Search

In this paper we address the problem of finding the simulated system with the best (maximum or minimum) expected performance when the number of systems is large and initial samples from each system have already been taken. This problem may be encountered when a heuristic search procedure--perhaps one originally designed for use in a deterministic environment --has been applied in a simulation-optimization context. Because of stochastic variation, the system with the best sample mean at the end of the search procedure may not coincide with the true best system encountered during the search. This paper develops statistical procedures that return the best system encountered by the search (or one near the best) with a prespecified probability. We approach this problem using combinations of statistical subset selection and indifference-zone ranking procedures. The subset-selection procedures, which use only the data already collected, screen out the obviously inferior systems, while the indifference-zone procedures, which require additional simulation effort, distinguish the best from the less obviously inferior systems. [ABSTRACT FROM AUTHOR]

This paper considers the case of a product consisting of several components, each of which is batch manufactured. It assumes that the product demands occur singly, and that the components are manufactured in equal-batch quantities in a reorder level-batch quantity system. The paper is concerned with the optimal phasing of the components in order to minimize the variance of holding cost for the product. It shows that the optimal policy is independent of the order of sequencing of the components and is given when the phase lag between consecutive components in the cycle is equal to [(Ai+Aj)/∑all i Ai. (q/2), where Ai, Aj are the unit values of the components, and q is the batch quantity. A specific example is included to illustrate the three-component case and the discrete practical solution for any number of components is indicated. [ABSTRACT FROM AUTHOR]

In this paper, we address the problem of determining the optimum antenna configuration for a multi-input multi-output (MIMO) system at any given signal-to-noise ratio (SNR). We used two-level differential evolution (DE) algorithm that finds both an appropriate expression among a set of candidate expressions within the list of the optimization software used, and the parameter values ( coefficients) belonging to the selected expression. The results of the proposed expression are compared with the results of high SNR approximation, asymptotic approach and optimum antenna number ratios. It is shown that the numerical outcomes produced by the new expression exhibit very good agreement with the optimum antenna number ratios, and this agreement is almost independent of the specific value of SNR. Copyright © 2010 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

This paper deals with multicriteria discrete-continuous problems of scheduling nonpreemptable jobs. The need for reusability and modularity leads us to build a “generic” optimisation and simulation framework, while the need to quickly generate good compromises between conflicting objectives requires the implementation of multicriteria scheduling models. This paper describes the practical possibilities of three hybrid models within this framework. The validation of the framework is presented in terms of its application to a real, highly constrained, discrete-continuous problem. The optimisation model is based on the hybridisation of a classical hill-climber meta-heuristic with the Promethee II multicriteria method. [ABSTRACT FROM AUTHOR]

This paper describes a heuristic algorithm for solving the plant/facility location problem by applying ant-colony optimization meta-heuristic. The facility location problem is discussed, and a mathematical formulation is presented. The problem is then modelled as a quadratic assignment problem. An ant algorithm is developed to solve the problem. The results reveal that the proposed algorithm can be adaptively constructed to solve discrete plant location problems. This has been applied to a set of known test problems and appears to be able to compete with other current solutions with encouraging results. [ABSTRACT FROM AUTHOR]

Randomizing (stochastic) global optimization algorithms can be viewed as sampling procedures, where at each iteration a local optimum is sampled from the set of local optima. The effectiveness of such an algorithm depends crucially on the sampling distribution, i.e., on the probabilities of sampling the various local optima. There exists a very large body of research on stochastic global optimization. However, very little is known about the sampling distribution itself and, in particular, on the specific way in which it depends on the function being optimized, on the region in which the search takes place, and on the optimization routine. In this paper we set out to examine these issues in some detail and present some first results in this direction. The case analyzed in this paper is the optimization of a one-dimensional function using a randomizing version of binary search. We give an effective (computable in quadratic time) formula for the sampling distribution and obtain various interesting properties of this distribution which are relevant to the behavior of the algorithm in practice. We also discuss some issues related to adaptive search. [ABSTRACT FROM AUTHOR]

Abstract This paper proposes a novel decomposition method based on user-preference and developed a variation of the decomposition based multi-objective optimization algorithm (MOEA/D) targeting only solutions in a small region of the Pareto-front defined by the preference information supplied by the decision maker (DM). This is particularly advantageous for solving multi-objective optimization problems (MOPs) with more than 3 objectives, i.e., many-objective optimization problems (MaOPs). As the number of objectives increases, the ability of an EMO algorithm to approximate the entire Pareto front (PF) is rapidly diminishing. In this paper, we first propose a novel scalarizing function making use of a series of new reference points derived from a reference point specified by the DM in the preference model. Based on this scalarizing function, we then develop a user-preference-based EMO algorithm, namely R-MOEA/D. One key merit of R-MOEA/D is that it does not rely on an estimation of the ideal point, which may impact significantly the performances of state-of-the-art decomposition based EMO algorithms. Our experimental results on multi-objective and many-objective benchmark problems have shown that R-MOEA/D provides a more direct and efficient search towards the preferred PF region, resulting in competitive performances. In an interactive setting when the DM changes the reference point during optimization, R-MOEA/D has a faster response speed and performance than the compared algorithms, showing its robustness and adaptability to changes of the preference model. Furthermore, the effectiveness of R-MOEA/D is verified on a real-world problem of reservoir flood control operations. [ABSTRACT FROM AUTHOR]

