings we identify two new regions of stability in input optimization. Then we extend various results from the literature on optimality conditions, continuity of Lagrange multipliers, and the marginal value formula over the new and some old regions of stability.
New representation to reduce the search space for the resource-constrained project scheduling problem
This paper describes a new representation for the solutions of the resource-constrained project scheduling problem (RCPSP) denoted Activity Set List. The most efficient heuristics for the problem use the activity list representation and the serial SGS method to construct the corresponding solution (schedule). The activity list may induce a search space of representations much larger then the space of schedules because the same schedule can correspond to many different activity list representations....
New results on semidefinite bounds for -constrained nonconvex quadratic optimization
In this paper, we show that the direct semidefinite programming (SDP) bound for the nonconvex quadratic optimization problem over ℓ1 unit ball (QPL1) is equivalent to the optimal d.c. (difference between convex) bound for the standard quadratic programming reformulation of QPL1. Then we disprove a conjecture about the tightness of the direct SDP bound. Finally, as an extension of QPL1, we study the relaxation problem of the sparse principal component analysis, denoted by QPL2L1. We show that the...
New solvable cases of m-machine and n-element sequencing problems
New system of general nonconvex variational inequalities.
New technique for solving univariate global optimization
In this paper, a new global optimization method is proposed for an optimization problem with twice differentiable objective function a single variable with box constraint. The method employs a difference of linear interpolant of the objective and a concave function, where the former is a continuous piecewise convex quadratic function underestimator. The main objectives of this research are to determine the value of the lower bound that does not need an iterative local optimizer. The proposed method...
New trends in design of observers for time-delay systems
This paper presents some recent results about the design of observers for time-delay systems. It is focused on methods that can lead to design some useful observers in practical situations. First the links between observability properties and observers design is emphasized. Then some necessary and sufficient conditions and a method are provided to obtain unknown input observers for time-delay systems. Furthermore some design using Lyapunov–Krasovskii and Lyapunov–Razumikhin theories are presented...
New unknowns on the midsurface of a Naghdi's shell model.
New upper bounds for the size of permutation codes via linear programming.
New upper bounds on sphere packings. II.
Newsboy Problem: Viability of Optimal Initial Selling Price and Ordering Policies in the Presence of Exogenous Price Decline and Random Lead Time
Analysis of empirical sales data lead us to consider newsboy model for four practical market conditions arising from the presence/absence of stochastic lead time and exogenous linear temporal decline in selling price when distribution of the stochastic demand depends upon initial selling price. Viability of the solutions is discussed for three strategies of obtaining optimal initial selling price and/or ordering quantity. Numerical studies are conducted to assess the effects of lead time and price...
Newsvendor solutions with general random yield distributions
Most systems are characterized by uncertainties that cause throughput to be highly variable, for example, many modern production processes and services are substantially affected by random yields. When yield is random, not only is the usable quantity uncertain, but the random yield reduces usable capacity and throughput in the system. For these reasons, strategies are needed that incorporate random yield. This paper presents the analysis of the newsvendor model with a general random yield distribution,...
Newton and conjugate gradient for harmonic maps from the disc into the sphere
We compute numerically the minimizers of the Dirichlet energyamong maps from the unit disc into the unit sphere that satisfy a boundary condition and a degree condition. We use a Sobolev gradient algorithm for the minimization and we prove that its continuous version preserves the degree. For the discretization of the problem we use continuous finite elements. We propose an original mesh-refining strategy needed to preserve the degree with the discrete version of the algorithm (which is a preconditioned...