Non-planar network with edges subject to failure and enumeration of proper cuts
Nonserial dynamic programming for optimal register assignment
Nonsmooth analysis and optimization on partially ordered vector spaces.
Nonsmooth equations approach to a constrained minimax problem
An equivalent model of nonsmooth equations for a constrained minimax problem is derived by using a KKT optimality condition. The Newton method is applied to solving this system of nonsmooth equations. To perform the Newton method, the computation of an element of the -differential for the corresponding function is developed.
Nonsmooth Problems of Calculus of Variations via Codifferentiation
In this paper multidimensional nonsmooth, nonconvex problems of the calculus of variations with codifferentiable integrand are studied. Special classes of codifferentiable functions, that play an important role in the calculus of variations, are introduced and studied. The codifferentiability of the main functional of the calculus of variations is derived. Necessary conditions for the extremum of a codifferentiable function on a closed convex set and its applications to the nonsmooth problems of...
Non-terminating stochastic ratio game
Note on stability estimation in average Markov control processes
We study the stability of average optimal control of general discrete-time Markov processes. Under certain ergodicity and Lipschitz conditions the stability index is bounded by a constant times the Prokhorov distance between distributions of random vectors determinating the “original and the perturbated” control processes.
Note on the paper: interior proximal method for variational inequalities on non-polyhedral sets
In this paper we clarify that the interior proximal method developed in [6] (vol. 27 of this journal) for solving variational inequalities with monotone operators converges under essentially weaker conditions concerning the functions describing the "feasible" set as well as the operator of the variational inequality.
Note sur la convergence de méthodes de directions conjuguées
Note sur les -matrices d’Edmonds
Note sur une application de la classification hiérarchique à la coloration des graphes
Notes on free lunch in the limit and pricing by conjugate duality theory
King and Korf [KingKorf01] introduced, in the framework of a discrete- time dynamic market model on a general probability space, a new concept of arbitrage called free lunch in the limit which is slightly weaker than the common free lunch. The definition was motivated by the attempt at proposing the pricing theory based on the theory of conjugate duality in optimization. We show that this concept of arbitrage fails to have a basic property of other common concepts used in pricing theory – it depends...
Notwendige und hinreichende Bedingungen für (strenge) Konvexität, Pseudokonvexität und (strenge) Quasikonvexität einer quadratischen Funktion bezüglich einer konvexen Menge
NP-Hard Problems and Test Problems For Global Concave Minimization Methods
Numerical behavior of the method of projection onto an acute cone with level control in convex minimization
We present the numerical behavior of a projection method for convex minimization problems which was studied by Cegielski [1]. The method is a modification of the Polyak subgradient projection method [6] and of variable target value subgradient method of Kim, Ahn and Cho [2]. In each iteration of the method an obtuse cone is constructed. The obtuse cone is generated by a linearly independent system of subgradients. The next approximation of a solution is the projection onto a translated acute cone...
Numerical calculation of singularities for Ginzburg-Landau functionals.
Numerical considerations of a hybrid proximal projection algorithm for solving variational inequalities
In this paper, some ideas for the numerical realization of the hybrid proximal projection algorithm from Solodov and Svaiter [22] are presented. An example is given which shows that this hybrid algorithm does not generate a Fejér-monotone sequence. Further, a strategy is suggested for the computation of inexact solutions of the auxiliary problems with a certain tolerance. For that purpose, ε-subdifferentials of the auxiliary functions and the bundle trust region method from Schramm and Zowe [20]...
Numerical modelling of semi-coercive beam problem with unilateral elastic subsoil of Winkler's type
A non-linear semi-coercive beam problem is solved in this article. Suitable numerical methods are presented and their uniform convergence properties with respect to the finite element discretization parameter are proved here. The methods are based on the minimization of the total energy functional, where the descent directions of the functional are searched by solving the linear problems with a beam on bilateral elastic ``springs''. The influence of external loads on the convergence properties is...
Numerical solution of some classes of complementarity and variational problems via dualization
Numerical Solution of the Transonic Equation by the Finite Element Method via Optimal Control