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作者：Byrd, Richard H.; Nocedal, Jorge; Oztoprak, Figen
作者单位：University of Colorado System; University of Colorado Boulder; Northwestern University; Istanbul Bilgi University
摘要：We study a Newton-like method for the minimization of an objective function that is the sum of a smooth function and an regularization term. This method, which is sometimes referred to in the literature as a proximal Newton method, computes a step by minimizing a piecewise quadratic model of the objective function . In order to make this approach efficient in practice, it is imperative to perform this inner minimization inexactly. In this paper, we give inexactness conditions that guarantee gl...
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作者：Facchinei, Francisco; Ferris, Michael C.; Luo, Zhi-Quan; Ralph, Daniel
作者单位：Sapienza University Rome; University of Wisconsin System; University of Wisconsin Madison; University of Minnesota System; University of Minnesota Twin Cities; University of Cambridge
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作者：Luna, Juan Pablo; Sagastizabal, Claudia; Solodov, Mikhail
作者单位：Universidade Federal do Rio de Janeiro; Instituto Nacional de Matematica Pura e Aplicada (IMPA)
摘要：We consider two models for stochastic equilibrium: one based on the variational equilibrium of a generalized Nash game, and the other on the mixed complementarity formulation. Each agent in the market solves a single-stage risk-averse optimization problem with both here-and-now (investment) variables and (production) wait-and-see variables. A shared constraint couples almost surely the wait-and-see decisions of all the agents. An important characteristic of our approach is that the agents hedg...
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作者：Cardellini, Valeria; Persone, Vittoria De Nitto; Di Valerio, Valerio; Facchinei, Francisco; Grassi, Vincenzo; Lo Presti, Francesco; Piccialli, Veronica
作者单位：University of Rome Tor Vergata; Sapienza University Rome; Sapienza University Rome
摘要：We consider a three-tier architecture for mobile and pervasive computing scenarios, consisting of a local tier of mobile nodes, a middle tier (cloudlets) of nearby computing nodes, typically located at the mobile nodes access points but characterized by a limited amount of resources, and a remote tier of distant cloud servers, which have practically infinite resources. This architecture has been proposed to get the benefits of computation offloading from mobile nodes to external servers while ...
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作者：Adly, Samir; Hantoute, Abderrahim; Thera, Michel
作者单位：Universite de Limoges; Universidad de Chile; Federation University Australia
摘要：The general theory of Lyapunov stability of first-order differential inclusions in Hilbert spaces has been studied by the authors in the previous paper (Adly et al. in Nonlinear Anal 75(3): 985-1008, 2012). This new contribution focuses on the case when the interior of the domain of the maximally monotone operator governing the given differential inclusion is nonempty; this includes in a natural way the finite-dimensional case. The current setting leads to simplified, more explicit criteria an...
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作者：Philpott, Andy; Ferris, Michael; Wets, Roger
作者单位：University of Auckland; University of Wisconsin System; University of Wisconsin Madison; University of California System; University of California Davis
摘要：The correspondence of competitive partial equilibrium with a social optimum is well documented in the welfare theorems of economics. These theorems can be applied to single-period electricity pool auctions in which price-taking agents maximize profits at competitive prices, and extend naturally to standard models with locational marginal prices. In hydro-thermal markets where the auctions are repeated over many periods, agents seek to optimize their current and future profit accounting for fut...
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作者：Razaviyayn, Meisam; Sanjabi, Maziar; Luo, Zhi-Quan
作者单位：Stanford University; University of Minnesota System; University of Minnesota Twin Cities
摘要：Consider the problem of minimizing the expected value of a cost function parameterized by a random variable. The classical sample average approximation method for solving this problem requires minimization of an ensemble average of the objective at each step, which can be expensive. In this paper, we propose a stochastic successive upper-bound minimization method (SSUM) which minimizes an approximate ensemble average at each iteration. To ensure convergence and to facilitate computation, we re...
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作者：Camlibel, M. K.; Schumacher, J. M.
作者单位：University of Groningen; Dogus University; Tilburg University
摘要：This paper deals with a class of dynamical systems obtained from interconnecting linear systems with static set-valued relations. We first show that such an interconnection can be described by a differential inclusions with a maximal monotone set-valued mappings when the underlying linear system is passive and the static relation is maximal monotone. Based on the classical results on such differential inclusions, we conclude that such interconnections are well-posed in the sense of existence a...
