Displaying 81 – 100 of 109

Showing per page

Nonsmooth equations approach to a constrained minimax problem

Yan Gao, Xuewen Li (2005)

Applications of Mathematics

An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the b -differential for the corresponding function is developed.

Nonsmooth Problems of Calculus of Variations via Codifferentiation

Maxim Dolgopolik (2014)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper multidimensional nonsmooth, nonconvex problems of the calculus of variations with codifferentiable integrand are studied. Special classes of codifferentiable functions, that play an important role in the calculus of variations, are introduced and studied. The codifferentiability of the main functional of the calculus of variations is derived. Necessary conditions for the extremum of a codifferentiable function on a closed convex set and its applications to the nonsmooth problems of...

Non-stationary departure process in a batch-arrival queue with finite buffer capacity and threshold-type control mechanism

Wojciech M. Kempa, Dariusz Kurzyk (2022)

Kybernetika

Non-stationary behavior of departure process in a finite-buffer M X / G / 1 / K -type queueing model with batch arrivals, in which a threshold-type waking up N -policy is implemented, is studied. According to this policy, after each idle time a new busy period is being started with the N th message occurrence, where the threshold value N is fixed. Using the analytical approach based on the idea of an embedded Markov chain, integral equations, continuous total probability law, renewal theory and linear algebra, a...

Non-stochastic uncertainty quantification of a multi-model response

Chleboun, Jan (2025)

Programs and Algorithms of Numerical Mathematics

The focus is put on the application of fuzzy sets and Dempster-Shafer theory in assessing the nature and extent of uncertainty in the response of M models that model the same phenomenon and depend on fuzzy input data. Dempster-Shafer theory uses a weighted family of fixed sets called the focal elements to evaluate the relationship between an arbitrarily chosen set and the focal elements. It is proposed to create at least M weighted focal elements on the basis of 1) the responses to fuzzy inputs...

Note on stability estimation in average Markov control processes

Jaime Martínez Sánchez, Elena Zaitseva (2015)

Kybernetika

We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.

Note on the paper: interior proximal method for variational inequalities on non-polyhedral sets

Alexander Kaplan, Rainer Tichatschke (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we clarify that the interior proximal method developed in [6] (vol. 27 of this journal) for solving variational inequalities with monotone operators converges under essentially weaker conditions concerning the functions describing the "feasible" set as well as the operator of the variational inequality.

Notes on free lunch in the limit and pricing by conjugate duality theory

Alena Henclová (2006)

Kybernetika

King and Korf [KingKorf01] introduced, in the framework of a discrete- time dynamic market model on a general probability space, a new concept of arbitrage called free lunch in the limit which is slightly weaker than the common free lunch. The definition was motivated by the attempt at proposing the pricing theory based on the theory of conjugate duality in optimization. We show that this concept of arbitrage fails to have a basic property of other common concepts used in pricing theory – it depends...

Numerical behavior of the method of projection onto an acute cone with level control in convex minimization

Robert Dylewski (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We present the numerical behavior of a projection method for convex minimization problems which was studied by Cegielski [1]. The method is a modification of the Polyak subgradient projection method [6] and of variable target value subgradient method of Kim, Ahn and Cho [2]. In each iteration of the method an obtuse cone is constructed. The obtuse cone is generated by a linearly independent system of subgradients. The next approximation of a solution is the projection onto a translated acute cone...

Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities

Christina Jager (2007)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20]...

Currently displaying 81 – 100 of 109