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A new regular multiplier embedding

Gemayqzel Bouza Allende, Jürgen Guddat (2013)

Kybernetika

Embedding approaches can be used for solving non linear programs P. The idea is to define a one-parametric problem such that for some value of the parameter the corresponding problem is equivalent to P. A particular case is the multipliers embedding, where the solutions of the corresponding parametric problem can be interpreted as the points computed by the multipliers method on P. However, in the known cases, either path-following methods can not be applied or the necessary conditions for its convergence...

A new relaxation in conic form for the euclidean Steiner problem in n

Marcia Fampa, Nelson Maculan (2001)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper, we present a new mathematical programming formulation for the euclidean Steiner Tree Problem (ESTP) in n . We relax the integrality constrains on this formulation and transform the resulting relaxation, which is convex, but not everywhere differentiable, into a standard convex programming problem in conic form. We consider then an efficient computation of an ϵ -optimal solution for this latter problem using interior-point algorithm.

A New Relaxation in Conic Form for the Euclidean Steiner Problem in ℜ

Marcia Fampa, Nelson Maculan (2010)

RAIRO - Operations Research

In this paper, we present a new mathematical programming formulation for the Euclidean Steiner Tree Problem (ESTP) in ℜ. We relax the integrality constrains on this formulation and transform the resulting relaxation, which is convex, but not everywhere differentiable, into a standard convex programming problem in conic form. We consider then an efficient computation of an ϵ-optimal solution for this latter problem using interior-point algorithm.

A new series of conjectures and open questions in optimization and matrix analysis

Jean-Baptiste Hiriart-Urruty (2009)

ESAIM: Control, Optimisation and Calculus of Variations

We present below a new series of conjectures and open problems in the fields of (global) Optimization and Matrix analysis, in the same spirit as our recently published paper [J.-B. Hiriart-Urruty, Potpourri of conjectures and open questions in Nonlinear analysis and Optimization. SIAM Review 49 (2007) 255–273]. With each problem come a succinct presentation, a list of specific references, and a view on the state of the art of the subject.

A new series of conjectures and open questions in optimization and matrix analysis

Jean-Baptiste Hiriart-Urruty (2008)

ESAIM: Control, Optimisation and Calculus of Variations

We present below a new series of conjectures and open problems in the fields of (global) Optimization and Matrix analysis, in the same spirit as our recently published paper [J.-B. Hiriart-Urruty, Potpourri of conjectures and open questions in Nonlinear analysis and Optimization. SIAM Review49 (2007) 255–273]. With each problem come a succinct presentation, a list of specific references, and a view on the state of the art of the subject.

A new simultaneous subgradient projection algorithm for solving a multiple-sets split feasibility problem

Yazheng Dang, Yan Gao (2014)

Applications of Mathematics

In this paper, we present a simultaneous subgradient algorithm for solving the multiple-sets split feasibility problem. The algorithm employs two extrapolated factors in each iteration, which not only improves feasibility by eliminating the need to compute the Lipschitz constant, but also enhances flexibility due to applying variable step size. The convergence of the algorithm is proved under suitable conditions. Numerical results illustrate that the new algorithm has better convergence than the...

A nonmonotone line search for the LBFGS method in parabolic optimal control problems

Omid Solaymani Fard, Farhad Sarani, Akbar Hashemi Borzabadi, Hadi Nosratipour (2019)

Kybernetika

In this paper a nonmonotone limited memory BFGS (NLBFGS) method is applied for approximately solving optimal control problems (OCPs) governed by one-dimensional parabolic partial differential equations. A discretized optimal control problem is obtained by using piecewise linear finite element and well-known backward Euler methods. Afterwards, regarding the implicit function theorem, the optimal control problem is transformed into an unconstrained nonlinear optimization problem (UNOP). Finally the...

A nonsmooth optimisation approach for the stabilisation of time-delay systems

Stefan Vandewalle, Wim Michiels, Koen Verheyden, Joris Vanbiervliet (2008)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is concerned with the stabilisation of linear time-delay systems by tuning a finite number of parameters. Such problems typically arise in the design of fixed-order controllers. As time-delay systems exhibit an infinite amount of characteristic roots, a full assignment of the spectrum is impossible. However, if the system is stabilisable for the given parameter set, stability can in principle always be achieved through minimising the real part of the rightmost characteristic root, or...

A nonsmooth optimisation approach for the stabilisation of time-delay systems

Joris Vanbiervliet, Koen Verheyden, Wim Michiels, Stefan Vandewalle (2007)

ESAIM: Control, Optimisation and Calculus of Variations

This paper is concerned with the stabilisation of linear time-delay systems by tuning a finite number of parameters. Such problems typically arise in the design of fixed-order controllers. As time-delay systems exhibit an infinite amount of characteristic roots, a full assignment of the spectrum is impossible. However, if the system is stabilisable for the given parameter set, stability can in principle always be achieved through minimising the real part of the rightmost characteristic...

A nonsmooth version of the univariate optimization algorithm for locating the nearest extremum (locating extremum in nonsmooth univariate optimization)

Marek Smietanski (2008)

Open Mathematics

An algorithm for univariate optimization using a linear lower bounding function is extended to a nonsmooth case by using the generalized gradient instead of the derivative. A convergence theorem is proved under the condition of semismoothness. This approach gives a globally superlinear convergence of algorithm, which is a generalized Newton-type method.

A note on a class of equilibrium problems with equilibrium constraints

Jiří V. Outrata (2004)

Kybernetika

The paper concerns a two-level hierarchical game, where the players on each level behave noncooperatively. In this way one can model eg an oligopolistic market with several large and several small firms. We derive two types of necessary conditions for a solution of this game and discuss briefly the possibilities of its computation.

A note on a two dimensional knapsack problem with unloading constraints

Jefferson Luiz Moisés da Silveira, Eduardo Candido Xavier, Flávio Keidi Miyazawa (2013)

RAIRO - Theoretical Informatics and Applications - Informatique Théorique et Applications

In this paper we address the two-dimensional knapsack problem with unloading constraints: we have a bin B, and a list L of n rectangular items, each item with a class value in {1,...,C}. The problem is to pack a subset of L into B, maximizing the total profit of packed items, where the packing must satisfy the unloading constraint: while removing one item a, items with higher class values can not block a. We present a (4 + ϵ)-approximation algorithm when the bin is a square. We also present (3 + ϵ)-approximation...

A Note on Application of Two-sided Systems of ( max , min ) -Linear Equations and Inequalities to Some Fuzzy Set Problems

Karel Zimmermann (2011)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The aim of this short contribution is to point out some applications of systems of so called two-sided ( max , min ) -linear systems of equations and inequalities of [Gavalec, M., Zimmermann, K.: Solving systems of two-sided (max,min)-linear equations Kybernetika 46 (2010), 405–414.] to solving some fuzzy set multiple fuzzy goal problems. The paper describes one approach to formulating and solving multiple fuzzy goal problems. The fuzzy goals are given as fuzzy sets and we look for a fuzzy set, the fuzzy intersections...

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