An Interactive Algorithm for Large Scale Multiple Objective Programming Problems With Fuzzy Parameters Through Topsis Approach
An interactive fuzzy satisficing method for multiobjective nonlinear integer programming problems with block-angular structures through genetic algorithms with decomposition procedures.
An interior point algorithm for convex quadratic programming with strict equilibrium constraints
We describe an interior point algorithm for convex quadratic problem with a strict complementarity constraints. We show that under some assumptions the approach requires a total of number of iterations, where is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton’s method.
An interior point algorithm for convex quadratic programming with strict equilibrium constraints
We describe an interior point algorithm for convex quadratic problem with a strict complementarity constraints. We show that under some assumptions the approach requires a total of number of iterations, where L is the input size of the problem. The algorithm generates a sequence of problems, each of which is approximately solved by Newton's method.
An interior-point algorithm for semidefinite least-squares problems
We propose a feasible primal-dual path-following interior-point algorithm for semidefinite least squares problems (SDLS). At each iteration, the algorithm uses only full Nesterov-Todd steps with the advantage that no line search is required. Under new appropriate choices of the parameter which defines the size of the neighborhood of the central-path and of the parameter which determines the rate of decrease of the barrier parameter, we show that the proposed algorithm is well defined and converges...
An Interval Arithmetic Algorithm for Multivariate Constrained Global Optimization Using Cord-Slope Forms of Taylor's Expansion
An iterative algorithm for computing the cycle mean of a Toeplitz matrix in special form
The paper presents an iterative algorithm for computing the maximum cycle mean (or eigenvalue) of triangular Toeplitz matrix in max-plus algebra. The problem is solved by an iterative algorithm which is applied to special cycles. These cycles of triangular Toeplitz matrices are characterized by sub-partitions of .
An iterative algorithm of solution for quadratic minimization problem in Hilbert spaces.
An optimal algorithm with Barzilai-Borwein steplength and superrelaxation for QPQC problem
We propose a modification of MPGP algorithm for solving minimizing problem of strictly convex quadratic function subject to separable spherical constraints. This active set based algorithm explores the faces by the conjugate gradients and changes the active sets and active variables by the gradient projection with the Barzilai-Borwein steplength. We show how to use the algorithm for the solution of separable and equality constraints. The power of our modification is demonstrated on the solution...
An optimality system for finite average Markov decision chains under risk-aversion
This work concerns controlled Markov chains with finite state space and compact action sets. The decision maker is risk-averse with constant risk-sensitivity, and the performance of a control policy is measured by the long-run average cost criterion. Under standard continuity-compactness conditions, it is shown that the (possibly non-constant) optimal value function is characterized by a system of optimality equations which allows to obtain an optimal stationary policy. Also, it is shown that the...
An Optimization Procedure for Water Reservoir Planning
An Optimization Procedure for Water Reservoirs in Cascade
An optimized soft computing-based passage retrieval system
An overview of semi-infinite programming theory and related topics through a generalization of the alternative theorems.
We propose new alternative theorems for convex infinite systems which constitute the generalization of the corresponding to Gale, Farkas, Gordan and Motzkin. By means of these powerful results we establish new approaches to the Theory of Infinite Linear Inequality Systems, Perfect Duality, Semi-infinite Games and Optimality Theory for non-differentiable convex Semi-Infinite Programming Problem.
An Overview on Polynomial Approximation of NP-Hard Problems
An SMDP model for a multiclass multi-server queueing control problem considering conversion times
We address a queueing control problem considering service times and conversion times following normal distributions. We formulate the multi-server queueing control problem by constructing a semi-Markov decision process (SMDP) model. The mechanism of state transitions is developed through mathematical derivation of the transition probabilities and transition times. We also study the property of the queueing control system and show that optimizing the objective function of the addressed queueing control...
An SQP method for mathematical programs with complementarity constraints with strong convergence properties
We propose an SQP algorithm for mathematical programs with complementarity constraints which solves at each iteration a quadratic program with linear complementarity constraints. We demonstrate how strongly M-stationary solutions of this quadratic program can be obtained by an active set method without using enumeration techniques. We show that all limit points of the sequence of iterates generated by our SQP method are at least M-stationary.
An SQP trust region method for solving the discrete-time linear quadratic control problem
In this paper, a sequential quadratic programming method combined with a trust region globalization strategy is analyzed and studied for solving a certain nonlinear constrained optimization problem with matrix variables. The optimization problem is derived from the infinite-horizon linear quadratic control problem for discrete-time systems when a complete set of state variables is not available. Moreover, a parametrization approach is introduced that does not require starting a feasible solution...
An unbounded Berge's minimum theorem with applications to discounted Markov decision processes
This paper deals with a certain class of unbounded optimization problems. The optimization problems taken into account depend on a parameter. Firstly, there are established conditions which permit to guarantee the continuity with respect to the parameter of the minimum of the optimization problems under consideration, and the upper semicontinuity of the multifunction which applies each parameter into its set of minimizers. Besides, with the additional condition of uniqueness of the minimizer, its...
An unconstrained optimization technique for nonsmooth nonlinear complementarity problems.