Global Approximation of Solutions of Time-Dependent Variational Inequalities

We consider a class of parametric variational inequalities where both the operator and the convex set depend on time. This kind of variational inequalities are useful to model many time dependent equilibrium problems. We study the Lipschitz continuity of the solutions with respect to the time parameter and construct approximations for them which minimize the average worst case error. Some improved estimates of the Lipschitz constant for this class of problems are given. In order to illustrate our procedure, we study a classical network equilibrium problem.     

Convex envelopes generated from finitely many compact convex sets

We consider the problem of constructing the convex envelope of a lower semi-continuous function defined over a compact convex set. We formulate the envelope representation problem as a convex optimization problem for functions whose generating sets consist of finitely many compact convex sets. In particular, we consider nonnegative functions that are products of convex and component-wise concave functions and derive closed-form expressions for the convex envelopes of a wide class of such functions. Several examples demonstrate that these envelopes reduce significantly the relaxation gaps of widely used factorable relaxation techniques.     

A polyhedral study of the semi-continuous knapsack problem

We study the convex hull of the feasible set of the semi-continuous knapsack problem, in which the variables belong to the union of two intervals. Such structure arises in a wide variety of important problems, e.g. blending and portfolio selection. We show how strong inequalities valid for the semi-continuous knapsack polyhedron can be derived and used in a branch-and-cut scheme for problems with semi-continuous variables. To demonstrate the effectiveness of these inequalities, which we call collectively semi-continuous cuts, we present computational results on real instances of the unit commitment problem, as well as on a number of randomly generated instances of linear programming with semi-continuous variables.     

Network design and flow problems with cross-arc costs

Network design and flow problems appear in a wide variety of transportation applications. We consider a new variation to this important class of problems, in which the cost associated with an arc depends not only on the amount of flow moving across that arc, but on the amount of flow on other arcs in the network as well. We formulate an integer program to address this problem, discuss a real-world application in which cross-arc costs are found, and conduct computational experiments on a broad class of problems to analyze how the model performs as network characteristics vary.     

Coupling nonlinear Stokes and Darcy flow using mortar finite elements

We study a system composed of a nonlinear Stokes flow in one subdomain coupled with a nonlinear porous medium flow in another subdomain. Special attention is paid to the mathematical consequence of the shear-dependent fluid viscosity for the Stokes flow and the velocity-dependent effective viscosity for the Darcy flow. Motivated by the physical setting, we consider the case where only flow rates are specified on the inflow and outflow boundaries in both subdomains. We recast the coupled Stokes–Darcy system as a reduced matching problem on the interface using a mortar space approach. We prove a number of properties of the nonlinear interface operator associated with the reduced problem, which directly yield the existence, uniqueness and regularity of a variational solution to the system. We further propose and analyze a numerical algorithm based on mortar finite elements for the interface problem and conforming finite elements for the subdomain problems. Optimal a priori error estimates are established for the interface and subdomain problems, and a number of compatibility conditions for the finite element spaces used are discussed. Numerical simulations are presented to illustrate the algorithm and to compare two treatments of the defective boundary conditions.     

On robust maximum flow with polyhedral uncertainty sets

We address the problem of determining a robust maximum flow value in a network with uncertain link capacities taken in a polyhedral uncertainty set. Besides a few polynomial cases, we focus on the case where the uncertainty set is taken to be the solution set of an associated (continuous) knapsack problem. This class of problems is shown to be polynomially solvable for planar graphs, but NP-hard for graphs without special structure. The latter result provides evidence of the fact that the problem investigated here has a structure fundamentally different from the robust network flow models proposed in various other published works.     

On solving continuous-time dynamic network flows

Temporal dynamics is a crucial feature of network flow problems occurring in many practical applications. Important characteristics of real-world networks such as arc capacities, transit times, transit and storage costs, demands and supplies etc. are subject to fluctuations over time. Consequently, also flow on arcs can change over time which leads to so-called dynamic network flows. While time is a continuous entity by nature, discrete-time models are often used for modeling dynamic network flows as the resulting problems are in general much easier to handle computationally. In this paper, we study a general class of dynamic network flow problems in the continuous-time model, where the input functions are assumed to be piecewise linear or piecewise constant. We give two discrete approximations of the problem by dividing the considered time range into intervals where all parameters are constant or linear. We then present two algorithms that compute, or at least converge to optimum solutions. Finally, we give an empirical analysis of the performance of both algorithms.     

