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作者：Anitescu, Mihai; Tseng, Paul; Wright, Stephen J.
作者单位：United States Department of Energy (DOE); Argonne National Laboratory; University of Washington; University of Washington Seattle; University of Wisconsin System; University of Wisconsin Madison
摘要：The elastic-mode formulation of the problem of minimizing a nonlinear function subject to equilibrium constraints has appealing local properties in that, for a finite value of the penalty parameter, local solutions satisfying first- and second-order necessary optimality conditions for the original problem are also first- and second-order points of the elastic-mode formulation. Here we study global convergence properties of methods based on this formulation, which involve generating an (exact o...
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作者：Ng, Kung Fu; Tan, Lu Lin
作者单位：Chinese University of Hong Kong
摘要：We study the Clarke-Rockafellar directional derivatives of the regularized gap functions (and of some modified ones) for the variational inequality problem (VIP) defined by a locally Lipschitz but not necessarily differentiable function on a closed convex set in an Euclidean space. As applications we show that, under the strong monotonicity assumption, the regularized gap functions have fractional exponent error bounds and consequently that the sequences provided by an algorithm of Armijo type...
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作者：Grosso, Andrea; Locatelli, Marco; Schoen, Fabio
作者单位：University of Florence; University of Turin
摘要：When dealing with extremely hard global optimization problems, i.e. problems with a large number of variables and a huge number of local optima, heuristic procedures are the only possible choice. In this situation, lacking any possibility of guaranteeing global optimality for most problem instances, it is quite difficult to establish rules for discriminating among different algorithms. We think that in order to judge the quality of new global optimization methods, different criteria might be a...
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作者：Yaman, H.; Karasan, O. E.; Pinar, M. C.
作者单位：Ihsan Dogramaci Bilkent University
摘要：For the problem of selecting p items with interval objective function coefficients so as to maximize total profit, we introduce the r-restricted robust deviation criterion and seek solutions that minimize the r-restricted robust deviation. This new criterion increases the modeling power of the robust deviation (minmax regret) criterion by reducing the level of conservatism of the robust solution. It is shown that r-restricted robust deviation solutions can be computed efficiently. Results of e...
