Analyses of the Solution to a Linear Fractional Functionals Programming .
The traveling salesman problem (TSP) is one of the most fundamental optimization problems. We consider the β-metric traveling salesman problem (Δβ-TSP), i.e., the TSP restricted to graphs satisfying the β-triangle inequality c({v,w}) ≤ β(c({v,u}) + c({u,w})), for some cost function c and any three vertices u,v,w. The well-known path matching Christofides algorithm (PMCA) guarantees an approximation ratio of 3β2/2 and is the best known algorithm for the Δβ-TSP, for 1 ≤ β ≤ 2. We provide a complete...
The smoothing-type algorithm is a powerful tool for solving the second-order cone programming (SOCP), which is in general designed based on a monotone line search. In this paper, we propose a smoothing-type algorithm for solving the SOCP with a non-monotone line search. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. The preliminary numerical results are also reported which indicate...
First results concerning important theoretical properties of the dual ISOPE (Integrated System Optimization and Parameter Estimation) algorithm are presented. The algorithm applies to on-line set-point optimization in control structures with uncertainty in process models and disturbance estimates, as well as to difficult nonlinear constrained optimization problems. Properties of the conditioned (dualized) set of problem constraints are investigated, showing its structure and feasibility properties...
We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order to justify using M-stationarity conditions. Third,...
We consider an equilibrium problem with equilibrium constraints (EPEC) arising from the modeling of competition in an electricity spot market (under ISO regulation). For a characterization of equilibrium solutions, so-called M-stationarity conditions are derived. This first requires a structural analysis of the problem, e.g., verifying constraint qualifications. Second, the calmness property of a certain multifunction has to be verified in order...
In this contribution, we will study the influence of the three main components of Best-Worst Ant System: the best-worst pheromone trail update rule, the pheromone trail mutation and the restart. Both the importance of each of them and the fact whether all of them are necessary will be analyzed. The performance of different variants of this algorithm will be tested when solving different instances of the TSP.
In this paper we give a new set of verifiable conditions for the existence of average optimal stationary policies in discrete-time Markov decision processes with Borel spaces and unbounded reward/cost functions. More precisely, we provide another set of conditions, which only consists of a Lyapunov-type condition and the common continuity-compactness conditions. These conditions are imposed on the primitive data of the model of Markov decision processes and thus easy to verify. We also give two...
This work introduces ANB (bf Ant Algorithm for bf Non-bf Bifurcated Flows), a novel approach to capacitated static optimization of flows in connection-oriented computer networks. The problem considered arises naturally from several optimization problems that have recently received significant attention. The proposed ANB is an ant algorithm motivated by recent works on the application of the ant algorithm to solving various problems related to computer networks. However, few works concern the use...
Ant Colony Optimization (ACO) is a metaheuristic that is inspired by the shortest path searching behavior of various ant species [1,2]. The initial work of Dorigo, Maniezzo and Colorni [3,4] who proposed the first ACO algorithm called Ant System, has stimulated a still strongly increasing number of researchers to develop more sophisticated and better performing ACO algorithms that are used to successfully solve a large number of hard combinatorial optimization problems such as the traveling salesman...