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1.
Dalila B. M. M. Fontes Eleni Hadjiconstantinou Nicos Christofides 《Journal of Global Optimization》2006,34(1):97-125
In this paper we obtain Lower Bounds (LBs) to concave cost network flow problems. The LBs are derived from state space relaxations
of a dynamic programming formulation, which involve the use of non-injective mapping functions guaranteing a reduction on
the cardinality of the state space. The general state space relaxation procedure is extended to address problems involving
transitions that go across several stages, as is the case of network flow problems. Applications for these LBs include: estimation
of the quality of heuristic solutions; local search methods that use information of the LB solution structure to find initial
solutions to restart the search (Fontes et al., 2003, Networks, 41, 221–228); and branch-and-bound (BB) methods having as
a bounding procedure a modified version of the LB algorithm developed here, (see Fontes et al., 2005a). These LBs are iteratively
improved by penalizing, in a Lagrangian fashion, customers not exactly satisfied or by performing state space modifications.
Both the penalties and the state space are updated by using the subgradient method. Additional constraints are developed to
improve further the LBs by reducing the searchable space. The computational results provided show that very good bounds can
be obtained for concave cost network flow problems, particularly for fixed-charge problems. 相似文献
2.
凹整数规划的分枝定界解法 总被引:3,自引:0,他引:3
凹整数规划是一类重要的非线性整数规划问题,也是在经济和管理中有着广泛应用的最优化问题.本文主要研究用分枝定界方法求解凹整数规划问题,这一方法的基本思想是对目标函数进行线性下逼近,然后用乘子搜索法求解连续松弛问题.数值结果表明,用这种分枝定界方法求解凹整数规划是有效的. 相似文献
3.
We analyse a model for equilibrium configurations of composite systems of nematic liquid crystal with polymer inclusions, in the presence of an external magnetic field. We assume that the system has a periodic structure, and consider the relaxed problem on the unit length constraint of the nematic director field. The relaxation of the Oseen–Frank energy functional is carried out by including bulk as well as surface energy penalty terms, rendering the problem fully non‐linear. We employ two‐scale convergence methods to obtain effective configurations of the system, as the size of the polymeric inclusions tends to zero. We discuss the minimizers of the effective energies for, both, the constrained as well as the unconstrained models. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
4.
We provide some inequalities and integral inequalities connected to the Jensen-Hadamard inequalities for convex functions.
In particular, we give some refinements to these inequalities. Some natural applications and further extensions are given.
Sunto Forniamo alcune diseguaglianze e diseguaglianze integrali connesse alle dise-gueglianze di Jensen-Hadamard per funzioni convesse. In particolare, diamo qualche miglioramento di queste diseguaglianze. Alcune applicazioni naturali ed ulteriori estensioni sono date.相似文献
5.
We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures
multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which
three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions
of the spectrum.
__________
Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007. 相似文献
6.
New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values 总被引:1,自引:1,他引:0
N. A. Sokolov 《Computational Mathematics and Mathematical Physics》2007,47(12):1952-1969
New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately. 相似文献
7.
Empirical minimization 总被引:3,自引:0,他引:3
We investigate the behavior of the empirical minimization algorithm using various methods. We first analyze it by comparing
the empirical, random, structure and the original one on the class, either in an additive sense, via the uniform law of large
numbers, or in a multiplicative sense, using isomorphic coordinate projections. We then show that a direct analysis of the
empirical minimization algorithm yields a significantly better bound, and that the estimates we obtain are essentially sharp.
The method of proof we use is based on Talagrand's concentration inequality for empirical processes.
Research partially supported by NSF under award DMS-0434393.
Research partially supported by the Australian Research Council Discovery Porject DP0343616. 相似文献
8.
Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations 总被引:5,自引:0,他引:5
A. A. Brown M. C. Bartholomew-Biggs 《Journal of Optimization Theory and Applications》1989,62(2):211-224
In this paper, we review briefly some methods for minimizing a functionF(x), which proceed by follwoing the solution curve of a system of ordinary differential equations. Such methods have often been thought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.This work was supported by a SERC research studentship for the first author. Both authors are indebted to Dr. J. J. McKeown and Dr. K. D. Patel of SCICON Ltd, the collaborating establishment, for their advice and encouragement. 相似文献
9.
在本文中,我们提出了双凹规划问题和更一般的广义凹规划问题。我们给出了双凹规划问题的整体最优性条件,并构造了一个有限终止外逼近算法。 相似文献
10.
In this paper,applying the concept of generalized KKM map,we study problems ofvariational inequalities.We weaken convexity(concavity)conditions for a functional of two variables■(x,y)in the general variational inequalities.Last,we show a proof of non-topological degree meth-od of acute angle principle about monotone operator as an application of these results. 相似文献