Results 1 to 10 of about 236 (35)
Nonlinear Engineering, 2023 This article develops duality principles, a related convex dual formulation and primal dual formulations suitable for the local and global optimization of non convex primal formulations for a large class of models in physics and engineering.
Botelho Fabio Silva
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Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization [PDF]
, 2015 In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in [15] and the ...
Necoara, Ion +2 more
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Optimal pricing for optimal transport [PDF]
, 2014 Suppose that $c(x,y)$ is the cost of transporting a unit of mass from $x\in X$ to $y\in Y$ and suppose that a mass distribution $\mu$ on $X$ is transported optimally (so that the total cost of transportation is minimal) to the mass distribution $\nu$ on $
Bartz, Sedi, Reich, Simeon
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On the connection of facially exposed and nice cones [PDF]
, 2012 A closed convex cone K is called nice, if the set K^* + F^\perp is closed for all F faces of K, where K^* is the dual cone of K, and F^\perp is the orthogonal complement of the linear span of F.
Pataki, Gabor
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Fuzzy optimization of primal-dual pair using piecewise linear membership functions [PDF]
, 2012 Present paper improves the model of Bector and Chandra [Fuzzy Sets and Systems, 125 (2002) 317-325] on duality in fuzzy linear programming by using non-linear membership functions.
Kumar S., Pandey D.
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Dualization and discretization of linear-quadratic control problems with bang–bang solutions
EURO Journal on Computational Optimization, 2016 We consider linear-quadratic (LQ) control problems, where the control variable appears linearly and is box-constrained. It is well-known that these problems exhibit bang–bang and singular solutions. We assume that the solution is of bang–bang type, which
Walter Alt +2 more
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Exact duality in semidefinite programming based on elementary reformulations [PDF]
, 2015 In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an elementary approach: we reformulate any semidefinite system of the ...
Liu, Minghui, Pataki, Gabor
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Bad semidefinite programs: they all look the same [PDF]
, 2017 Conic linear programs, among them semidefinite programs, often behave pathologically: the optimal values of the primal and dual programs may differ, and may not be attained. We present a novel analysis of these pathological behaviors.
Bauschke H. +6 more
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On nonsmooth multiobjective fractional programming problems involving (p, r)− ρ −(η ,θ)- invex functions [PDF]
, 2013 A class of multiobjective fractional programming problems (MFP) is considered where the involved functions are locally Lipschitz. In order to deduce our main results, we introduce the definition of (p,r)−ρ −(η,θ)-invex class about the Clarke ...
Jayswal Anurag +2 more
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Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations [PDF]
, 2017 In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients and portfolio strategies with convex constraints.
Li, Yusong, Zheng, Harry
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