Composite semi-infinite optimization
Compression of satellite data.
In this paper, we present the simple and double compression algorithms with an error control for compressing satellite data corresponding to several revolutions. The compressions are performed by means of approximations in the norm L∞ by finite series of Chebyshev polynomials, with their known properties of fast evaluation, uniform distribution of the error, and validity over large intervals of time. By using the error control here introduced, the number of terms of the series is given automatically...
Computation of the distance to semi-algebraic sets
Computation of the distance to semi-algebraic sets
This paper is devoted to the computation of distance to set, called S, defined by polynomial equations. First we consider the case of quadratic systems. Then, application of results stated for quadratic systems to the quadratic equivalent of polynomial systems (see [5]), allows us to compute distance to semi-algebraic sets. Problem of computing distance can be viewed as non convex minimization problem: , where u is in . To have, at least, lower approximation of distance, we consider the dual...
Computational aspects of DYNAMICO : a model of trade and development in the world economy
Computational comparison of two methods for finding the shortest complete cycle or circuit in a graph
Computational complexity of integrated models of network design and facility location.
Computational experience with improved conjugate gradient methods for unconstrained minimization
Computational experience with improved variable metric methods for unconstrained minimization
Computational experiments with some approximation algorithms for the travelling salesman problem
Computer Network Design Problems
Computing and proving with pivots
A simple idea used in many combinatorial algorithms is the idea of pivoting. Originally, it comes from the method proposed by Gauss in the 19th century for solving systems of linear equations. This method had been extended in 1947 by Dantzig for the famous simplex algorithm used for solving linear programs. From since, a pivoting algorithm is a method exploring subsets of a ground set and going from one subset σ to a new one σ′ by deleting an element inside σ and adding an element outside σ: σ′ = σv} ∪ {u},...
Computing Circular Separability.
Computing minimum norm solution of a specific constrained convex nonlinear problem
The characterization of the solution set of a convex constrained problem is a well-known attempt. In this paper, we focus on the minimum norm solution of a specific constrained convex nonlinear problem and reformulate this problem as an unconstrained minimization problem by using the alternative theorem.The objective function of this problem is piecewise quadratic, convex, and once differentiable. To minimize this function, we will provide a new Newton-type method with global convergence properties....
Computing Strong Metric Dimension of some Special Classes of Graphs by Genetic Algorithms
Computing the domination number of grid graphs.
Computing the greatest -eigenvector of a matrix in max-min algebra
A vector is said to be an eigenvector of a square max-min matrix if . An eigenvector of is called the greatest -eigenvector of if and for each eigenvector . A max-min matrix is called strongly -robust if the orbit reaches the greatest -eigenvector with any starting vector of . We suggest an algorithm for computing the greatest -eigenvector of and study the strong -robustness. The necessary and sufficient conditions for strong -robustness are introduced and an efficient...
Computing the Stackelberg/Nash equilibria using the extraproximal method: Convergence analysis and implementation details for Markov chains games
In this paper we present the extraproximal method for computing the Stackelberg/Nash equilibria in a class of ergodic controlled finite Markov chains games. We exemplify the original game formulation in terms of coupled nonlinear programming problems implementing the Lagrange principle. In addition, Tikhonov's regularization method is employed to ensure the convergence of the cost-functions to a Stackelberg/Nash equilibrium point. Then, we transform the problem into a system of equations in the...
Concerning dual systems of linear relations (I)
Condiciones necesarias de optimalidad en programación semi-infinita lineal: cualificaciones de restricciones y propiedades del conjunto posible.
En este trabajo se establece una caracterización de las soluciones óptimas para el problema continuo de Programación Semi-Infinita Lineal, donde el conjunto de índices es un compacto de Rp. Para la demostración de la condición necesaria de optimalidad se ha utilizado una extensión de la cualificación de restricciones de Mangasarian-Fromovitz. Hemos probado que dicha cualificación es imprescindible para asegurar que no hay desigualdades inestables en el conjunto posible y para que existan puntos...