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51.
L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
52.
53.
廖业元 《北京交通大学学报(自然科学版)》1992,(1)
在用“奇偶点图上作业法”求解“中国邮路问题”时,需检查图中的每一个回路.当图中回路较多时,检查不便且易出错.针对此,本文建立了求解“中国邮路问题”的0-1规划模型,并给出了算例。 相似文献
54.
This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period. 相似文献
55.
对美国HONEYWELL公司S9000DCS系统软件和系统数据进行了结构分析,着重研究并总结出S9000历史数据库的数据结构,开发出TSR型实用软件,实现了S9000汉化报表生成,同时也拓宽了S9000在工业生产中的实际应用范围。 相似文献
56.
We prove that RANDOM EDGE, the simplex algorithm that always chooses a random improving edge to proceed on, can take a mildly exponential number of steps in the model of abstract objective functions (introduced by Williamson Hoke [Completely unimodal numberings of a simple polytope, Discrete Appl. Math. 20 (1988) 69-81.] and by Kalai [A simple way to tell a simple polytope from its graph, J. Combin. Theory Ser. A 49(2) (1988) 381-383.] under different names). We define an abstract objective function on the n-dimensional cube for which the algorithm, started at a random vertex, needs at least exp(const·n1/3) steps with high probability. The best previous lower bound was quadratic. So in order for RANDOM EDGE to succeed in polynomial time, geometry must help. 相似文献
57.
尚英姿 《武汉大学学报(理学版)》2007,53(1):37-40
为了解决蛋白质三维结构比对需要处理大量的旋转、平移变换,直接用动态规划将变得十分繁琐这一问题,在保留蛋白质空间结构属性特征的基础上,对蛋白质三维数据进行了预先的处理.通过计算蛋白质结构在旋转和平移下的几何不变量,将蛋白质的三维结构坐标变换为具有旋转、平移不变性的一维序列.进一步给出了“距离”以及“相似得分”的定义.在此基础上采用动态规划方法给出了新的蛋白质结构比对算法.对专家分类的蛋白质结构数据库进行测试,结果显示准确、快速. 相似文献
58.
Juan Pablo Vielma 《Operations Research Letters》2007,35(1):29-35
Two independent proofs of the polyhedrality of the split closure of mixed integer linear program have been previously presented. Unfortunately neither of these proofs is constructive. In this paper, we present a constructive version of this proof. We also show that split cuts dominate a family of inequalities introduced by Köppe and Weismantel. 相似文献
59.
Wei Wang Li-Ping Pang Zun-Quan Xia 《应用数学学报(英文版)》2007,23(1):29-38
In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given. 相似文献
60.
曾净 《陕西师范大学学报(自然科学版)》2006,(Z2)
编程是指用程序设计语言来生成能够被计算机识别的系统过程.在编程过程中,随着计算机的发展,人们采用过各种各样的方法,过去基本上采用的是面向过程的程序设计方法,而现在采用的是面向对象的程序设计方法.文中就面向对象程序设计方法中类的概念和应用做了一些讨论. 相似文献