Assignment problem with fuzzy estimates of effectiveness
Asymptotic analysis, existence and sensitivity results for a class of multivalued complementarity problems
In this work we study the multivalued complementarity problem on the non-negative orthant. This is carried out by describing the asymptotic behavior of the sequence of approximate solutions to its multivalued variational inequality formulation. By introducing new classes of multifunctions we provide several existence (possibly allowing unbounded solution set), stability as well as sensitivity results which extend and generalize most of the existing ones in the literature. We also present some kind...
Asymptotic analysis of the trajectories of the logarithmic barrier algorithm without constraint qualifications
In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinear program when the set Λ* of the Karush-Kuhn-Tucker multiplier vectors is empty owing to the fact that the constraint qualifications are not satisfied.
Asymptotic behavior of second-order dissipative evolution equations combining potential with non-potential effects
In the setting of a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution equations ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0, where ∇ϕ is the gradient operator of a convex differentiable potential function ϕ: ,A: is a maximal monotone operator which is assumed to beλ-cocoercive, and γ > 0 is a damping parameter. Potential and non-potential effects are associated respectively to ∇ϕ and A. Under condition...
Asymptotic behavior of second-order dissipative evolution equations combining potential with non-potential effects*
In the setting of a real Hilbert space , we investigate the asymptotic behavior, as time t goes to infinity, of trajectories of second-order evolution equations ü(t) + γ(t) + ∇ϕ(u(t)) + A(u(t)) = 0, where ∇ϕ is the gradient operator of a convex differentiable potential function ϕ : , A : is a maximal monotone operator which is assumed to be λ-cocoercive, and γ > 0 is a damping parameter. Potential and non-potential effects are associated respectively to ∇ϕ and A. Under condition...
Asymptotic convergence of the steepest descent method for the exponential penalty in linear programming.
Asymptotic differential approximation ratio : definitions, motivations and application to some combinatorial problems
Asymptotic differential approximation ratio: Definitions, motivations and application to some combinatorial problems
We first motivate and define a notion of asymptotic differential approximation ratio. For this, we introduce a new class of problems called radial problems including in particular the hereditary ones. Next, we validate the definition of the asymptotic differential approximation ratio by proving positive, conditional and negative approximation results for some combinatorial problems. We first derive a differential approximation analysis of a classical greedy algorithm for bin packing, the “first...
Asymptotic properties and optimization of some non-Markovian stochastic processes
We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Asymptotische Berührung -ter Ordnung konvexer Mengen
In der Arbeit geht es um die Charakteristik des allgemeinen Begriffs der asymptotischen Berührung von solchen abgeschlossenen, konvexen Mengen in , wo ihr Abstand gleich Null und ihr Durchschnitt leer ist. Es wird gezeigt, dass unter diesem Umstand man dem fraglichen Mengenpaar ein Tripel von natürlichen Zahlen (die Ordnung der Berührung, der Grad der Berührung und die Diemnsion des zugehörigen asymptotischen, linearen Raumes), welches eine Charakteristik dieser Berührung darstellt, eindeutig zuordnen...
Asymptotische Berührung von zwei konvexen Mengen in (bestimmter) Richtung
Augmented Lagrangian method for recourse problem of two-stage stochastic linear programming
In this paper, the augmented Lagrangian method is investigated for solving recourse problems and obtaining their normal solution in solving two-stage stochastic linear programming problems. The objective function of stochastic linear programming problem is piecewise linear and non-differentiable. Therefore, to use a smooth optimization methods, the objective function is approximated by a differentiable and piecewise quadratic function. Using quadratic approximation, it is required to obtain the...
Augmented Lagrangian methods for variational inequality problems
We introduce augmented Lagrangian methods for solving finite dimensional variational inequality problems whose feasible sets are defined by convex inequalities, generalizing the proximal augmented Lagrangian method for constrained optimization. At each iteration, primal variables are updated by solving an unconstrained variational inequality problem, and then dual variables are updated through a closed formula. A full convergence analysis is provided, allowing for inexact solution of the subproblems. ...
Automatic error localisation for categorical, continuous and integer data.
Data collected by statistical offices generally contain errors, which have to be corrected before reliable data can be published. This correction process is referred to as statistical data editing. At statistical offices, certain rules, so-called edits, are often used during the editing process to determine whether a record is consistent or not. Inconsistent records are considered to contain errors, while consistent records are considered error-free. In this article we focus on automatic error localisation...
Autour de nouvelles notions pour l’analyse des algorithmes d’approximation : de la structure de NPO à la structure des instances
Cet article est la suite de l’article «Autour de nouvelles notions pour l’analyse des algorithmes d’approximation : formalisme unifié et classes d’approximation» où nous avons présenté et discuté, dans le cadre d’un nouveau formalisme pour l’approximation polynomiale (algorithmique polynomiale à garanties de performances pour des problèmes NP-difficiles), des outils permettant d’évaluer, dans l’absolu, les proporiétés d’approximation de problèmes difficiles. Afin de répondre pleinement à l’objectif...
Autour de nouvelles notions pour l'analyse des algorithmes d'approximation : de la structure de NPO à la structure des instances
This paper is the continuation of the paper “Autour de nouvelles notions pour l'analyse des algorithmes d'approximation: Formalisme unifié et classes d'approximation” where a new formalism for polynomial approximation and its basic tools allowing an “absolute” (individual) evaluation the approximability properties of NP-hard problems have been presented and discussed. In order to be used for exhibiting a structure for the class NPO (the optimization problems of NP), these tools must be enriched...
Auxiliary principle technique for extended general variational inequalities.
Average cost Markov control processes with weighted norms: existence of canonical policies
This paper considers discrete-time Markov control processes on Borel spaces, with possibly unbounded costs, and the long run average cost (AC) criterion. Under appropriate hypotheses on weighted norms for the cost function and the transition law, the existence of solutions to the average cost optimality inequality and the average cost optimality equation are shown, which in turn yield the existence of AC-optimal and AC-canonical policies respectively.
Average cost Markov control processes with weighted norms: value iteration
This paper shows the convergence of the value iteration (or successive approximations) algorithm for average cost (AC) Markov control processes on Borel spaces, with possibly unbounded cost, under appropriate hypotheses on weighted norms for the cost function and the transition law. It is also shown that the aforementioned convergence implies strong forms of AC-optimality and the existence of forecast horizons.
Awareness, belief, and communication reaching consensus.