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1.
Robust linear optimization under general norms 总被引:1,自引:0,他引:1
We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients. 相似文献
2.
In this paper we propose a general integration scheme for a Multi-Criteria Decision Making model of the Multi-Attribute Utility
Theory in Constraint Programming. We introduce the Choquet integral as a general aggregation function for multi-criteria optimization
problems and define the Choquet global constraint that propagates this function during the Branch-and-Bound search. Finally the benefits of the propagation
of the Choquet constraint are evaluated on the examination timetabling problem. 相似文献
3.
We deal with the differential conditions for local optimality. The conditions that we derive for inequality constrained problems
do not require constraint qualifications and are the broadest conditions based on only first-order and second-order derivatives.
A similar result is proved for equality constrained problems, although the necessary conditions require the regularity of
the equality constraints. 相似文献
4.
Henry Wolkowicz 《Mathematical Programming》1980,19(1):32-60
The cones of directions of constancy are used to derive: new as well as known optimality conditions; weakest constraint qualifications; and regularization techniques, for the convex programming problem. In addition, the badly behaved set of constraints, i.e. the set of constraints which causes problems in the Kuhn—Tucker theory, is isolated and a computational procedure for checking whether a feasible point is regular or not is presented.This research was supported by the National Research Council of Canada and le Gouvernement du Quebec and is part of the author's Ph.D. Dissertation done at McGill University, Montreal, Que., under the guidance of Professor S. Zlobec. 相似文献
5.
In this paper we study constraint qualifications and duality results for infinite convex programs (P) = inf{f(x): g(x) – S, x C}, whereg = (g
1,g
2) andS = S
1 ×S
2,S
i
are convex cones,i = 1, 2,C is a convex subset of a vector spaceX, andf andg
i
are, respectively, convex andS
i
-convex,i = 1, 2. In particular, we consider the special case whenS
2 is in afinite dimensional space,g
2 is affine andS
2 is polyhedral. We show that a recently introduced simple constraint qualification, and the so-called quasi relative interior constraint qualification both extend to (P), from the special case thatg = g
2 is affine andS = S
2 is polyhedral in a finite dimensional space (the so-called partially finite program). This provides generalized Slater type conditions for (P) which are much weaker than the standard Slater condition. We exhibit the relationship between these two constraint qualifications and show how to replace the affine assumption ong
2 and the finite dimensionality assumption onS
2, by a local compactness assumption. We then introduce the notion of strong quasi relative interior to get parallel results for more general infinite dimensional programs without the local compactness assumption. Our basic tool reduces to guaranteeing the closure of the sum of two closed convex cones. 相似文献
6.
Simon W. de Leeuw John W. Perram Henrik G. Petersen 《Journal of statistical physics》1990,61(5-6):1203-1222
We derive expressions for the conjugate momenta and the Hamiltonian for classical dynamical systems subject to holonomic constraints. We give an algorithm for correcting deviations of the constraints arising in numerical solution of the equations of motion. We obtain an explicit expression for the momentum integral for constrained systems. 相似文献
7.
This paper presents two differential systems, involving first and second order derivatives of problem functions, respectively, for solving equality-constrained optimization problems. Local minimizers to the optimization problems are proved to be asymptotically stable equilibrium points of the two differential systems. First, the Euler discrete schemes with constant stepsizes for the two differential systems are presented and their convergence theorems are demonstrated. Second, we construct algorithms in which directions are computed by these two systems and the stepsizes are generated by Armijo line search to solve the original equality-constrained optimization problem. The constructed algorithms and the Runge–Kutta method are employed to solve the Euler discrete schemes and the differential equation systems, respectively. We prove that the discrete scheme based on the differential equation system with the second order information has the locally quadratic convergence rate under the local Lipschitz condition. The numerical results given here show that Runge–Kutta method has better stability and higher precision and the numerical method based on the differential equation system with the second information is faster than the other one. 相似文献
8.
带模糊约束的最小费用流问题 总被引:3,自引:1,他引:3
本文首次提出了带模糊约束的最小费用流问题,建立了相应的数学模型并给出了求解这一模型的有关算法。最后,给出了一个具体实例。 相似文献
9.
Jane J. Ye 《Journal of Mathematical Analysis and Applications》2005,307(1):350-369
In this paper we consider a mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with complementarity constraints. Various stationary conditions for MPECs exist in literature due to different reformulations. We give a simple proof to the M-stationary condition and show that it is sufficient for global or local optimality under some MPEC generalized convexity assumptions. Moreover, we propose new constraint qualifications for M-stationary conditions to hold. These new constraint qualifications include piecewise MFCQ, piecewise Slater condition, MPEC weak reverse convex constraint qualification, MPEC Arrow-Hurwicz-Uzawa constraint qualification, MPEC Zangwill constraint qualification, MPEC Kuhn-Tucker constraint qualification, and MPEC Abadie constraint qualification. 相似文献
10.
In this article, a multiobjective problem with a feasible set defined by inequality, equality and set constraints is considered, where the objective and constraint functions are locally Lipschitz. Several constraint qualifications are given and the relations between them are analyzed. We establish Kuhn-Tucker and strong Kuhn-Tucker necessary optimality conditions for (weak) quasi e?ciency in terms of the Clarke subdifferential. By using two new classes of generalized convex functions, su?cient conditions for local (weak) quasi e?cient are also provided. Furthermore, we study the Mond-Weir type dual problem and establish weak, strong and converse duality results. 相似文献