Minimum Maximal Flow Problem: An Optimization over the Efficient Set

The network flow theory and algorithms have been developed on the assumption that each arc flow is controllable and we freely raise and reduce it. We however consider in this paper the situation where we are not able or allowed to reduce the given arc flow. Then we may end up with a maximal flow depending on the initial flow as well as the way of augmentation. Therefore the minimum of the flow values that are attained by maximal flows will play an important role to see how inefficiently the network can be utilized. We formulate this problem as an optimization over the efficient set of a multicriteria program, propose an algorithm, prove its finite convergence, and report on some computational experiments.     

A Model-Based Approach and Analysis for Multi-Period Networks

The aim of this contribution is to address a general class of network problems, very common in process systems engineering, where spoilage on arcs and storage in nodes are inevitable as time changes. Having a set of capacities, so-called horizon capacity which limits the total flow passing arcs over all periods, the min-cost flow problem in the discrete-time model with time-varying network parameters is investigated. While assuming a possibility of storage or and spoilage, we propose some approaches employing polyhedrals to obtain optimal solutions for a pre-specified planning horizon. Our methods describe some reformulations based on polyhedrals that lead to LP problems comprising a set of sparse subproblems with exceptional structures. Considering the sparsity and repeating structure of the polyhedrals, algorithmic approaches based on decomposition techniques of block-angular and block-staircase cases are proposed to handle the global problem aiming to reduce the computational resources required.     

一类单调斜积半流的ω-极限集的提升动力学行为

本文研究了一类具有极小基流的单调斜积半流.在假定半流存在-个半连续的半平衡的前提下,我们证明了具有某种一致稳定性的正半轨线的ω极限集具有1-covering性质,这为理解系统的全局动力学提供了几何洞察.     

Capacity inverse minimum cost flow problems under the weighted Hamming distance

Given a network N(V, A, u, c) and a feasible flow \(x^0\), the inverse minimum cost flow problem is to modify the capacity vector or the cost vector as little as possible to make \(x^0\) form a minimum cost flow of the network. The modification can be measured by different norms. In this paper, we consider the capacity inverse minimum cost flow problems under the weighted Hamming distance, where we use the weighted Hamming distance to measure the modification of the arc capacities. Both the sum-type and the bottleneck-type cases are considered. For the former, it is shown to be APX-hard due to the weighted feedback arc set problem. For the latter, we present a strongly polynomial algorithm which can be done in \(O(n\cdot m^2)\) time.     

Algorithms for the non-bifurcated network design problem

In this paper we consider the non-bifurcated network design problem where a given set of cities must be connected by installing on a given set of links integer multiples of some base capacity so that a set of commodity demands can be routed. Each commodity flow is constrained to run through a single path along the network. The objective is to minimize the sum of capacity installation and routing costs. We present an exact algorithm and four new heuristics. The first heuristic generates an initial feasible solution, then it improves it until a necessary condition for optimality is satisfied. Two heuristics are partial enumeration methods and the last one iteratively applies a tabu search method to different initial feasible solutions. Computational results over a set of test problems from the literature show the effectiveness of the proposed algorithms.     

Generalized Nash equilibrium problems for lower semi-continuous strategy maps

We consider a class of generalized Ky Fan inequalities (quasi-variational inequalities) in which the involved multi-valued mapping is lower semi-continuous. We present a relaxed version of the generalized Nash equilibrium problem involving strategy maps, which are only lower semi-continuous. This relaxed version may have no exact Nash equilibrium, but we prove that it has an ε-Nash equilibrium for every ε > 0. Easy examples of such problems show no existence of exact solutions, but existence of ε-solutions for every ε > 0. We give positive answers to two questions (in the compact case) raised in a recent paper of Cubiotti and Yao.     

