搜索结果: 1-10 共查到“数学 optimization problems”相关记录10条 . 查询时间(0.093 秒)
Maximizing Expected Utility for Stochastic Combinatorial Optimization Problems
ExpectedStochastic CombinatorialProblems
2012/12/4
We study the stochastic versions of a broad class of combinatorial problems where the weights of the elements in the input dataset are uncertain. The class of problems that we study includes shortest ...
Sequential Convex Programming Methods for Solving Nonlinear Optimization Problems with DC constraints
Sequential convex programming DC constraint relaxation technique nonconvex optimization
2011/9/22
Abstract: This paper investigates the relation between sequential convex programming (SCP) as, e.g., defined in [24] and DC (difference of two convex functions) programming. We first present an SCP al...
Spectral Optimization Problems
optimization problems for eigenvalues shape optimization capacity
2011/2/21
In this survey paper we present a class of shape optimization problems where the cost function involves the solution of a PDE of elliptic type in the unknown domain.In particular, we consider cost fun...
Transversality Conditions for Higher Order Infinite Horizon Discrete Time Optimization Problems
Transversality condition Dynamic optimiza-tion Infinite horizon Higher order difference problems
2010/4/28
In this paper, we examine higher order difference problems. Using the "squeezing" argument, we derive both Euler's condition and the transversality condition. In order to derive the two conditions, tw...
IFS approximations of distribution functions and related optimization problems
iterated function systems optimization nonparametric statistics
2009/2/13
In this note an iterated function system (IFS) on the space of distribution functions
is built with the aim of proposing a new class of distribution function
estimators. One IFS estimator is propose...
Shape Optimization Problems over Classes of Convex Domains
Shape Optimization Problems Convex Domains
2009/2/5
We consider shape optimization problems of the form
\min\left\{\int_{\partial A} f(x,\nu(x))\hbox{d}x {\cal{H}^{n-1}} :A\in{\cal A}\right\}
where $f$ is any continuous function and the class ${\ca...
New Concepts of Well-Posedness for Optimization Problems with Variational Inequality Constraint
Variational Inequalities Minimum Problems Set-Valued Functions Well-Posedness Monotonicity Hemicontinuity
2008/6/30
In this note we present a new concept of well-posedness for Optimization Problems with constraints described by parametric Variational Inequalities or parametric Minimum Problems. We investigate some ...
Variational inequalities and optimization problems
variational inequalities optimization problems
2010/9/16
In this paper we survey the relationships between scalar and vector variational inequalities (of differential type) and the underlying optimization problem. We show that the variational inequalities o...
Modified Lagrangian and Least Root Approaches for General Nonlinear Optimization Problems
Generalized Lagrangian Zero duality gap least root approach
2007/12/11
In this paper we study nonlinear Lagrangian methods for optimization problems with side constraints. Nonlinear Lagrangian dual problems are introduced and their relations with the original problem are...
The Global Convergence of Self-scale BFGS Algorithm with Nonmonotone Line Search for Unconstrained Nonconvex Optimization Problems
nonmonotone line search self-scaling BFGS method global convergence
2007/12/11
The self-scaling quasi-Newton method solves an unconstrained optimization problem by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenva...