EuDML | Browse

Page 1

Displaying 1 – 7 of 7

The Lazy Travelling Salesman Problem in $ℝ^{2}$

Paz Polak, Gershon Wolansky (2007)

ESAIM: Control, Optimisation and Calculus of Variations

We study a parameter (σ) dependent relaxation of the Travelling Salesman Problem on $ℝ^{2}$ . The relaxed problem is reduced to the Travelling Salesman Problem as $σ \to$ 0. For increasing σ it is also an ordered clustering algorithm for a set of points in $ℝ^{2}$ . A dual formulation is introduced, which reduces the problem to a convex optimization, provided the minimizer is in the domain of convexity of the relaxed functional. It is shown that this last condition is generically satisfied, provided σ is large enough. ...

The solution of some max-separable optimization problems [Abstract of thesis]

Amer F. Jajou (1988)

Commentationes Mathematicae Universitatis Carolinae

The stability radius of an efficient solution in minimax Boolean programming problem

V. Emelichev, N. Krichko, Y. Nikulin (2004)

Control and Cybernetics

Tilt stability in nonlinear programming under Mangasarian-Fromovitz constraint qualification

Boris S. Mordukhovich, Jiří V. Outrata (2013)

Kybernetika

The paper concerns the study of tilt stability of local minimizers in standard problems of nonlinear programming. This notion plays an important role in both theoretical and numerical aspects of optimization and has drawn a lot of attention in optimization theory and its applications, especially in recent years. Under the classical Mangasarian-Fromovitz Constraint Qualification, we establish relationships between tilt stability and some other stability notions in constrained optimization. Involving...

Topological degree for maximal monotone operators and application to parametric optimization problems.

Riahi, Hassan (1994)

Journal of Convex Analysis

Two characterizations of Pareto minima in convex multicriteria optimization

Sanjo Zlobec (1984)

Aplikace matematiky

Two conditions are given each of which is both necessary and sufficient for a point to be a global Pareto minimum. The first one is obtained by studying programs where each criterion appears as a single objective function, while the second one is given in terms of a "restricted Lagrangian". The conditions are compared with the familiar characterizations of properly efficient and weakly efficient points of Karlin and Geoffrion.

Two convergence results for continuous descent methods.

Reich, Simeon, Zaslavski, Alexander J. (2003)

Electronic Journal of Differential Equations (EJDE) [electronic only]