Distributed subgradient method for multi‐agent optimization with quantized communication

This paper focuses on a distributed optimization problem associated with a time‐varying multi‐agent network with quantized communication, where each agent has local access to its convex objective function, and cooperatively minimizes a sum of convex objective functions of the agents over the network. Based on subgradient methods, we propose a distributed algorithm to solve this problem under the additional constraint that agents can only communicate quantized information through the network. We consider two kinds of quantizers and analyze the quantization effects on the convergence of the algorithm. Furthermore, we provide explicit error bounds on the convergence rates that highlight the dependence on the quantization levels. Finally, some simulation results on a l₁‐regression problem are presented to demonstrate the performance of the algorithm. Copyright © 2016 John Wiley & Sons, Ltd.     

Generalized asymptotic functions in nonconvex multiobjective optimization problems

In this paper, we use generalized asymptotic functions and second-order asymptotic cones to develop a general existence result for the nonemptiness of the proper efficient solution set and a sufficient condition for the domination property in nonconvex multiobjective optimization problems. A new necessary condition for a point to be efficient or weakly efficient solution is given without any convexity assumption. We also provide a finer outer estimate for the asymptotic cone of the weakly efficient solution set in the quasiconvex case. Finally, we apply our results to the linear fractional multiobjective optimization problem.     

Quantitative asymptotic regularity results for the composition of two mappings

In this paper, we use techniques which originate from proof mining to give rates of asymptotic regularity and metastability for a sequence associated to the composition of two firmly nonexpansive mappings.     

Hard uncertainties in multiobjective layout optimization of photovoltaic power plants

This paper describes how to treat hard uncertainties defined by so-called uncertainty maps in multiobjective optimization problems. For the uncertainty map being set-valued, a Taylor formula is shown under appropriate assumptions. The hard uncertainties are modeled using parametric set optimization problems for which a scalarization result is given. The presented new approach for the solution of multiobjective optimization problems with hard uncertainties is then applied to the layout optimization of photovoltaic power plants. Since good weather forecasts are difficult to obtain for future years, weather data are really hard uncertainties arising in the planning process. Numerical results are presented for a real-world problem on the Galapagos island Isabela.     

Approximate solutions and scalarization in set-valued optimization

Abstract

Certain notions of approximate weak efficient solutions are considered for a set-valued optimization problem based on vector and set criteria approaches. For approximate solutions based on the vector approach, a characterization is provided in terms of an extended Gerstewitz’s function. For the set approach case, two notions of approximate weak efficient solutions are introduced using a lower and an upper quasi order relations for sets and further compactness and stability aspects are discussed for these approximate solutions. Existence and scalarization using a generalized Gerstewitz’s function are also established for approximate solutions, based on the lower set order relation.     

Two optimization problems in linear regression with interval data

We consider a linear regression model where neither regressors nor the dependent variable is observable; only intervals are available which are assumed to cover the unobservable data points. Our task is to compute tight bounds for the residual errors of minimum-norm estimators of regression parameters with various norms (corresponding to least absolute deviations (LAD), ordinary least squares (OLS), generalized least squares (GLS) and Chebyshev approximation). The computation of the error bounds can be formulated as a pair of max–min and min–min box-constrained optimization problems. We give a detailed complexity-theoretic analysis of them. First, we prove that they are NP-hard in general. Then, further analysis explains the sources of NP-hardness. We investigate three restrictions when the problem is solvable in polynomial time: the case when the parameter space is known apriori to be restricted into a particular orthant, the case when the regression model has a fixed number of regression parameters, and the case when only the dependent variable is observed with errors. We propose a method, called orthant decomposition of the parameter space, which is the main tool for obtaining polynomial-time computability results.     

Lot‐sizing policies for deterioration items under two‐level trade credit with partial trade credit to credit‐risk retailer and limited storage capacity

The main purpose of this article is to investigate the optimal wholesaler's replenishment decisions for deterioration items under two levels of the trade credit policy and two storage facilities in order to reflect the supply chain management situation within the economic order quantity framework. In this study, each of the following assumptions have been made: (1) The own warehouse with limited capacity always is not sufficient to store the order quantity, so that a rented warehouse is needed to store the excess units over the capacity of the own warehouse; (2) The wholesaler always obtains the partial trade credit, which is independent of the order quantity offered by the supplier, but the wholesaler offers the full trade credit to the retailer; (3) The wholesaler must take a loan to pay his or her supplier the partial payment immediately when the order is received and then pay off the loan with the entire revenue. Under these three conditions, the wholesaler can obtain the least costs. Furthermore, this study models the wholesaler's optimal replenishment decisions under the aforementioned conditions in the supply chain management. Two theorems are developed to efficiently determine the optimal replenishment decisions for the wholesaler. Finally, numerical examples are given to illustrate the theorems that are proven in this study, and the sensitivity analysis with respect to the major parameters in this study is performed. Copyright © 2016 John Wiley & Sons, Ltd.     

A self‐adaptive intelligence gray prediction model with the optimal fractional order accumulating operator and its application

The self‐adaptive intelligence gray predictive model (SAIGM) has an alterable‐flexible model structure, and it can build a dynamic structure to fit different external environments by adjusting the parameter values of SAIGM. However, the order number of the raw SAIGM model is not optimal, which is an integer. For this, a new SAIGM model with the fractional order accumulating operator (SAIGM_FO) was proposed in this paper. Specifically, the final restored expression of SAIGM_FO was deduced in detail, and the parameter estimation method of SAIGM_FO was studied. After that, the Particle Swarm Optimization algorithm was used to optimize the order number of SAIGM_FO, and some steps were provided. Finally, the SAIGM_FO model was applied to simulate China's electricity consumption from 2001 to 2008 and forecast it during 2009 to 2015, and the mean relative simulation and prediction percentage errors of the new model were only 0.860% and 2.661%, in comparison with the ones obtained from the raw SAIGM model, the GM(1, 1) model with the optimal fractional order accumulating operator and the GM(1, 1) model, which were (1.201%, 5.321%), (1.356%, 3.324%), and (2.013%, 23.944%), respectively. The findings showed both the simulation and the prediction performance of the proposed SAIGM_FO model were the best among the 4 models.     

A new robust DEA model and super-efficiency measure

Applications of traditional data envelopments analysis (DEA) models require knowledge of crisp input and output data. However, the real-world problems often deal with imprecise or ambiguous data. In this paper, the problem of considering uncertainty in the equality constraints is analyzed and by using the equivalent form of CCR model, a suitable robust DEA model is derived in order to analyze the efficiency of decision-making units (DMUs) under the assumption of uncertainty in both input and output spaces. The new model based on the robust optimization approach is suggested. Using the proposed model, it is possible to evaluate the efficiency of the DMUs in the presence of uncertainty in a fewer steps compared to other models. In addition, using the new proposed robust DEA model and envelopment form of CCR model, two linear robust super-efficiency models for complete ranking of DMUs are proposed. Two different case studies of different contexts are taken as numerical examples in order to compare the proposed model with other approaches. The examples also illustrate various possible applications of new models.