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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...

About a special class of nonconvex optimization problems

Libuše Grygarová (1990)

Aplikace matematiky

The article deals with certain nonconvex optimization problem which have features analogous to those of the linear optimization problems. We can find their absolute extrema and the set all optimal points of such nonconvex optimization problem represents the closure of a face of a spherical polyhedron which is its feasible set.

An approach to robust network design in telecommunications

Georgios Petrou, Claude Lemaréchal, Adam Ouorou (2007)

RAIRO - Operations Research

In telecommunications network design, one of the most frequent problems is to adjust the capacity on the links of the network in order to satisfy a set of requirements. In the past, these requirements were demands based on historical data and/or demographic predictions. Nowadays, because of new technology development and customer movement due to competitiveness, the demands present considerable variability. Thus, network robustness w.r.t demand uncertainty is now regarded as a major consideration....

An SQP method for mathematical programs with complementarity constraints with strong convergence properties

Matus Benko, Helmut Gfrerer (2016)

Kybernetika

We propose an SQP algorithm for mathematical programs with complementarity constraints which solves at each iteration a quadratic program with linear complementarity constraints. We demonstrate how strongly M-stationary solutions of this quadratic program can be obtained by an active set method without using enumeration techniques. We show that all limit points of the sequence of iterates generated by our SQP method are at least M-stationary.

Applications of the Fréchet subdifferential

Durea, M. (2003)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 46A30, 54C60, 90C26.In this paper we prove two results of nonsmooth analysis involving the Fréchet subdifferential. One of these results provides a necessary optimality condition for an optimization problem which arise naturally from a class of wide studied problems. In the second result we establish a sufficient condition for the metric regularity of a set-valued map without continuity assumptions.

Characterizations of error bounds for lower semicontinuous functions on metric spaces

Dominique Azé, Jean-Noël Corvellec (2004)

ESAIM: Control, Optimisation and Calculus of Variations

Refining the variational method introduced in Azé et al. [Nonlinear Anal. 49 (2002) 643-670], we give characterizations of the existence of so-called global and local error bounds, for lower semicontinuous functions defined on complete metric spaces. We thus provide a systematic and synthetic approach to the subject, emphasizing the special case of convex functions defined on arbitrary Banach spaces (refining the abstract part of Azé and Corvellec [SIAM J. Optim. 12 (2002) 913-927], and the characterization...

Characterizations of error bounds for lower semicontinuous functions on metric spaces

Dominique Azé, Jean-Noël Corvellec (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Refining the variational method introduced in Azé et al. [Nonlinear Anal. 49 (2002) 643-670], we give characterizations of the existence of so-called global and local error bounds, for lower semicontinuous functions defined on complete metric spaces. We thus provide a systematic and synthetic approach to the subject, emphasizing the special case of convex functions defined on arbitrary Banach spaces (refining the abstract part of Azé and Corvellec [SIAM J. Optim. 12 (2002) 913-927], and the characterization...

Characterizations of the Solution Sets of Generalized Convex Minimization Problems

Ivanov, Vsevolod (2003)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 90C26, 90C20, 49J52, 47H05, 47J20.In this paper we obtain some simple characterizations of the solution sets of a pseudoconvex program and a variational inequality. Similar characterizations of the solution set of a quasiconvex quadratic program are derived. Applications of these characterizations are given.

Construction of a Φ-function for two convex polytopes

Y. Stoyan, J. Terno, M. Gil, T. Romanova, G. Scheithauer (2002)

Applicationes Mathematicae

The analytical description of Φ-functions for two convex polytopes is investigated. These Φ-functions can be used for mathematical modelling of packing problems in the three-dimensional space. Only translations of the polytopes are considered. The approach consists of two stages. First the 0-level surface of a Φ-function is constructed, and secondly, the surface is extended to get the Φ-function. The method for constructing the 0-level surface is described in detail.

Continuous reformulations and heuristics for the euclidean travelling salesperson problem

Tuomo Valkonen, Tommi Kärkkäinen (2009)

ESAIM: Control, Optimisation and Calculus of Variations

We consider continuous reformulations of the euclidean travelling salesperson problem (TSP), based on certain clustering problem formulations. These reformulations allow us to apply a generalisation with perturbations of the Weiszfeld algorithm in an attempt to find local approximate solutions to the euclidean TSP.

Continuous reformulations and heuristics for the Euclidean travelling salesperson problem

Tuomo Valkonen, Tommi Kärkkäinen (2008)

ESAIM: Control, Optimisation and Calculus of Variations

We consider continuous reformulations of the Euclidean travelling salesperson problem (TSP), based on certain clustering problem formulations. These reformulations allow us to apply a generalisation with perturbations of the Weiszfeld algorithm in an attempt to find local approximate solutions to the Euclidean TSP.

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...

Directions De Majoration D'une Fonction Quasiconvexe Et Applications

Amara, Charki (1998)

Serdica Mathematical Journal

We introduce the convex cone constituted by the directions of majoration of a quasiconvex function. This cone is used to formulate a qualification condition ensuring the epiconvergence of a sequence of general quasiconvex marginal functions in finite dimensional spaces.

Distributed event-triggered algorithm for optimal resource allocation of multi-agent systems

Weiyong Yu, Zhenhua Deng, Hongbing Zhou, Xianlin Zeng (2017)

Kybernetika

This paper is concerned with solving the distributed resource allocation optimization problem by multi-agent systems over undirected graphs. The optimization objective function is a sum of local cost functions associated to individual agents, and the optimization variable satisfies a global network resource constraint. The local cost function and the network resource are the private data for each agent, which are not shared with others. A novel gradient-based continuous-time algorithm is proposed...

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