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A RED modified weighted moving average for soft real-time application

Joanna Domańska, Adam Domański, Dariusz R. Augustyn, Jerzy Klamka (2014)

International Journal of Applied Mathematics and Computer Science

The popularity of TCP/IP has resulted in an increase in usage of best-effort networks for real-time communication. Much effort has been spent to ensure quality of service for soft real-time traffic over IP networks. The Internet Engineering Task Force has proposed some architecture components, such as Active Queue Management (AQM). The paper investigates the influence of the weighted moving average on packet waiting time reduction for an AQM mechanism: the RED algorithm. The proposed method for...

A regularization method for ill-posed bilevel optimization problems

Maitine Bergounioux, Mounir Haddou (2006)

RAIRO - Operations Research

We present a regularization method to approach a solution of the pessimistic formulation of ill-posed bilevel problems. This allows to overcome the difficulty arising from the non uniqueness of the lower level problems solutions and responses. We prove existence of approximated solutions, give convergence result using Hoffman-like assumptions. We end with objective value error estimates.

A review on the ant colony optimization metaheuristic: basis, models and new trends.

Oscar Cordón, Francisco Herrera, Thomas Stützle (2002)

Mathware and Soft Computing

Ant Colony Optimization (ACO) is a recent metaheuristic method that is inspired by the behavior of real ant colonies. In this paper, we review the underlying ideas of this approach that lead from the biological inspiration to the ACO metaheuristic, which gives a set of rules of how to apply ACO algorithms to challenging combinatorial problems. We present some of the algorithms that were developed under this framework, give an overview of current applications, and analyze the relationship between...

A second order η -approximation method for constrained optimization problems involving second order invex functions

Tadeusz Antczak (2009)

Applications of Mathematics

A new approach for obtaining the second order sufficient conditions for nonlinear mathematical programming problems which makes use of second order derivative is presented. In the so-called second order η -approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order η -approximation of both the objective function and the constraint function constituting the original problem. The equivalence between the nonlinear...

A second-order stochastic dominance portfolio efficiency measure

Miloš Kopa, Petr Chovanec (2008)

Kybernetika

In this paper, we introduce a new linear programming second-order stochastic dominance (SSD) portfolio efficiency test for portfolios with scenario approach for distribution of outcomes and a new SSD portfolio inefficiency measure. The test utilizes the relationship between CVaR and dual second-order stochastic dominance, and contrary to tests in Post [Post] and Kuosmanen [Kuosmanen], our test detects a dominating portfolio which is SSD efficient. We derive also a necessary condition for SSD efficiency...

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