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作者：Mazade, Marc; Thibault, Lionel
作者单位：Universite de Montpellier
摘要：This paper studies, for a differential variational inequality involving a locally prox-regular set, a regularization process with a family of classical differential equations whose solutions converge to the solution of the differential variational inequality. The concept of local prox-regularity will be termed in a quantified way, as -prox-regularity.
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作者：Wogrin, S.; Hobbs, B. F.; Ralph, D.; Centeno, E.; Barquin, J.
作者单位：Comillas Pontifical University; Johns Hopkins University; Johns Hopkins University; University of Cambridge; University of Cambridge
摘要：We consider two game-theoretic models of the generation capacity expansion problem in liberalized electricity markets. The first is an open loop equilibrium model, where generation companies simultaneously choose capacities and quantities to maximize their individual profit. The second is a closed loop model, in which companies first choose capacities maximizing their profit anticipating the market equilibrium outcomes in the second stage. The latter problem is an equilibrium problem with equi...
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作者：Bauschke, Heinz H.; Moffat, Sarah M.; Wang, Xianfu
作者单位：University of British Columbia
摘要：We study nearly equal and nearly convex sets, ranges of maximally monotone operators, and ranges and fixed points of convex combinations of firmly nonexpansive mappings. The main result states that the range of an average of firmly nonexpansive mappings is nearly equal to the average of the ranges of the mappings. A striking application of this result yields that the average of asymptotically regular firmly nonexpansive mappings is also asymptotically regular. Throughout, examples are provided...
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作者：Nie, Jiawang
作者单位：University of California System; University of California San Diego
摘要：Given polynomials f(x), g (i) (x), h(j)(x), we study how to minimize f(x) on the set S = {x is an element of R-n : h(1)(x) = ... = h(m1)(x) = 0, g(1)(x) >= 0, ... , g(m2)(x) >= 0}. Let f(min) be the minimum of f on S. Suppose S is nonsingular and f(min) is achievable on S, which are true generically. This paper proposes a new type semidefinite programming (SDP) relaxation which is the first one for solving this problem exactly. First, we construct new polynomials phi(1), ... , phi(r), by using...
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作者：Kunisch, Karl; Lu, Xiliang
作者单位：University of Graz; Wuhan University
摘要：Optimal control for an elliptic system with pointwise Euclidean norm constraints on the control variables is investigated. First order optimality conditions are derived in a manner that is amenable for numerical realisation. An efficient semismooth Newton algorithm is proposed based on this optimality system. Numerical examples are given to validate the superlinear convergence of the semismoothNewton algorithm.
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作者：Muter, Ibrahim; Birbil, S. Ilker; Bulbul, Kerem
作者单位：Sabanci University
摘要：In this paper, we develop a simultaneous column-and-row generation algorithm that could be applied to a general class of large-scale linear programming problems. These problems typically arise in the context of linear programming formulations with exponentially many variables. The defining property for these formulations is a set of linking constraints, which are either too many to be included in the formulation directly, or the full set of linking constraints can only be identified, if all va...
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作者：Dentcheva, Darinka; Martinez, Gabriela
作者单位：Stevens Institute of Technology
摘要：We analyze nonlinear stochastic optimization problems with probabilistic constraints on nonlinear inequalities with random right hand sides. We develop two numerical methods with regularization for their numerical solution. The methods are based on first order optimality conditions and successive inner approximations of the feasible set by progressive generation of p-efficient points. The algorithms yield an optimal solution for problems involving alpha-concave probability distributions. For a...
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作者：Skanda, Dominik; Lebiedz, Dirk
作者单位：University of Freiburg; Ulm University
摘要：A high-ranking goal of interdisciplinary modeling approaches in science and engineering are quantitative prediction of system dynamics and model based optimization. Quantitative modeling has to be closely related to experimental investigations if the model is supposed to be used for mechanistic analysis and model predictions. Typically, before an appropriate model of an experimental system is found different hypothetical models might be reasonable and consistent with previous knowledge and ava...
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作者：Hager, William W.; Phan, Dzung T.; Zhang, Hongchao
作者单位：State University System of Florida; University of Florida; International Business Machines (IBM); IBM USA; Louisiana State University System; Louisiana State University
摘要：An exact algorithm is presented for solving edge weighted graph partitioning problems. The algorithm is based on a branch and bound method applied to a continuous quadratic programming formulation of the problem. Lower bounds are obtained by decomposing the objective function into convex and concave parts and replacing the concave part by an affine underestimate. It is shown that the best affine underestimate can be expressed in terms of the center and the radius of the smallest sphere contain...
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作者：Auslender, Alfred
作者单位：Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; Institut Polytechnique de Paris; Ecole Polytechnique
摘要：We introduce a new and very simple algorithm for a class of smooth convex constrained minimization problems which is an iterative scheme related to sequential quadratically constrained quadratic programming methods, called sequential simple quadratic method (SSQM). The computational simplicity of SSQM, which uses first-order information, makes it suitable for large scale problems. Theoretical results under standard assumptions are given proving that the whole sequence built by the algorithm co...
