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Convergence of primal-dual solutions for the nonconvex log-barrier method without LICQ

Christian Grossmann, Diethard Klatte, Bernd Kummer (2004)

Kybernetika

This paper characterizes completely the behavior of the logarithmic barrier method under a standard second order condition, strict (multivalued) complementarity and MFCQ at a local minimizer. We present direct proofs, based on certain key estimates and few well–known facts on linear and parametric programming, in order to verify existence and Lipschitzian convergence of local primal-dual solutions without applying additionally technical tools arising from Newton–techniques.

Convergence of prox-regularization methods for generalized fractional programming

Ahmed Roubi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates are only...

Convergence of Prox-Regularization Methods for Generalized Fractional Programming

Ahmed Roubi (2010)

RAIRO - Operations Research

We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates are only ηk-minimizers...

Convergence of the Lagrange-Newton method for optimal control problems

Kazimierz Malanowski (2004)

International Journal of Applied Mathematics and Computer Science

Convergence results for two Lagrange-Newton-type methods of solving optimal control problems are presented. It is shown how the methods can be applied to a class of optimal control problems for nonlinear ODEs, subject to mixed control-state constraints. The first method reduces to an SQP algorithm. It does not require any information on the structure of the optimal solution. The other one is the shooting method, where information on the structure of the optimal solution is exploited. In each case,...

Convex quadratic underestimation and Branch and Bound for univariate global optimization with one nonconvex constraint

Hoai An Le Thi, Mohand Ouanes (2006)

RAIRO - Operations Research

The purpose of this paper is to demonstrate that, for globally minimize one dimensional nonconvex problems with both twice differentiable function and constraint, we can propose an efficient algorithm based on Branch and Bound techniques. The method is first displayed in the simple case with an interval constraint. The extension is displayed afterwards to the general case with an additional nonconvex twice differentiable constraint. A quadratic bounding function which is better than the well known...

Convexity and almost convexity in groups

Witold Jarczyk (2013)

Banach Center Publications

We give a review of results proved and published mostly in recent years, concerning real-valued convex functions as well as almost convex functions defined on a (not necessarily convex) subset of a group. Analogues of such classical results as the theorems of Jensen, Bernstein-Doetsch, Blumberg-Sierpiński, Ostrowski, and Mehdi are presented. A version of the Hahn-Banach theorem with a convex control function is proved, too. We also study some questions specific for the group setting, for instance...

Cooperative driving at isolated intersections based on the optimal minimization of the maximum exit time

Jia Wu, Abdeljalil Abbas-Turki, Florent Perronnet (2013)

International Journal of Applied Mathematics and Computer Science

Traditional traffic control systems based on traffic light have achieved a great success in reducing the average delay of vehicles or in improving the traffic capacity. The main idea of these systems is based on the optimization of the cycle time, the phase sequence, and the phase duration. The right-of-ways are assigned to vehicles of one or several movements for a specific time. With the emergence of cooperative driving, an innovative traffic control concept, Autonomous Intersection Management...

Cooperative networks games with elastic demands

Alain Quilliot, Fatiha Bendali, Jean Mailfert (2007)

RAIRO - Operations Research

We present here a pricing model which is an extension of the cooperative game concept and which includes a notion of elastic demand. We present some existence results as well as an algorithm, and we conclude by discussing a specific problem related to network pricing.

Coordinació hidro-tèrmica en la generació d'electricitat per fluxos no lineals multiarticle en xarxes.

Narcís Nabona Francisco (1988)

Qüestiió

La coordinación hidrotérmica a largo plazo trata de hallar, para cada intervalo en que se subdivida un intervalo largo de tiempo, los niveles de generación hidráulica en cada embalse que minimicen el coste esperado de la generación térmica del periodo, teniendo en cuenta que los grupos térmicos no están siempre disponibles, y considerando las distribuciones de probabilidad, para cada intervalo, de la demanda y de las aportaciones de agua de cada embalse.Se extiende aquí la técnica de los flujos...

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