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A derivation of Lovász’ theta via augmented Lagrange duality

Mustapha Ç. Pinar (2003)

RAIRO - Operations Research - Recherche Opérationnelle

A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemaréchal and Oustry [9], leads to simple alternative derivations of well-known, important relaxations to two well-known problems of discrete optimization: the maximum stable set problem and the maximum vertex cover problem. The resulting relaxation is easily transformed to the well-known Lovász θ number.

A Derivation of Lovász' Theta via Augmented Lagrange Duality

Mustapha Ç. Pinar (2010)

RAIRO - Operations Research

A recently introduced dualization technique for binary linear programs with equality constraints, essentially due to Poljak et al. [13], and further developed in Lemaréchal and Oustry [9], leads to simple alternative derivations of well-known, important relaxations to two well-known problems of discrete optimization: the maximum stable set problem and the maximum vertex cover problem. The resulting relaxation is easily transformed to the well-known Lovász θ number.

A discrete contact model for crowd motion

Bertrand Maury, Juliette Venel (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

The aim of this paper is to develop a crowd motion model designed to handle highly packed situations. The model we propose rests on two principles: we first define a spontaneous velocity which corresponds to the velocity each individual would like to have in the absence of other people. The actual velocity is then computed as the projection of the spontaneous velocity onto the set of admissible velocities (i.e. velocities which do not violate the non-overlapping constraint). We describe here the...

A discrete contact model for crowd motion

Bertrand Maury, Juliette Venel (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

The aim of this paper is to develop a crowd motion model designed to handle highly packed situations. The model we propose rests on two principles: we first define a spontaneous velocity which corresponds to the velocity each individual would like to have in the absence of other people. The actual velocity is then computed as the projection of the spontaneous velocity onto the set of admissible velocities (i.e. velocities which do not violate the non-overlapping constraint). We describe here...

A new one-step smoothing newton method for second-order cone programming

Jingyong Tang, Guoping He, Li Dong, Liang Fang (2012)

Applications of Mathematics

In this paper, we present a new one-step smoothing Newton method for solving the second-order cone programming (SOCP). Based on a new smoothing function of the well-known Fischer-Burmeister function, the SOCP is approximated by a family of parameterized smooth equations. Our algorithm solves only one system of linear equations and performs only one Armijo-type line search at each iteration. It can start from an arbitrary initial point and does not require the iterative points to be in the sets...

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...

A simple proof in Monge-Kantorovich duality theory

D. A. Edwards (2010)

Studia Mathematica

A simple proof is given of a Monge-Kantorovich duality theorem for a lower bounded lower semicontinuous cost function on the product of two completely regular spaces. The proof uses only the Hahn-Banach theorem and some properties of Radon measures, and allows the case of a bounded continuous cost function on a product of completely regular spaces to be treated directly, without the need to consider intermediate cases. Duality for a semicontinuous cost function is then deduced via the use of an...

Adaptive high gain observer extension and its application to bioprocess monitoring

Sergej Čelikovský, Jorge Antonio Torres-Muñoz, Alma Rosa Dominguez-Bocanegra (2018)

Kybernetika

The adaptive version of the high gain observer for the strictly triangular systems subjected to constant unknown disturbances is proposed here. The adaptive feature is necessary due to the fact that the unknown disturbance enters in a way that cannot be suppressed by the high gain technique. The developed observers are then applied to a culture of microorganism in a bioreactor, namely, to the model of the continuous culture of Spirulina maxima. It is a common practice that just the biomass (or substrate)...

Analyse de récession et résultats de stabilité d’une convergence variationnelle, application à la théorie de la dualité en programmation mathématique

Driss Mentagui (2003)

ESAIM: Control, Optimisation and Calculus of Variations

Soit X un espace de Banach de dual topologique X ' . 𝒞 X (resp. 𝒞 X ' ) désigne l’ensemble des parties non vides convexes fermées de X (resp. w * -fermées de X ' ) muni de la topologie de la convergence uniforme sur les bornés des fonctions distances. Cette topologie se réduit à celle de la métrique de Hausdorff sur les convexes fermés bornés [16] et admet en général une représentation en terme de cette dernière [11]. De plus, la métrique qui lui est associée s’est révélée très adéquate pour l’étude quantitative...

Analyse de récession et résultats de stabilité d'une convergence variationnelle, application à la théorie de la dualité en programmation mathématique

Driss Mentagui (2010)

ESAIM: Control, Optimisation and Calculus of Variations

Let X be a Banach space and X' its continuous dual. C(X) (resp. C(X')) denotes the set of nonempty convex closed subsets of X (resp. ω*-closed subsets of X') endowed with the topology of uniform convergence of distance functions on bounded sets. This topology reduces to the Hausdorff metric topology on the closed and bounded convex sets [16] and in general has a Hausdorff-like presentation [11]. Moreover, this topology is well suited for estimations and constructive approximations [6-9]. We...

Analysis of an isopetype dual algorithm for optimizing control and nonlinear optimization

Wojciech Tadej, Piotr Tatjewski (2001)

International Journal of Applied Mathematics and Computer Science

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...

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...

Computation of the distance to semi-algebraic sets

Christophe Ferrier (2010)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is devoted to the computation of distance to set, called S, defined by polynomial equations. First we consider the case of quadratic systems. Then, application of results stated for quadratic systems to the quadratic equivalent of polynomial systems (see [5]), allows us to compute distance to semi-algebraic sets. Problem of computing distance can be viewed as non convex minimization problem: d ( u , S ) = inf x S x - u 2 , where u is in n . To have, at least, lower approximation of distance, we consider the dual...

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