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On localizing global Pareto solutions in a given convex set

Agnieszka Drwalewska, Lesław Gajek (1999)

Applicationes Mathematicae

Sufficient conditions are given for the global Pareto solution of the multicriterial optimization problem to be in a given convex subset of the domain. In the case of maximizing real valued-functions, the conditions are sufficient and necessary without any convexity type assumptions imposed on the function. In the case of linearly scalarized vector-valued functions the conditions are sufficient and necessary provided that both the function is concave and the scalarization is increasing with respect...

On lower Lipschitz continuity of minimal points

Ewa M. Bednarczuk (2000)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

In this paper we investigate the lower Lipschitz continuity of minimal points of an arbitrary set A depending upon a parameter u . Our results are formulated with the help of the modulus of minimality. The crucial requirement which allows us to derive sufficient conditions for lower Lipschitz continuity of minimal points is that the modulus of minimality is at least linear. The obtained results can be directly applied to stability analysis of vector optimization problems.

On M -stationary points for a stochastic equilibrium problem under equilibrium constraints in electricity spot market modeling

René Henrion, Werner Römisch (2007)

Applications of Mathematics

Modeling several competitive leaders and followers acting in an electricity market leads to coupled systems of mathematical programs with equilibrium constraints, called equilibrium problems with equilibrium constraints (EPECs). We consider a simplified model for competition in electricity markets under uncertainty of demand in an electricity network as a (stochastic) multi-leader-follower game. First order necessary conditions are developed for the corresponding stochastic EPEC based on a result...

On minimizing total tardiness in a serial batching problem

Philippe Baptiste, Antoine Jouglet (2001)

RAIRO - Operations Research - Recherche Opérationnelle

We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time s occurs. This problem 1 | s-batch | T i is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.

On Minimizing Total Tardiness in a Serial Batching Problem

Philippe Baptiste, Antoine Jouglet (2010)

RAIRO - Operations Research

We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time s occurs. This problem 1|s-batch | ∑Ti is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.

On modelling planning under uncertainty in manufacturing.

A. Alonso-Ayuso, L. F. Escudero, M.T. Ortuño (2007)

SORT

We present a modelling framework for two-stage and multi-stage mixed 0-1 problems under uncertainty for strategic Supply Chain Management, tactical production planning and operations assignment and scheduling. A scenario tree based scheme is used to represent the uncertainty. We present the Deterministic Equivalent Model of the stochastic mixed 0-1 programs with complete recourse that we study. The constraints are modelled by compact and splitting variable representations via scenarios.

On multipoint constraints in FETI methods

Pavla Hrušková, Zdeněk Dostál, Oldřich Vlach, Petr Vodstrčil (2025)

Applications of Mathematics

FETI (finite element tearing and interconnecting) based domain decomposition methods are well-established massively parallel methods for solving huge linear systems arising from discretizing partial differential equations. The first steps of FETI decompose the domain into nonoverlapping subdomains, discretize the subdomains using matching grids, and interconnect the adjacent variables by multipoint constraints. However, the multipoint constraints enforcing identification of the corners' variables...

On necessary optimality conditions in a class of optimization problems

Jiří V. Outrata (1989)

Aplikace matematiky

In the paper necessary optimality conditions are derived for the minimization of a locally Lipschitz objective with respect to the consttraints x S , 0 F ( x ) , where S is a closed set and F is a set-valued map. No convexity requirements are imposed on F . The conditions are applied to a generalized mathematical programming problem and to an abstract finite-dimensional optimal control problem.

On Newton's polygons, Gröbner bases and series expansions of perturbed polynomial programs

Konstantin Avrachenkov, Vladimir Ejov, Jerzy A. Filar (2006)

Banach Center Publications

In this note we consider a perturbed mathematical programming problem where both the objective and the constraint functions are polynomial in all underlying decision variables and in the perturbation parameter ε. Recently, the theory of Gröbner bases was used to show that solutions of the system of first order optimality conditions can be represented as Puiseux series in ε in a neighbourhood of ε = 0. In this paper we show that the determination of the branching order and the order of the pole (if...

On optimizing a maximin nonlinear function subject to replicated quasi-arborescence-like constraints.

Laureano F. Escudero (1985)

Trabajos de Estadística e Investigación Operativa

In this paper we present the motivation for using the Truncated Newton method in an algorithm that maximises a non-linear function with additional maximin-like arguments subject to a network-like linear system of constraints. The special structure of the network (so-termed replicated quasi-arborescence) allows to introduce the new concept of independent superbasic sets and, then, using second-order information about the objective function without too much computer effort and storage.

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