An exponential martingale equation.
A bound for the greedy heuristic applied to the K-facility location problem can be calculated, using values gathered during the calculation of the heuristic. The bound strengthens a well-known bound for the heuristic. Computational experiments show that this bound can be beneficial when the number of facilities is small or close to the total number of potential sites. In addition, it is consistent with previous results about the influence of the data characteristics upon the optimal value.
The article presents an extension of the theory of standard Markov decision processes on discrete spaces and with the average cost as the objective function which permits to take into account a fuzzy average cost of a trapezoidal type. In this context, the fuzzy optimal control problem is considered with respect to two cases: the max-order of the fuzzy numbers and the average ranking order of the trapezoidal fuzzy numbers. Each of these cases extends the standard optimal control problem, and for...
In this paper, we introduce a new iterative process for finding the common element of the set of fixed points of a nonexpansive mapping and the set of solutions of the variational inequality problem for an α-inverse-strongly-monotone, by combining an modified extragradient scheme with the viscosity approximation method. We prove a strong convergence theorem for the sequences generated by this new iterative process.
This paper considers the problem of robust reconstruction of simultaneous actuator and sensor faults for a class of uncertain Takagi-Sugeno nonlinear systems with unmeasurable premise variables. The proposed fault reconstruction and estimation design method with H∞ performance is used to reconstruct both actuator and sensor faults when the latter are transformed into pseudo-actuator faults by introducing a simple filter. The main contribution is to develop a sliding mode observer (SMO) with two...
A game is considered where the communication network of the first player is explicitly modelled. The second player may induce delays in this network, while the first player may counteract such actions. Costs are modelled through expectations over idempotent probability measures. The idempotent probabilities are conditioned by observational data, the arrival of which may have been delayed along the communication network. This induces a game where the state space consists of the network delays. Even...
A new biorthogonalization algorithm is defined which does not depend on the step-size used. The algorithm is suggested so as to minimize the total error after steps if imperfect steps are used. The majority of conjugate gradient algorithms are sensitive to the exactness of the line searches and this phenomenon may destroy the global efficiency of these algorithms.
Many real-world scheduling problems can be modeled as Multi-mode Resource Constrained Project Scheduling Problems (MRCPSP). However, the MRCPSP is a strong NP-hard problem and very difficult to be solved. The purpose of this research is to investigate a more efficient alternative based on ant algorithm to solve MRCPSP. To enhance the generality along with efficiency of the algorithm, the rule pool is designed to manage numerous priority rules for MRCPSP. Each ant is provided with an independent...
Trust region methods are a class of effective iterative schemes in numerical optimization. In this paper, a new improved nonmonotone adaptive trust region method for solving unconstrained optimization problems is proposed. We construct an approximate model where the approximation to Hessian matrix is updated by the scaled memoryless BFGS update formula, and incorporate a nonmonotone technique with the new proposed adaptive trust region radius. The new ratio to adjusting the next trust region radius...
In this paper an infinite horizon predictive control algorithm, for which closed loop stability is guaranteed, is developed in the framework of multivariable linear input-output models. The original infinite dimensional optimisation problem is transformed into a finite dimensional one with a penalty term. In the unconstrained case the stabilising control law, using a numerically reliable SVD decomposition, is derived as an analytical formula, calculated off-line. Considering constraints needs solving...
In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on the characteristics method. The resulting time independent control problems are formulated as function space optimization problems with complementarity constraints. At each time step, the existence of an optimal solution is proved and first-order optimality conditions...