A Modified Relaxation Scheme for Mathematical Programs with Complementarity Constraints

In this paper, we consider a mathematical program with complementarity constraints. We present a modified relaxed program for this problem, which involves less constraints than the relaxation scheme studied by Scholtes (2000). We show that the linear independence constraint qualification holds for the new relaxed problem under some mild conditions. We also consider a limiting behavior of the relaxed problem. We prove that any accumulation point of stationary points of the relaxed problems is C-stationary to the original problem under the MPEC linear independence constraint qualification and, if the Hessian matrices of the Lagrangian functions of the relaxed problems are uniformly bounded below on the corresponding tangent space, it is M-stationary. We also obtain some sufficient conditions of B-stationarity for a feasible point of the original problem. In particular, some conditions described by the eigenvalues of the Hessian matrices mentioned above are new and can be verified easily. This work was supported in part by the Scientific Research Grant-in-Aid from the Ministry of Education, Science, Sports, and Culture of Japan. The authors are grateful to an anonymous referee for critical comments.     

Optimal control of a finite dam with a sample path constraint

In this paper, we discuss the 2-stage output procedure of a finite dam under the condition that water must be released by a fixed time. From this standpoint, the reservoir model we consider is subject to a sample path constraint and has a more general cost function than the earlier contributions. We analytically derive explicit formulas for the long-run average and the expected total discounted costs for an infinite time span and numerically calculate the optimal control policy. Finally, the optimal policy is compared with one by Zuckerman [1] and the effect of the fixed release time is discussed further.     

调度问题中两类分离约束传播算法的比较及一种改进算法

约束传播算法是求解约束满足问题的一种重要方法。调度问题是一种特殊的约束满足问题。本介绍了调度问题中的Edge-Finding和Energy-Reasoning两种分离约束传播算法，并对它们进行了比较，中最后给出了一种结合Energy-Reasoning的Edge-Finding改进算法。     

Constraint Programming Based Lagrangian Relaxation for the Automatic Recording Problem

Whereas CP methods are strong with respect to the detection of local infeasibilities, OR approaches have powerful optimization abilities that ground on tight global bounds on the objective. An integration of propagation ideas from CP and Lagrangian relaxation techniques from OR combines the merits of both approaches. We introduce a general way of how linear optimization constraints can strengthen their propagation abilities via Lagrangian relaxation. The method is evaluated on a set of benchmark problems stemming from a multimedia application. The experiments show the superiority of the combined method compared with a pure OR approach and an algorithm based on two independent optimization constraints.     

基于约束满足问题的中继卫星调度问题研究

中继卫星任务规划与调度是中继卫星系统应用中的重要问题。根据航天器的空间轨道参数，得到中继卫星与用户航天器之间的可见时间窗口。在此基础上，通过分析中继卫星系统中各种资源之间的约束关系、任务优先级与调度准则，建立中继卫星系统的任务调度模型。仿真结果表明，基于约束规划理论建立中继卫星调度模型是解决中继卫星调度问题的有效方法。     

An O(T log T) Algorithm for the Dynamic Lot Size Problem with Limited Storage and Linear Costs

In this paper the dynamic lot size problem with time varying storage capacities and linear costs is addressed. Like in the uncapacitated version, this problem can be formulated as a network flow problem. Considering the properties of the underlying network, we devise an O(T log T) greedy algorithm to obtain optimal policies and we report computational results for randomly generated problems.     

Global optimization for the sum of generalized polynomial fractional functions

In this paper, a branch and bound approach is proposed for global optimization problem (P) of the sum of generalized polynomial fractional functions under generalized polynomial constraints, which arises in various practical problems. Due to its intrinsic difficulty, less work has been devoted to globally solving this problem. By utilizing an equivalent problem and some linear underestimating approximations, a linear relaxation programming problem of the equivalent form is obtained. Consequently, the initial non-convex nonlinear problem (P) is reduced to a sequence of linear programming problems through successively refining the feasible region of linear relaxation problem. The proposed algorithm is convergent to the global minimum of the primal problem by means of the solutions to a series of linear programming problems. Numerical results show that the proposed algorithm is feasible and can successfully be used to solve the present problem (P).     

On finite convergence and constraint identification of subgradient projection methods

This paper deals with a continuous time, subgradient projection algorithm, shown to generate trajectories that accumulate to the solution set. Under a strong convexity assumption we show that convergence is exponential in norm. A sharpness condition yields convergence in finite time, and the necessary lapse is estimated. Invoking a constraint qualification and a non-degeneracy assumption, we demonstrate that optimally active constraints are identified in finite time.This research has been partially supported by Rutgers University, RUTCOR, New Brunswick, NJ 08903, USA, and by the Memorial Fund of Wilhelm Kheilhau.     

外控弱周期电位约束近似下电极BZ体系中极限环振荡的蜕变

在纯粹BZ反应体系的三变量Oregonator模型及电极过程动力学的基础上,建立了电极BZ反应体系的动力学模型.并在外控弱周期约束近似下,对这类电极BZ反应体系的慢流型上准定态进行了线性化稳定性分析;同时进一步对该类体系中有利于出现极限环振荡的范围进行了计算,绘制出了出现极限环振荡的参数区域.计算机模拟发现,由于外控电极电位的周期性变化,Pt电极反应相中出现极限环振荡的参数区域发生蜕变在极限环振荡区域内呈现的动力学行为是BZ反应的本征自组织行为,但其周期振幅已发生变异;而在振荡区域外体系则可出现对外控约束的纯粹响应性振荡,周期与外控约束电位振荡相同.