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51.
52.
Daniel G. Espinoza 《Operations Research Letters》2010,38(2):115-120
Recent advances on the understanding of valid inequalities from the infinite group relaxation has opened the possibility of finding a computationally effective extension to GMI cuts. In this paper, we investigate the computational impact of using a subclass of minimally valid inequalities from this relaxation on a wide set of instances. 相似文献
53.
In this work, we implemented and compared two different methods to impose the rigid‐body motion constraint on a solid particle moving inside a fluid. We consider a fictitious domain method to easily manage the particle motion. As the solid as well as the fluid inertia are neglected, the particle can be discretized through its boundary only. The rigid‐body motion is imposed via Lagrange multipliers on the boundary. In the first method, such constraints are imposed in discrete points on the boundary (collocation), whereas in the second the constraint is imposed in a weak way on elements dividing the particle surface. Two test problems, that is, a spherical and an ellipsoidal particle in a sheared Newtonian fluid, are chosen to compare the methods. In both cases, the analysis is carried out in 2D as well as in 3D. The results show that for the collocation method an optimal number of collocation points exist leading to the smallest error. However, small variations in the optimal value can generate large deviations. In the weak implementation, the error is only mildly affected by the number of elements used to discretize the particle boundary and by the Lagrange multiplier's interpolation space. A further analysis is carried out to study the effect of an approximated integration of weak constraints. A comparison between the two methods showed that the same accuracy can be achieved by using less constraints if the weak discretization is used. Finally, the rigid‐body motion imposed via weak constraints leads to better conditioned linear systems. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
54.
In this paper, the value function for an optimal control problem with endpoint and state constraints is characterized as the unique lower semicontinuous generalized solution of the Hamilton-Jacobi equation. This is achieved under a constraint qualification (CQ) concerning the interaction of the state and dynamic constraints. The novelty of the results reported here is partly the nature of (CQ) and partly the proof techniques employed, which are based on new estimates of the distance of the set of state trajectories satisfying a state constraint from a given trajectory which violates the constraint. 相似文献
55.
Received May 3, 1996 / Revised version received November 19, 1997 Published online January 20, 1999 相似文献
56.
Optimal trading strategies are found for an insider who is trading in two convergent stocks and is bound by margin constraints. 相似文献
57.
In this paper, we discuss numerous sets of global parametric sufficient efficiency conditions under various generalized (α, η, ρ)-V-invexity assumptions for a semiinfinite multiobjective fractional programming problem. 相似文献
58.
We prove an existence theorem of Lagrange multipliers for an abstract control problem in Banach spaces. This theorem may be applied to obtain optimality conditions for control problems governed by partial differential equations in the presence of pointwise state constraints. 相似文献
59.
A new method is introduced for solving equality constrained nonlinear optimization problems. This method does not use a penalty
function, nor a filter, and yet can be proved to be globally convergent to first-order stationary points. It uses different
trust-regions to cope with the nonlinearities of the objective function and the constraints, and allows inexact SQP steps
that do not lie exactly in the nullspace of the local Jacobian. Preliminary numerical experiments on CUTEr problems indicate that the method performs well.
相似文献
60.
Firdaus E. Udwadia 《Applied mathematics and computation》2010,217(3):1253-1265
This paper deals with an explanation of a paradox posed by Hamel in his 1949 book on Theoretical Mechanics. The explanation deals with the foundations of mechanics and points to new insights into analytical dynamics. 相似文献