Existence of solutions and star-shapedness in generalized Minty variational inequalities in Banach spaces.
Existence of solutions of minimization problems with an increasing cost function and porosity.
Existence of solutions to weak nonlinear bilevel problems via MinSup and d.c. problems
In this paper, which is an extension of [4], we first show the existence of solutions to a class of Min Sup problems with linked constraints, which satisfy a certain property. Then, we apply our result to a class of weak nonlinear bilevel problems. Furthermore, for such a class of bilevel problems, we give a relationship with appropriate d.c. problems concerning the existence of solutions.
Existence results for quasi variational inequalities.
Existence theorems for the implicit complementarity problem.
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
Expériences with Stochastic Algorithms fir a class of Constrained Global Optimisation Problems
The solution of a variety of classes of global optimisation problems is required in the implementation of a framework for sensitivity analysis in multicriteria decision analysis. These problems have linear constraints, some of which have a particular structure, and a variety of objective functions, which may be smooth or non-smooth. The context in which they arise implies a need for a single, robust solution method. The literature contains few experimental results relevant to such a need. We...
Experiences with stochastic algorithms for a class of constrained global optimisation problems
Experimental evaluation of a multiobjective linear programming software
Experiments with variants of ant algorithms.
A number of extensions of Ant System, the first ant colony optimization (ACO) algorithm, were proposed in the literature. These extensions typically achieve much improved computational results when compared to the original Ant System. However, many design choices of Ant System are left untouched including the fact that solutions are constructed, that real-numbers are used to simulate pheromone trails, and that explicit pheromone evaporation is used. In this article we experimentally investigate...
Explicit polyhedral approximation of the Euclidean ball
We discuss the problem of computing points of IRn whose convex hull contains the Euclidean ball, and is contained in a small multiple of it. Given a polytope containing the Euclidean ball, we introduce its successor obtained by intersection with all tangent spaces to the Euclidean ball, whose normals point towards the vertices of the polytope. Starting from the L∞ ball, we discuss the computation of the two first successors, and give a complete analysis in the case when n=6.
Extended blocker, deletion, and contraction maps on antichains.
Extended VIKOR as a new method for solving Multiple Objective Large-Scale Nonlinear Programming problems
The VIKOR method was introduced as a Multi-Attribute Decision Making (MADM) method to solve discrete decision-making problems with incommensurable and conflicting criteria. This method focuses on ranking and selecting from a set of alternatives based on the particular measure of “closeness” to the “ideal” solution. The multi-criteria measure for compromise ranking is developed from the l–p metric used as an aggregating function in a compromise programming method. In this paper, the VIKOR method...
Extensão do método de Lemke para a resolução do problema linear complementar com limites superiores
Extension de la méthode Procuste à la comparaison de nuages de points situés dans des espaces de dimensions différentes
Extension of reverse elimination method through a dynamic management of the tabu list
The Reverse Elimination Method (REM) is a dynamic strategy for managing the tabu list. It is based on logical interdependencies between the solutions encountered during recent iterations of the search. REM provides both a necessary and sufficient condition to prevent cycling. The purpose of this paper is first to incorporate in REM a chronological order rule when cycling is unavoidable, thereby assuring the finite convergence of Tabu Search. Secondly, we correct a generalization of REM, the so-called...
Extension of Reverse Elimination Method Through a Dynamic Management of the Tabu List
The Reverse Elimination Method (REM) is a dynamic strategy for managing the tabu list. It is based on logical interdependencies between the solutions encountered during recent iterations of the search. REM provides both a necessary and sufficient condition to prevent cycling. The purpose of this paper is first to incorporate in REM a chronological order rule when cycling is unavoidable, thereby assuring the finite convergence of Tabu Search. Secondly, we correct a generalization of REM, the so-called...
Extension principle and fuzzy-mathematical programming
Extensions of convex functionals on convex cones
We prove that under some topological assumptions (e.g. if M has nonempty interior in X), a convex cone M in a linear topological space X is a linear subspace if and only if each convex functional on M has a convex extension on the whole space X.
Extensions of cyclically monotone mappings