On Fenchel dual schemes in convex optimal control problems
In this paper, we show how optimization methods can be used efficiently to determine the parameters of an oscillatory model of handwriting. Because these methods have to be used in real-time applications, this involves that the optimization problems must be rapidely solved. Hence, we developed an original heuristic algorithm, named FHA. This code was validated by comparing it (accuracy/CPU-times) with a multistart method based on Trust Region Reflective algorithm.
In practice, input data entering a state problem are almost always uncertain to some extent. Thus it is natural to consider a set of admissible input data instead of a fixed and unique input. The worst scenario method takes into account all states generated by and maximizes a functional criterion reflecting a particular feature of the state solution, as local stress, displacement, or temperature, for instance. An increase in the criterion value indicates a deterioration in the featured quantity....
A well-known theorem of Rabin yields a dimensional lower bound on the width of complete polynomial proofs of a system of linear algebraic inequalities. In this note we investigate a practically motivated class of systems where the same lower bound can be obtained on the width of almost all (noncomplete) linear proofs. The proof of our result is based on the Helly Theorem.
Henrici’s transformation is a generalization of Aitken’s -process to the vector case. It has been used for accelerating vector sequences. We use a modified version of Henrici’s transformation for solving some unconstrained nonlinear optimization problems. A convergence acceleration result is established and numerical examples are given.
Given the directed graph G1 = (N, A1) with a node origin and a penalty matrix C, the ATSP with fixed origin and precedence relationships (hereafter, ASTP-PR) consists of finding the permutation of the nodes from the set N, such that it minimizes a matrix C based function and does not violate the precedence relationships given by the set A1. In this work we present an algorithm for improving a given feasible solution to the problem, by performing a local search that uses 3- and 4-change based procedures....