Algoritmi di ottimizzazione globale
Allocating servers to facilities, when demand is elastic to travel and waiting times
Public inoculation centers are examples of facilities providing service to customers whose demand is elastic to travel and waiting time. That is, people will not travel too far, or stay in line for too long to obtain the service. The goal, when planning such services, is to maximize the demand they attract, by locating centers and staffing them so as to reduce customers’ travel time and time spent in queue. In the case of inoculation centers, the goal is to maximize the people that travel to the...
Allocating servers to facilities, when demand is elastic to travel and waiting times
Public inoculation centers are examples of facilities providing service to customers whose demand is elastic to travel and waiting time. That is, people will not travel too far, or stay in line for too long to obtain the service. The goal, when planning such services, is to maximize the demand they attract, by locating centers and staffing them so as to reduce customers' travel time and time spent in queue. In the case of inoculation centers, the goal is to maximize the people that travel to the...
Alternating projected Barzilai-Borwein methods for nonnegative matrix factorization.
An accurate active set Newton algorithm for large scale bound constrained optimization
A new algorithm for solving large scale bound constrained minimization problems is proposed. The algorithm is based on an accurate identification technique of the active set proposed by Facchinei, Fischer and Kanzow in 1998. A further division of the active set yields the global convergence of the new algorithm. In particular, the convergence rate is superlinear without requiring the strict complementarity assumption. Numerical tests demonstrate the efficiency and performance of the present strategy...
An active set strategy based on the multiplier function or the gradient
We employ the active set strategy which was proposed by Facchinei for solving large scale bound constrained optimization problems. As the special structure of the bound constrained problem, a simple rule is used for updating the multipliers. Numerical results show that the active set identification strategy is practical and efficient.
An Algorithm for Optimization
An efficiency analysis of the parallel multitransputer implementation of two-level optimization algorithms
The paper presents an approach to improve the efficiency of some two-level optimization algorithms by their implementation in parallel MIMD multiprocessor systems. Diagonal decomposition dynamic programming and parametric optimization methods are considered, and some concepts of their parallelization are discussed. Results regarding the implementation of computations in a parallel multitransputer system are presented. For the analysed problems, the obtained values of speedup are close to the theoretical...
An efficient method for obtaining sharp bounds for nonlinear boolean programming problems
An extremal characterization of projective planes.
An implementation of recursive quadratic programming variable metric methods for linearly constrained nonlinear minimax approximation
An improved nonmonotone adaptive trust region method
Trust region methods are a class of effective iterative schemes in numerical optimization. In this paper, a new improved nonmonotone adaptive trust region method for solving unconstrained optimization problems is proposed. We construct an approximate model where the approximation to Hessian matrix is updated by the scaled memoryless BFGS update formula, and incorporate a nonmonotone technique with the new proposed adaptive trust region radius. The new ratio to adjusting the next trust region radius...
An inexact Newton hybrid path-following algorithm for nonlinear programming.
An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion
Analysis of a non-monotone smoothing-type algorithm for the second-order cone programming
The smoothing-type algorithm is a powerful tool for solving the second-order cone programming (SOCP), which is in general designed based on a monotone line search. In this paper, we propose a smoothing-type algorithm for solving the SOCP with a non-monotone line search. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. The preliminary numerical results are also reported which indicate...
Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization
First results concerning important theoretical properties of the dual ISOPE (Integrated System Optimization and Parameter Estimation) algorithm are presented. The algorithm applies to on-line set-point optimization in control structures with uncertainty in process models and disturbance estimates, as well as to difficult nonlinear constrained optimization problems. Properties of the conditioned (dualized) set of problem constraints are investigated, showing its structure and feasibility properties...
Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market
We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order to justify using M-stationarity conditions. Third,...
Analysis of M-stationary points to an EPEC modeling oligopolistic competition in an electricity spot market∗
We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order...
Application of non-linear programming to plane geometry.
Applications de la programmation mathématique à l'analyse limite des structures