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Identification of optimal policies in Markov decision processes

Karel Sladký (2010)

Kybernetika

In this note we focus attention on identifying optimal policies and on elimination suboptimal policies minimizing optimality criteria in discrete-time Markov decision processes with finite state space and compact action set. We present unified approach to value iteration algorithms that enables to generate lower and upper bounds on optimal values, as well as on the current policy. Using the modified value iterations it is possible to eliminate suboptimal actions and to identify an optimal policy...

Implementación de un algoritmo primal-dual de orden superior mediante el uso de un método predictor-corrector para programación lineal.

Jordi Castro (1998)

Qüestiió

Se presenta una implementación de un algoritmo primal-dual de punto interior para la solución de problemas lineales. El algoritmo difiere de otros ya existentes (como el implementado en el sistema LoQo) en el hecho de que soluciona las denominadas "ecuaciones normales en forma primal" (LoQo soluciona el denominado "sistema aumentado") y en que realiza una clara distinción entre variables acotadas superior e inferiormente, y aquéllas sólo acotadas inferiormente. La eficiencia de la implementación...

Implicit constitutive solution scheme for Mohr-Coulomb plasticity

Sysala, Stanislav, Čermák, Martin (2017)

Programs and Algorithms of Numerical Mathematics

This contribution summarizes an implicit constitutive solution scheme of the elastoplastic problem containing the Mohr-Coulomb yield criterion, a nonassociative flow rule, and a nonlinear isotropic hardening. The presented scheme builds upon the subdifferential formulation of the flow rule leading to several improvements. Mainly, it is possible to detect a position of the unknown stress tensor on the Mohr-Coulomb pyramid without blind guesswork. Further, a simplified construction of the consistent...

Improved approximation of the general soft-capacitated facility location problem

Laurent Alfandari (2007)

RAIRO - Operations Research

The soft-capacitated facility location problem, where each facility is composed of a variable number of fixed-capacity production units, has been recently studied in several papers, especially in the metric case. In this paper, we only consider the general problem where connection costs do not systematically satisfy the triangle inequality property. We show that an adaptation of the set covering greedy heuristic, where the subproblem is approximately solved by a fully polynomial-time approximation...

Improved interval DEA models with common weight

Jiasen Sun, Yajun Miao, Jie Wu, Lianbiao Cui, Runyang Zhong (2014)

Kybernetika

The traditional data envelopment analysis (DEA) model can evaluate the relative efficiencies of a set of decision making units (DMUs) with exact values. But it cannot handle imprecise data. Imprecise data, for example, can be expressed in the form of the interval data or mixtures of interval data and exact data. In order to solve this problem, this study proposes three new interval DEA models from different points of view. Two examples are presented to illustrate and validate these models.

Improved local convergence analysis of inexact Newton-like methods under the majorant condition

Ioannis K. Argyros, Santhosh George (2015)

Applicationes Mathematicae

We present a local convergence analysis of inexact Newton-like methods for solving nonlinear equations. Using more precise majorant conditions than in earlier studies, we provide: a larger radius of convergence; tighter error estimates on the distances involved; and a clearer relationship between the majorant function and the associated least squares problem. Moreover, these advantages are obtained under the same computational cost.

Impulse noise removal based on new hybrid conjugate gradient approach

Morteza Kimiaei, Majid Rostami (2016)

Kybernetika

Image denoising is a fundamental problem in image processing operations. In this paper, we present a two-phase scheme for the impulse noise removal. In the first phase, noise candidates are identified by the adaptive median filter (AMF) for salt-and-pepper noise. In the second phase, a new hybrid conjugate gradient method is used to minimize an edge-preserving regularization functional. The second phase of our algorithm inherits advantages of both Dai-Yuan (DY) and Hager-Zhang (HZ) conjugate gradient...

Incorporating the strength of MIP modeling in schedule construction

Cor A.J. Hurkens (2009)

RAIRO - Operations Research

Linear programming techniques can be used in constructing schedules but their application is not trivial. This in particular holds true if a trade-off has to be made between computation time and solution quality. However, it turns out that – when handled with care – mixed integer linear programs may provide effective tools. This is demonstrated in the successful approach to the benchmark constructed for the 2007 ROADEF computation challenge on scheduling problems furnished by France Telecom.

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