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Second-order optimality conditions for nondominated solutions of multiobjective programming with C 1 , 1 data

Liping Liu, Pekka Neittaanmäki, Michal Křížek (2000)

Applications of Mathematics

We examine new second-order necessary conditions and sufficient conditions which characterize nondominated solutions of a generalized constrained multiobjective programming problem. The vector-valued criterion function as well as constraint functions are supposed to be from the class C 1 , 1 . Second-order optimality conditions for local Pareto solutions are derived as a special case.

Second-order sufficient condition for ˜ -stable functions

Dušan Bednařík, Karel Pastor (2007)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

The aim of our article is to present a proof of the existence of local minimizer in the classical optimality problem without constraints under weaker assumptions in comparisons with common statements of the result. In addition we will provide rather elementary and self-contained proof of that result.

Second-order sufficient conditions for strong solutions to optimal control problems

J. Frédéric Bonnans, Xavier Dupuis, Laurent Pfeiffer (2014)

ESAIM: Control, Optimisation and Calculus of Variations

In this article, given a reference feasible trajectory of an optimal control problem, we say that the quadratic growth property for bounded strong solutions holds if the cost function of the problem has a quadratic growth over the set of feasible trajectories with a bounded control and with a state variable sufficiently close to the reference state variable. Our sufficient second-order optimality conditions in Pontryagin form ensure this property and ensure a fortiori that the reference trajectory...

Selected multicriteria shortest path problems: an analysis of complexity, models and adaptation of standard algorithms

Zbigniew Tarapata (2007)

International Journal of Applied Mathematics and Computer Science

The paper presents selected multicriteria (multiobjective) approaches to shortest path problems. A classification of multi-objective shortest path (MOSP) problems is given. Different models of MOSP problems are discussed in detail. Methods of solving the formulated optimization problems are presented. An analysis of the complexity of the presented methods and ways of adapting of classical algorithms for solving multiobjective shortest path problems are described. A comparison of the effectiveness...

Selection strategies in projection methods for convex minimization problems

Andrzej Cegielski, Robert Dylewski (2002)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We propose new projection method for nonsmooth convex minimization problems. We present some method of subgradient selection, which is based on the so called residual selection model and is a generalization of the so called obtuse cone model. We also present numerical results for some test problems and compare these results with some other convex nonsmooth minimization methods. The numerical results show that the presented selection strategies ensure long steps and lead to an essential acceleration...

Semidefinite characterisation of invariant measures for one-dimensional discrete dynamical systems

Didier Henrion (2012)

Kybernetika

Using recent results on measure theory and algebraic geometry, we show how semidefinite programming can be used to construct invariant measures of one-dimensional discrete dynamical systems (iterated maps on a real interval). In particular we show that both discrete measures (corresponding to finite cycles) and continuous measures (corresponding to chaotic behavior) can be recovered using standard software.

Semi-definite positive programming relaxations for graph K 𝐧 -coloring in frequency assignment

Philippe Meurdesoif, Benoît Rottembourg (2001)

RAIRO - Operations Research - Recherche Opérationnelle

In this paper we will describe a new class of coloring problems, arising from military frequency assignment, where we want to minimize the number of distinct n -uples of colors used to color a given set of n -complete-subgraphs of a graph. We will propose two relaxations based on Semi-Definite Programming models for graph and hypergraph coloring, to approximate those (generally) NP-hard problems, as well as a generalization of the works of Karger et al. for hypergraph coloring, to find good feasible...

Semi-Definite positive Programming Relaxations for Graph Kn-Coloring in Frequency Assignment

Philippe Meurdesoif, Benoît Rottembourg (2010)

RAIRO - Operations Research

In this paper we will describe a new class of coloring problems, arising from military frequency assignment, where we want to minimize the number of distinct n-uples of colors used to color a given set of n-complete-subgraphs of a graph. We will propose two relaxations based on Semi-Definite Programming models for graph and hypergraph coloring, to approximate those (generally) NP-hard problems, as well as a generalization of the works of Karger et al. for hypergraph coloring, to find good feasible...

Semidefinite Programming Based Algorithms for the Sparsest Cut Problem

Luis A.A. Meira, Flávio K. Miyazawa (2011)

RAIRO - Operations Research

In this paper we analyze a known relaxation for the Sparsest Cut problem based on positive semidefinite constraints, and we present a branch and bound algorithm and heuristics based on this relaxation. The relaxed formulation and the algorithms were tested on small and moderate sized instances. It leads to values very close to the optimum solution values. The exact algorithm could obtain solutions for small and moderate sized instances, and the best heuristics obtained optimum or near optimum...

Semidefinite Programming Based Algorithms for the Sparsest Cut Problem

Luis A.A. Meira, Flávio K. Miyazawa (2011)

RAIRO - Operations Research

In this paper we analyze a known relaxation for the Sparsest Cut problem based on positive semidefinite constraints, and we present a branch and bound algorithm and heuristics based on this relaxation. The relaxed formulation and the algorithms were tested on small and moderate sized instances. It leads to values very close to the optimum solution values. The exact algorithm could obtain solutions for small and moderate sized instances, and the best heuristics obtained optimum or near optimum...

Semi-Markov control models with average costs

Fernando Luque-Vásquez, Onésimo Hernández-Lerma (1999)

Applicationes Mathematicae

This paper studies semi-Markov control models with Borel state and control spaces, and unbounded cost functions, under the average cost criterion. Conditions are given for (i) the existence of a solution to the average cost optimality equation, and for (ii) the existence of strong optimal control policies. These conditions are illustrated with a semi-Markov replacement model.

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