-
作者：Liuzzi, G; Lucidi, S; Piccialli, V; Sotgiu, A
作者单位：Sapienza University Rome; Consiglio Nazionale delle Ricerche (CNR); Istituto Nazionale per la Fisica della Materia (INFM-CNR); University of L'Aquila
摘要：In this paper we are concerned with the design of a small low-cost, low-field multipolar magnet for Magnetic Resonance Imaging with a high field uniformity. By introducing appropriate variables, the considered design problem is converted into a global optimization one. This latter problem is solved by means of a new derivative free global optimization method which is a distributed multi-start type algorithm controlled by means of a simulated annealing criterion. In particular, the proposed met...
-
作者：Dentcheva, D; Ruszczynski, A
作者单位：Stevens Institute of Technology; Rutgers University System; Rutgers University New Brunswick
摘要：We consider a new class of optimization problems involving stochastic dominance constraints of second order. We develop a new splitting approach to these models, optimality conditions and duality theory. These results are used to construct special decomposition methods.
-
作者：Elhedhli, S; Goffin, JL
作者单位：University of Waterloo; McGill University; Universite de Montreal
摘要：This paper presents a novel integration of interior point cutting plane methods within branch-and-price algorithms. Unlike the classical method, columns are generated at a ''central'' dual solution by applying the analytic centre cutting plane method (ACCPM) on the dual of the full master problem. First, we introduce some modifications to ACCPM. We propose a new procedure to recover primal feasibility after adding cuts and use, for the first time, a dual Newton's method to calculate the new an...
-
作者：Conde, E
作者单位：University of Sevilla
摘要：We consider the problem of selecting a subset of p investments of maximum total return out of a set of n available investments with uncertain returns, where uncertainty is represented by interval estimates for the returns, and the minmax regret objective is used. We develop an algorithm that solves this problem in O(min{p,n-p}n) time. This improves the previously known complexity O(min{p,n-p}(2)n).
-
作者：Yamashita, N; Dan, H; Fukushima, M
作者单位：Kyoto University
摘要：In this paper we focus on the problem of identifying the index sets P(x) := {i \ x(i)>0}, N(x) := {i \ F-i(x)>0} and C(x) := {i \ x(i) = F-i(x)=0} for a solution x of the monotone nonlinear complementarity problem NCP(F). The correct identification of these sets is important from both theoretical and practical points of view. Such an identification enables us to remove complementarity conditions from the NCP and locally reduce the NCP to a system which can be dealt with more easily. We present...
-
作者：Ferris, MC; Voelker, MM
作者单位：University of Wisconsin System; University of Wisconsin Madison
摘要：Radiotherapy treatment is often delivered in a fractionated manner over a period of time. Emerging delivery devices are able to determine the actual dose that has been delivered at each stage facilitating the use of adaptive treatment plans that compensate for errors in delivery. We formulate a model of the day-to-day planning problem as a stochastic program and exhibit the gains that can be achieved by incorporating uncertainty about errors during treatment into the planning process. Due to s...
-
作者：Zhou, GL; Toh, KC
作者单位：Nanyang Technological University; Massachusetts Institute of Technology (MIT); Singapore-MIT Alliance for Research & Technology Centre (SMART); National University of Singapore
摘要：In this paper we present a primal-dual inexact infeasible interior-point algorithm for semidefinite programming problems (SDP). This algorithm allows the use of search directions that are calculated from the defining linear system with only moderate accuracy, and does not require feasibility to be maintained even if the initial iterate happened to be a feasible solution of the problem. Under a mild assumption on the inexactness, we show that the algorithm can find an epsilon-approximate soluti...
-
作者：Chudak, FA; Roughgarden, T; Williamson, DP
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; University of California System; University of California Berkeley; International Business Machines (IBM); IBM USA
摘要：Garg [10] gives two approximation algorithms for the minimum-cost tree spanning k vertices in an undirected graph. Recently Jain and Vazirani [15] discovered primal-dual approximation algorithms for the metric uncapacitated facility location and k-median problems. In this paper we show how Garg's algorithms can be explained simply with ideas introduced by Jain and Vazirani, in particular via a Lagrangean relaxation technique together with the primal-dual method for approximation algorithms. We...
-
作者：Ulbrich, M; Ulbrich, S; Vicente, LN
作者单位：University of Hamburg; University of Munich; Universidade de Coimbra; Rice University; Rice University
摘要：In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming, avoiding the use of merit functions and the updating of penalty parameters. The new algorithm decomposes the primal-dual step obtained from the perturbed first-order necessary conditions into a normal and a tangential step, whose sizes are controlled by a trust-region type parameter. Each entry in the filter is a pair of coordinates: one re...
