A modified algorithm for the strict feasibility problem
In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
In this note, we present a slight modification of an algorithm for the strict feasibility problem. This modification reduces the number of iterations.
Our aim is to adapt Fletcher's filter approach to solve optimal control problems for systems described by nonlinear Partial Differential Equations (PDEs) with state constraints. To this end, we propose a number of modifications of the filter approach, which are well suited for our purposes. Then, we discuss possible ways of cooperation between the filter method and a PDE solver, and one of them is selected and tested.
A modification of the limited-memory variable metric BNS method for large scale unconstrained optimization of the differentiable function is considered, which consists in corrections (based on the idea of conjugate directions) of difference vectors for better satisfaction of the previous quasi-Newton conditions. In comparison with [11], more previous iterations can be utilized here. For quadratic objective functions, the improvement of convergence is the best one in some sense, all stored corrected...
We propose a modified standard embedding for solving the linear complementarity problem (LCP). This embedding is a special one-parametric optimization problem . Under the conditions (A3) (the Mangasarian–Fromovitz Constraint Qualification is satisfied for the feasible set depending on the parameter ), (A4) ( is Jongen–Jonker– Twilt regular) and two technical assumptions, (A1) and (A2), there exists a path in the set of stationary points connecting the chosen starting point for with a certain...
The rising car usage deriving from growth in jobs and residential population causes air pollution, energy waste and consumption of people’s time. Public transport cannot be the only answer to this increasing transport demand. Carpooling, which is based on the idea that sets of car owners pick up colleagues while driving to or from the workplace, has emerged to be a viable possibility for reducing private car usage in congested areas. Its actual practice requires a suitable information system support...
Predictive control of MIMO processes is a challenging problem which requires the specification of a large number of tuning parameters (the prediction horizon, the control horizon and the cost weighting factor). In this context, the present paper compares two strategies to design a supervisor of the Multivariable Generalized Predictive Controller (MGPC), based on multiobjective optimization. Thus, the purpose of this work is the automatic adjustment of the MGPC synthesis by simultaneously minimizing...
Necessary and sufficient conditions for a discrete-time system to be stabilizable via static output feedback are established. The conditions include a Riccati equation. An iterative as well as non-iterative LMI based algorithm with guaranteed cost for the computation of output stabilizing feedback gains is proposed and introduces the novel LMI approach to compute the stabilizing output feedback gain matrix. The results provide the discrete- time counterpart to the results by Kučera and De Souza.
In this paper, a necessity measure optimization model of linear programming problems with fuzzy oblique vectors is discussed. It is shown that the problems are reduced to linear fractional programming problems. Utilizing a special structure of the reduced problem, we propose a solution algorithm based on Bender’s decomposition. A numerical example is given.
Fixed charge transportation problem (FCTP) is a supply chain problem. In this problem, in addition to the cost per unit for each transported product, a fixed cost is also required. The aim is to carry out the transportation process at the lowest possible cost. As with all supply chain problems, this problem may have one, two, or three stages. An algorithm that can find the optimal solution for the problem in polynomial time is not known, even if it is a single-stage problem. For this reason, new...
We introduce a new barrier function to solve a class of Semidefinite Optimization Problems (SOP) with bounded variables. That class is motivated by some (SOP) as the minimization of the sum of the first few eigenvalues of symmetric matrices and graph partitioning problems. We study the primal-dual central path defined by the new barrier and we show that this path is analytic, bounded and that all cluster points are optimal solutions of the primal-dual pair of problems. Then, using some ideas from semi-analytic...