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Learnheuristics: hybridizing metaheuristics with machine learning for optimization with dynamic inputs

Laura Calvet, Jésica de Armas, David Masip, Angel A. Juan (2017)

Open Mathematics

This paper reviews the existing literature on the combination of metaheuristics with machine learning methods and then introduces the concept of learnheuristics, a novel type of hybrid algorithms. Learnheuristics can be used to solve combinatorial optimization problems with dynamic inputs (COPDIs). In these COPDIs, the problem inputs (elements either located in the objective function or in the constraints set) are not fixed in advance as usual. On the contrary, they might vary in a predictable (non-random)...

Les effets de l’exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs

Adama Coulibaly, Jean-Pierre Crouzeix (2003)

RAIRO - Operations Research - Recherche Opérationnelle

Les méthodes de points intérieurs en programmation linéaire connaissent un grand succès depuis l’introduction de l’algorithme de Karmarkar. La convergence de l’algorithme repose sur une fonction potentielle qui, sous sa forme multiplicative, fait apparaître un exposant p . Cet exposant est, de façon générale, choisi supérieur au nombre de variables n du problème. Nous montrons dans cet article que l’on peut utiliser des valeurs de p plus petites que n . Ceci permet d’améliorer le conditionnement de...

Les effets de l'exposant de la fonction barrière multiplicative dans les méthodes de points intérieurs

Adama Coulibaly, Jean-Pierre Crouzeix (2010)

RAIRO - Operations Research

Les méthodes de points intérieurs en programmation linéaire connaissent un grand succès depuis l'introduction de l'algorithme de Karmarkar. La convergence de l'algorithme repose sur une fonction potentielle qui, sous sa forme multiplicative, fait apparaître un exposant p. Cet exposant est, de façon générale, choisi supérieur au nombre de variables n du problème. Nous montrons dans cet article que l'on peut utiliser des valeurs de p plus petites que n. Ceci permet d'améliorer le conditionnement...

LFS functions in multi-objective programming

Luka Neralić, Sanjo Zlobec (1996)

Applications of Mathematics

We find conditions, in multi-objective convex programming with nonsmooth functions, when the sets of efficient (Pareto) and properly efficient solutions coincide. This occurs, in particular, when all functions have locally flat surfaces (LFS). In the absence of the LFS property the two sets are generally different and the characterizations of efficient solutions assume an asymptotic form for problems with three or more variables. The results are applied to a problem in highway construction, where...

Limited memory solution of bound constrained convex quadratic problems arising in video games

Michael C. Ferris, Andrew J. Wathen, Paul Armand (2007)

RAIRO - Operations Research

We describe the solution of a bound constrained convex quadratic problem with limited memory resources. The problem arises from physical simulations occurring within video games. The motivating problem is outlined, along with a simple interior point approach for its solution. Various linear algebra issues arising in the implementation are explored, including preconditioning, ordering and a number of ways of solving an equivalent augmented system. Alternative approaches are briefly surveyed, ...

Limiting average cost control problems in a class of discrete-time stochastic systems

Nadine Hilgert, Onesimo Hernández-Lerma (2001)

Applicationes Mathematicae

We consider a class of d -valued stochastic control systems, with possibly unbounded costs. The systems evolve according to a discrete-time equation x t + 1 = G ( x t , a t ) + ξ t (t = 0,1,... ), for each fixed n = 0,1,..., where the ξ t are i.i.d. random vectors, and the Gₙ are given functions converging pointwise to some function G as n → ∞. Under suitable hypotheses, our main results state the existence of stationary control policies that are expected average cost (EAC) optimal and sample path average cost (SPAC) optimal for...

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