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Refined non-homogeneous markovian models for a single-server type of software system with rejuvenation

Hiroyuki Okamura, S. Miyahara, T. Dohi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

Long running software systems are known to experience an aging phenomenon called software aging, one in which the accumulation of errors during the execution of software leads to performance degradation and eventually results in failure. To counteract this phenomenon a proactive fault management approach, called software rejuvenation, is particularly useful. It essentially involves gracefully terminating an application or a system and restarting it in a clean internal state. In this paper, we reconsider...

Refined non-homogeneous markovian models for a single-server type of software system with rejuvenation

Hiroyuki Okamura, S. Miyahara, T. Dohi (2010)

RAIRO - Operations Research

Long running software systems are known to experience an aging phenomenon called software aging, one in which the accumulation of errors during the execution of software leads to performance degradation and eventually results in failure. To counteract this phenomenon a proactive fault management approach, called software rejuvenation, is particularly useful. It essentially involves gracefully terminating an application or a system and restarting it in a clean internal state. In this paper, we...

Reformulations in Mathematical Programming: Definitions and Systematics

Leo Liberti (2009)

RAIRO - Operations Research

A reformulation of a mathematical program is a formulation which shares some properties with, but is in some sense better than, the original program. Reformulations are important with respect to the choice and efficiency of the solution algorithms; furthermore, it is desirable that reformulations can be carried out automatically. Reformulation techniques are widespread in mathematical programming but interestingly they have never been studied under a unified framework. This paper attempts to move...

Regions of stability for ill-posed convex programs

Sanjo Zlobec (1982)

Aplikace matematiky

Regions of stability are chunks of the space of parameters in which the optimal solution and the optimal value depend continuously on the data. In these regions the problem of solving an arbitrary convex program is a continuous process and Tihonov's regularization is possible. This paper introduces a new region we furnisch formulas for the marginal value. The importance of the regions of stability is demostrated on multicriteria decision making problems and in calculating the minimal index set...

Regions of stability for ill-posed convex programs: An addendum

Sanjo Zlobec (1986)

Aplikace matematiky

The marginal value formula in convex optimization holds in a more restrictive region of stability than that recently claimed in the literature. This is due to the fact that there are regions of stability where the Lagrangian multiplier function is discontinuous even for linear models.

Regularization in state space

G. Chavent, K. Kunisch (1993)

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

Regularization method for stochastic mathematical programs with complementarity constraints

Gui-Hua Lin, Masao Fukushima (2005)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We also show that such an accumulation point is S-stationary to the problem under additional assumptions.

Regularization method for stochastic mathematical programs with complementarity constraints

Gui-Hua Lin, Masao Fukushima (2010)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper, we consider a class of stochastic mathematical programs with equilibrium constraints (SMPECs) that has been discussed by Lin and Fukushima (2003). Based on a reformulation given therein, we propose a regularization method for solving the problems. We show that, under a weak condition, an accumulation point of the generated sequence is a feasible point of the original problem. We also show that such an accumulation point is S-stationary to the problem under additional assumptions....

Reliable computation and local mesh adaptivity in limit analysis

Sysala, Stanislav, Haslinger, Jaroslav, Repin, Sergey (2019)

Programs and Algorithms of Numerical Mathematics

The contribution is devoted to computations of the limit load for a perfectly plastic model with the von Mises yield criterion. The limit factor of a prescribed load is defined by a specific variational problem, the so-called limit analysis problem. This problem is solved in terms of deformation fields by a penalization, the finite element and the semismooth Newton methods. From the numerical solution, we derive a guaranteed upper bound of the limit factor. To achieve more accurate results, a local...

Representación finita de sistemas de infinitas inecuaciones.

Miguel Angel Goberna Torrent, Marco A. López Cerdá, Jesús T. Pastor Ciurana (1982)

Trabajos de Estadística e Investigación Operativa

Dado un Problema de Programación Semi-Infinita, si se puede obtener una representación finita del conjunto factible, pueden aplicarse para resolver el problema los métodos de programación con restricciones finitas.En la primera parte se caracterizan los sistemas lineales infinitos que pueden ser reducidos a un sistema finito equivalente, dándose además condiciones suficientes y métodos para efectuar tal reducción. En la segunda parte se establecen diferentes procedimientos de obtención de la representación...

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