Parameter Estimation in Linear Regression Models With Stationary Arma(p,q)-Errors Using Automatic Differentiation
Paramétrisation et approximation d'un problème non convexe ; application à un problème de gestion de portefeuille
Pénalités mixtes : un algorithme superlinéaire en deux étapes
Penalties, Lagrange multipliers and Nitsche mortaring
Penalty methods, augmented Lagrangian methods and Nitsche mortaring are well known numerical methods among the specialists in the related areas optimization and finite elements, respectively, but common aspects are rarely available. The aim of the present paper is to describe these methods from a unifying optimization perspective and to highlight some common features of them.
Penalty/barrier path-following in linearly constrained optimization
In the present paper rather general penalty/barrier path-following methods (e.g. with p-th power penalties, logarithmic barriers, SUMT, exponential penalties) applied to linearly constrained convex optimization problems are studied. In particular, unlike in previous studies [1,11], here simultaneously different types of penalty/barrier embeddings are included. Together with the assumed 2nd order sufficient optimality conditions this required a significant change in proving the local existence of...
Perturbation des méthodes d'optimisation. Applications
Perturbation theory of duality in vector nonconvex optimization via the abstract duality scheme
Piecewise-polynomial signal segmentation using convex optimization
A method is presented for segmenting one-dimensional signal whose independent segments are modeled as polynomials, and which is corrupted by additive noise. The method is based on sparse modeling, the main part is formulated as a convex optimization problem and is solved by a proximal splitting algorithm. We perform experiments on simulated and real data and show that the method is capable of reliably finding breakpoints in the signal, but requires careful tuning of the regularization parameters...
Polynomial algorithms for projecting a point onto a region defined by a linear constraint and box constraints in .
P-order necessary and sufficient conditions for optimality in singular calculus of variations
This paper is devoted to singular calculus of variations problems with constraint functional not regular at the solution point in the sense that the first derivative is not surjective. In the first part of the paper we pursue an approach based on the constructions of the p-regularity theory. For p-regular calculus of variations problem we formulate and prove necessary and sufficient conditions for optimality in singular case and illustrate our results by classical example of calculus of variations...
Production-inventory system with finite production rate, stock-dependent demand, and variable holding cost
In general, traditional production-inventory systems are based on a number of simplifying – but somewhat unrealistic – assumptions, including constant demand rate, constant holding cost, and instantaneous order replenishment. These assumptions have been individually challenged in numerous variations of production-inventory models. Finite production rate models, such as economic production quantity (EPQ) systems consider gradual order replenishment. Stock-dependent demand models assume the demand...
Productivity of activities in the optimal allocation of one resource
The notion of productivity of activities is introduced, its characterization is given and three special types of return functions are examined.
Proto-differentiability of set-valued mappings and its applications in optimization
Prox-mappings associated with a pair of Legendre conjugate functions