Placement de tâches dans un système distribué et dualité lagrangienne
POD a-posteriori error based inexact SQP method for bilinear elliptic optimal control problems
An optimal control problem governed by a bilinear elliptic equation is considered. This problem is solved by the sequential quadratic programming (SQP) method in an infinite-dimensional framework. In each level of this iterative method the solution of linear-quadratic subproblem is computed by a Galerkin projection using proper orthogonal decomposition (POD). Thus, an approximate (inexact) solution of the subproblem is determined. Based on a POD a-posteriori error estimator developed by Tröltzsch...
POD a-posteriori error based inexact SQP method for bilinear elliptic optimal control problems∗
An optimal control problem governed by a bilinear elliptic equation is considered. This problem is solved by the sequential quadratic programming (SQP) method in an infinite-dimensional framework. In each level of this iterative method the solution of linear-quadratic subproblem is computed by a Galerkin projection using proper orthogonal decomposition (POD). Thus, an approximate (inexact) solution of the subproblem is determined. Based on a POD...
Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in .
Problema de asignación cuadrática multiobjetivo.
Se define la versión multiobjetivo del Problema de Asignación Cuadrática. Se muestran los inconvenientes de la técnica de ponderación de objetivos y se desarrollan algoritmos locales bajo las metodologías de soluciones eficientes, lexicográficas y equilibradas mediante la generalización de los procedimientos r-óptimos al caso multidimensional. Se recogen resultados computacionales sobre los algoritmos propuestos.
Problème de la bipartition minimale d'un graphe
Producing the tangency portfolio as a corner portfolio
One-fund theorem states that an efficient portfolio in a Mean-Variance (M-V) portfolio selection problem for a set of some risky assets and a riskless asset can be represented by a combination of a unique risky fund (tangency portfolio) and the riskless asset. In this paper, we introduce a method for which the tangency portfolio can be produced as a corner portfolio. So, the tangency portfolio can be computed easily and fast by any algorithm designed for tracing out the M-V efficient frontier via...
Proper orthogonal decomposition for optimality systems
Proper orthogonal decomposition (POD) is a powerful technique for model reduction of non-linear systems. It is based on a Galerkin type discretization with basis elements created from the dynamical system itself. In the context of optimal control this approach may suffer from the fact that the basis elements are computed from a reference trajectory containing features which are quite different from those of the optimally controlled trajectory. A method is proposed which avoids this problem of unmodelled...
Quadratic 0–1 programming: Tightening linear or quadratic convex reformulation by use of relaxations
Many combinatorial optimization problems can be formulated as the minimization of a 0–1 quadratic function subject to linear constraints. In this paper, we are interested in the exact solution of this problem through a two-phase general scheme. The first phase consists in reformulating the initial problem either into a compact mixed integer linear program or into a 0–1 quadratic convex program. The second phase simply consists in submitting the reformulated problem to a standard solver. The efficiency...
Quadratically constrained least squares and quadratic problems.
Résolution d'un programme quadratique en variantes bivalentes par décomposition application au placement de commutateurs dans un réseau
Sensitivity analysis in multi-parametric strictly convex quadratic optimization
Simultaneous routing and flow rate optimization in energy-aware computer networks
The issue of energy-aware traffic engineering has become prominent in telecommunications industry in the last years. This paper presents a two-criteria network optimization problem, in which routing and bandwidth allocation are determined jointly, so as to minimize the amount of energy consumed by a telecommunication infrastructure and to satisfy given demands represented by a traffic matrix. A scalarization of the criteria is proposed and the choice of model parameters is discussed in detail. The...
Solution of projection problems over polytopes.
Some notes on the quasi-Newton methods
A survey note whose aim is to establish the heuristics and natural relations in a class of Quasi-Newton methods in optimization problems. It is shown that a particular algorithm of the class is specified by characcterizing some parameters (scalars and matrices) in a general solution of a matrix equation.
Some remarks on quadratic programming with 0-1 variables
Specifying the systematic risk of portfolios : a closed form solution
Stability of lagrangian duality for nonconvex quadratic programming. Solution methods and applications in computer vision
State space approach to discrete linear control
Sur quelques formes quadratiques associées à des partitions d'entiers