A refinement of the concept of equilibrium in multiple objective continous games.
Displaying 401 – 420 of 890
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 Regularized Continuous Linearization Method of the Fourth Order
Fedor P. Vasiljev, Anđelija Nedić, Milojica Jaćimović (1997)
The Yugoslav Journal of Operations Research
A Regularized Continuous Projection-Gradient Method of the Fourth Order
Fedor Pavlovic Vasiljev, Anđelija Nedić (1995)
The Yugoslav Journal of Operations Research
A relation between the approximated versions of minimum set covering, minimum vertex covering and maximum independent set
V. Th. Paschos (1994)
RAIRO - Operations Research - Recherche Opérationnelle
A remark on a complementarity problem in Banach space.
Nanda, Sudarsan (2004)
Journal of Applied Mathematics and Stochastic Analysis
A remark on polyconvex envelopes of radially symmetric functions in dimension
Ondřej Došlý (1997)
Applications of Mathematics
We study polyconvex envelopes of a class of functions related to the function of Kohn and Strang introduced in . We present an example of a function of this class for which the polyconvex envelope may be computed explicitly and we also point out some general features of the problem.
A remark on positive topological entropy of -buffer switched flow networks.
Yang, Xiao-Song (2005)
Discrete Dynamics in Nature and Society
A remark on sensitivity in linear programming and Gale-Samuelson nonsubstitution theorem
Maria De Giuli, Giorgio Giorgi (2010)
Control and Cybernetics
A review of minitab -- release 11.
Ganesh, Siva (1997)
Journal of Applied Mathematics and Decision Sciences
A review of reverse logistics.
Bei, Wang, Linyan, Sun (2005)
APPS. Applied Sciences
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 rule based machine learning approach to the nonlinear multifingered robot gripper problem
R. Abu-Zitar, A.M. Al-Fahed Nuseirat (2005)
Control and Cybernetics
A runway configuration management model with marginally decreasing transition capacities.
Weld, Christopher, Duarte, Michael, Kincaid, Rex (2010)
Advances in Operations Research
A scaling out-of-kilter algorithm for minimum cost flow
Laura Ciupalǎ (2005)
Control and Cybernetics
A second order -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 -approximation method, an optimization problem associated with the original nonlinear programming problem is constructed that involves a second order -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...
A self-adaptive trust region method for the extended linear complementarity problems
Zhensheng Yu, Qiang Li (2009)
Applications of Mathematics
By using some NCP functions, we reformulate the extended linear complementarity problem as a nonsmooth equation. Then we propose a self-adaptive trust region algorithm for solving this nonsmooth equation. The novelty of this method is that the trust region radius is controlled by the objective function value which can be adjusted automatically according to the algorithm. The global convergence is obtained under mild conditions and the local superlinear convergence rate is also established under...
A self-scaling memoryless BFGS based conjugate gradient method using multi-step secant condition for unconstrained minimization
Yongjin Kim, Yunchol Jong, Yong Kim (2024)
Applications of Mathematics
Conjugate gradient methods are widely used for solving large-scale unconstrained optimization problems, because they do not need the storage of matrices. Based on the self-scaling memoryless Broyden-Fletcher-Goldfarb-Shanno (SSML-BFGS) method, new conjugate gradient algorithms CG-DESCENT and CGOPT have been proposed by W. Hager, H. Zhang (2005) and Y. Dai, C. Kou (2013), respectively. It is noted that the two conjugate gradient methods perform more efficiently than the SSML-BFGS method. Therefore,...
A semifeasible trust-region model algorithm for minimization with inequality constraint.
Martínez, José Mario (1998)
Novi Sad Journal of Mathematics