The Variance-Penalized Stochastic Shortest Path Problem [PDF]
, 2022 The stochastic shortest path problem (SSPP) asks to resolve the non-deterministic choices in a Markov decision process (MDP) such that the expected accumulated weight before reaching a target state is maximized.
Piribauer, Jakob +2 more
core +1 more source
Relaxation for an optimal design problem with linear growth and perimeter penalization [PDF]
Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 2015 This paper is devoted to the relaxation and integral representation in the space of functions of bounded variation for an integral energy arising from optimal design problems. The presence of a perimeter penalization is also considered in order to avoid non-existence of admissible solutions and, in addition, this leads to an interaction in the limit ...
Graça Carita, ZAPPALE, ELVIRA
openaire +5 more sources
Infinite Penalization for Optimal Control Problems: An infinite‐dimensional optimization method for constrained optimization problems [PDF]
PAMM, 2013 AbstractWe present results on a method for infinite dimensional constrained optimization problems. In particular, we are interested in state constrained optimal control problems and discuss an algorithm based on penalization and smoothing. The algorithm contains update rules for the penalty and the smoothing parameter that depend on the constraint ...
Martin Gugat, Michael Herty
openaire +1 more source
Exact Penalization and Necessary Optimality Conditions for Multiobjective Optimization Problems with Equilibrium Constraints [PDF]
Abstract and Applied Analysis, 2014 A calmness condition for a general multiobjective optimization problem with equilibrium constraints is proposed. Some exact penalization properties for two classes of multiobjective penalty problems are established and shown to be equivalent to the calmness condition.
Zhu, Shengkun, Li, Shengjie
openaire +4 more sources
Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization [PDF]
, 2014 In this paper we study optimization problems with multivariate stochastic dominance constraints where the underlying functions are not necessarily linear. These problems are important in multicriterion decision making, since each component of vectors can
Xu, Huifu +2 more
core +1 more source
Decentralized multi-agent optimization based on a penalty method [PDF]
, 2021 We propose a decentralized penalty method for general convex constrained multi-agent optimization problems. Each auxiliary penalized problem is solved approximately with a special parallel descent splitting method.
Konnov I.V.
core
Topology optimization of microwave frequency dividing multiplexers [PDF]
, 2023 We use material-distribution-based topology optimization to design a three-port frequency dividing multiplexer at microwave frequencies. That is, by placing a good electric conductor inside the design domain, we aim to design a passive device that splits
Bokhari, Ahmad H. +10 more
core +1 more source
IEEE Access, 2020 Enhanced mobile broadband (eMBB) and ultra-reliable and low-latency communications (URLLC) are the two main expected services in the next generation of wireless networks.
Praveenkumar Korrai +5 more
doaj +1 more source
An Inertial Proximal-Gradient Penalization Scheme for Constrained Convex Optimization Problems [PDF]
Vietnam Journal of Mathematics, 2017 Proponemos un algoritmo de gradiente proximal con términos de penalización y efectos inerciales y de memoria para minimizar la suma de una función diferenciable adecuada, convexa e inferior y una función diferenciable convexa sujeta al conjunto de minimizadores de otra función diferenciable convexa.
Radu Ioan Boţ +2 more
openaire +2 more sources
Hybrid Newton-type method for a class of semismooth equations [PDF]
, 2002 In this paper, we present a hybrid method for the solution of a class of composite semismooth equations encountered frequently in applications. The method is obtained by combining a generalized finite-difference Newton method to an inexpensive direct ...
Pieraccini, Sandra
core +1 more source