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91.
René Meziat Diego Patiño Pablo Pedregal 《Computational Optimization and Applications》2007,38(1):147-171
We propose an alternative method for computing effectively the solution of non-linear, fixed-terminal-time, optimal control
problems when they are given in Lagrange, Bolza or Mayer forms. This method works well when the nonlinearities in the control
variable can be expressed as polynomials. The essential of this proposal is the transformation of a non-linear, non-convex
optimal control problem into an equivalent optimal control problem with linear and convex structure. The method is based on
global optimization of polynomials by the method of moments. With this method we can determine either the existence or lacking
of minimizers. In addition, we can calculate generalized solutions when the original problem lacks of minimizers. We also
present the numerical schemes to solve several examples arising in science and technology. 相似文献
92.
A review of the optimal stopping problem with more than a single decision maker (DM) is presented in this paper. We classify
the existing literature according to the arrival of the offers, the utility of the DMs, the length of the sequence of offers,
the nature of the game and the number of offers to be selected. We enumerate various definitions for this problem and describe
some dynamic approaches.
Fouad Ben Abdelaziz is on leave from the Institut Superieur de Gestion, University of Tunis, Tunisia e-mail: foued.benabdelaz@isg.run.tn. 相似文献
93.
Discrete global descent method for discrete global optimization and nonlinear integer programming 总被引:2,自引:0,他引:2
A novel method, entitled the discrete global descent method, is developed in this paper to solve discrete global optimization
problems and nonlinear integer programming problems. This method moves from one discrete minimizer of the objective function
f to another better one at each iteration with the help of an auxiliary function, entitled the discrete global descent function.
The discrete global descent function guarantees that its discrete minimizers coincide with the better discrete minimizers
of f under some standard assumptions. This property also ensures that a better discrete minimizer of f can be found by some classical local search methods. Numerical experiments on several test problems with up to 100 integer
variables and up to 1.38 × 10104 feasible points have demonstrated the applicability and efficiency of the proposed method. 相似文献
94.
In this note we show that many classes of global optimization problems can be treated most satisfactorily by classical optimization theory and conventional algorithms. We focus on the class of problems involving the minimization of the product of several convex functions on a convex set which was studied recently by Kunoet al. [3]. It is shown that these problems are typical composite concave programming problems and thus can be handled elegantly by c-programming [4]–[8] and its techniques. 相似文献
95.
In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd > 0 is a constant depending on the problem dimension and data. 相似文献
96.
几何凸函数与琴生型不等式 总被引:20,自引:3,他引:17
吴善和 《数学的实践与认识》2004,34(2):155-163
给出几何凸函数的定义以及判定几何凸函数的方法 ,建立关于几何凸函数的琴生型不等式 ,最后给出它的应用 ,包括改进一些已知不等式和建立一些新不等式 . 相似文献
97.
A combined programming and iteration algorithm for finite element analysis of three-dimensional contact problems 总被引:3,自引:0,他引:3
Comparing with two-dimensional contact problems, three-dimensional frictional contact problems are more difficult to deal
with, because of the unknown slip direction of the tangential force and enormous computing time. In order to overcome these
difficulties, a combined PQP (Parametric Quadratic Programming) and iteration method is derived in this paper. The iteration
algorithm, which alleviates the difficulty of unknown slip direction, is used along with the PQP method to cut down computing
costs. Numerical example is given to demonstrate the validity of the present algorithm.
The project supported by the Machinary and Electronics Ministry of China 相似文献
98.
Dashan Huang Yoshitaka Kai Frank J. Fabozzi Masao Fukushima 《European Journal of Operational Research》2007
This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model. 相似文献
99.
Joe Warren Scott Schaefer Anil N. Hirani Mathieu Desbrun 《Advances in Computational Mathematics》2007,27(3):319-338
In this paper we provide an extension of barycentric coordinates from simplices to arbitrary convex sets. Barycentric coordinates
over convex 2D polygons have found numerous applications in various fields as they allow smooth interpolation of data located
on vertices. However, no explicit formulation valid for arbitrary convex polytopes has been proposed to extend this interpolation
in higher dimensions. Moreover, there has been no attempt to extend these functions into the continuous domain, where barycentric
coordinates are related to Green’s functions and construct functions that satisfy a boundary value problem. First, we review
the properties and construction of barycentric coordinates in the discrete domain for convex polytopes. Next, we show how
these concepts extend into the continuous domain to yield barycentric coordinates for continuous functions. We then provide
a proof that our functions satisfy all the desirable properties of barycentric coordinates in arbitrary dimensions. Finally,
we provide an example of constructing such barycentric functions over regions bounded by parametric curves and show how they
can be used to perform freeform deformations.
相似文献
100.
Adam B. Levy 《Mathematical Programming》2007,110(3):615-639
Numerical methods for solving constrained optimization problems need to incorporate the constraints in a manner that satisfies
essentially competing interests; the incorporation needs to be simple enough that the solution method is tractable, yet complex
enough to ensure the validity of the ultimate solution. We introduce a framework for constraint incorporation that identifies
a minimal acceptable level of complexity and defines two basic types of constraint incorporation which (with combinations)
cover nearly all popular numerical methods for constrained optimization, including trust region methods, penalty methods,
barrier methods, penalty-multiplier methods, and sequential quadratic programming methods. The broad application of our framework
relies on addition and chain rules for constraint incorporation which we develop here. 相似文献