Dual characterizations of set containments involving uncertain polyhedral sets in Banach spaces with applications

In this paper, we first give a dual characterization for set containments defined by lower semi-continuous and sublinear functions on Banach spaces. Next, we provide dual characterizations for robust polyhedral containments where a robust counterpart of an uncertain polyhedral set is contained in another polyhedral set or a polyhedral set is contained in a robust counterpart of an uncertain polyhedral set. Finally, as an application, we derive Lagrange multiplier characterizations for robust solutions of the robust uncertain linear programming problems.     

A Class of Solvable Impulse Control Problems

We consider a class of stochastic impulse control problems where the controlled process evolves according to a linear, regular, and time homogeneous diffusion. We state a set of easily verifiable sufficient conditions under which the problem is explicitly solvable. We also state an algebraic equation from which the optimal impulse boundary can be determined and, given this threshold, we present the value of the optimal policy in terms of the minimal increasing r-excessive mapping for the controlled diffusion. We also consider the comparative static properties of the optimal policy and state a set of typically satisfied conditions under which increased volatility unambiguously increases the value of the optimal policy and expands the continuation region where exercising the irreversible policy is suboptimal. We also illustrate our results explicitly in two models based on geometric Brownian motion.     

A computational evaluation of a general branch-and-price framework for capacitated network location problems

The purpose of this paper is to illustrate a general framework for network location problems, based on column generation and branch-and-price. In particular we consider capacitated network location problems with single-source constraints. We consider several different network location models, by combining cardinality constraints, fixed costs, concentrator restrictions and regional constraints. Our general branch-and-price-based approach can be seen as a natural counterpart of the branch-and-cut-based commercial ILP solvers, with the advantage of exploiting the tightness of the lower bound provided by the set partitioning reformulation of network location problems. Branch-and-price and branch-and-cut are compared through an extensive set of experimental tests.     

On the convergence of inexact block coordinate descent methods for constrained optimization

We consider the problem of minimizing a smooth function over a feasible set defined as the Cartesian product of convex compact sets. We assume that the dimension of each factor set is huge, so we are interested in studying inexact block coordinate descent methods (possibly combined with column generation strategies). We define a general decomposition framework where different line search based methods can be embedded, and we state global convergence results. Specific decomposition methods based on gradient projection and Frank–Wolfe algorithms are derived from the proposed framework. The numerical results of computational experiments performed on network assignment problems are reported.     

A Fast Algorithm For Finding A Maximum Free Multiflow In An Inner Eulerian Network And Some Generalizations

be a network, where is an undirected graph with nodes and edges, is a set of specified nodes of , called terminals, and each edge of has a nonnegative integer capacity . If the total capacity of edges with one end at is even for every non-terminal node , then is called inner Eulerian. A free multiflow is a collection of flows between arbitrary pairs of terminals such that the total flow through each edge does not exceed its capacity. In this paper we first generalize a method in Karzanov [11] to find a maximum integer free multiflow in an inner Eulerian network, in time, where is the complexity of finding a maximum flow between two terminals. Next we extend our algorithm to solve the so-called laminar locking problem on multiflows, also in time. We then consider analogs of the above problems in inner balanced directed networks, which means that for each non-terminal node , the sums of capacities of arcs entering and leaving are the same. We show that for such a network a maximum integer free multiflow can be constructed in time, and then extend this result to the corresponding locking problem. Received: March 24, 1997     

Optimal control problems with unbounded constraint sets

We consider in this paper optimal control problems in which some of the constraint sets are unbounded. Firstly we deal with problems in which the control set is unbounded, so that ‘impulses’ are allowed as admissible controls, discontinuous functions as admissible trajectories. The second type of problem treated is that of infinite horizons, the time set being unbounded. Both class of problems are treated in a similar way. Firstly, a problem is transformed into a semi-infinite linear programming problem by embedding the spacesof admissible trajectory-control pairs into spaces of measures. Then this is mapped into an appropriate nonstandard structure, where a near-minimizer is found for the non-standard optimization; this entity is mapped back as a minimizer for the original problem. An appendix is including introducing the basic concepts of nonstandard analysis

Numerical methods are presented for the estimation of the minimizing measure, and the construction of nearly optimal trajectory-control pairs. Examples are given involving multiplicative controls