In the present paper, we consider the inequality constrained vector problem with continuously Fréchet differentiable objective functions and constraints. We obtain second-order necessary optimality conditions of Karush-Kuhn-Tucker type for weak efficiency. A new second-order constraint qualification of Zangwill type is introduced. It is applied in the optimality conditions. Some connections with other constraint qualifications are established. [ABSTRACT FROM AUTHOR]

This paper presents an approach, similar to penalty functions, for solving arbitrary mathematical programs. The surrogate mathematical program is a lesser constrained problem that, in some cases, may be solved with dynamic programming. The paper deals with the theoretical development of this surrogate approach. [ABSTRACT FROM AUTHOR]

This paper introduces novel numerical solution strategies for generalized semi-infinite optimization problems (GSIP), a class of mathematical optimization problems which occur naturally in the context of design centering problems, robust optimization problems, and many fields of engineering science. GSIPs can be regarded as bilevel optimization problems, where a parametric lower-level maximization problem has to be solved in order to check feasibility of the upper level minimization problem. The current paper discusses several strategies to reformulate this class of problems into equivalent finite minimization problems by exploiting the concept of Wolfe duality for convex lower level problems. Here, the main contribution is the discussion of the non-degeneracy of the corresponding formulations under various assumptions. Finally, these non-degenerate reformulations of the original GSIP allow us to apply standard nonlinear optimization algorithms. [ABSTRACT FROM AUTHOR]

Genetic algorithms (GAs) can precisely handle the discrete structural topology optimization of single-piece elastic structures called compliant mechanisms. The initial population of these elastic structures is mostly generated by assigning the material at random. This causes disconnected or unfeasible designs and further rule-based repairing can result in representation degeneracy. However, the problem-specific initial population can affect the performance of GAs like other operators. In this paper, a domain-specific initial population strategy is developed that generates geometrically feasible structures for path generating compliant mechanisms (PGCMs). It is coupled with the elitist non-dominated sorting genetic algorithm (NSGA-II) which has been customized for structural topology optimization. The performance of initial population strategy over random initialization using customized NSGA-II is checked on single and bi-objective optimization problems. Based on the results, it is observed that the custom initialization outperforms the random initialization by dominating all the solutions and exploring larger area of posed objectives. The elastic structures obtained by solving two examples of PGCMs using domain specific initial population strategy are also presented. [ABSTRACT FROM AUTHOR]

In this paper we explore the Vs-optimality criterion that was proposed in Ginsburg and Ben-Gal (IIE Trans. 2006; 38:445–461) as a new design-of-experiment (DOE) alphabetic optimality criterion. The Vs-optimality criterion seeks to minimize the variance of the optimal solution of an empirically fitted model. We show that the Vs-optimality citerion is well related to known alphabetic DOE criteria. However, it focuses on an 'optimization-seeking' experimental approach rather than an 'information-seeking' approach, which is often adopted by traditional optimality criteria. We illustrate the differences between these two approaches by a detailed example of a robust design of an RL-circuit. Copyright © 2009 John Wiley & Sons, Ltd. [ABSTRACT FROM AUTHOR]

In the paper we deal with lower bounds constructed for the asymptotic competitive ratio of semi-online bin packing and batched bin packing algorithms.We determine the bounds as the solutions of a related nonlinear optimization problem using theoretical analysis and a reliable numerical global optimization method. Our results improve the lower bounds given in Gutin et al. (Discrete Optim 2:71–82, 2005) for some special cases of the batched bin packing problem. [ABSTRACT FROM AUTHOR]

This paper points out that meta-heuristics should have not only robustness and adaptability to problems with different structure but also adjustability of parameters included in their algorithms. Particle swarm optimization (PSO), whose concept began as a simulation of a simplified social milieu, is known as one of the most powerful optimization methods for solving nonconvex continuous optimization problems. Then, in order to improve adjustability, a new parameter is introduced into PSO on the basis of the proximate optimality principle (POP). In this paper, we propose adaptive PSO and the effectiveness and the feasibility of the proposed approach are demonstrated on simulations using some typical nonconvex optimization problems. © 2005 Wiley Periodicals, Inc. Electr Eng Jpn, 151(3): 41–49, 2005; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/eej.20077 [ABSTRACT FROM AUTHOR]

The use of evolutionary strategies (ESs) to solve problems with multiple objectives [known as vector optimization problems (VOPs)] has attracted much attention recently. Being population-based approaches, ESs offer a means to find a set of Pareto-optimal solutions in a single run. Differential evolution (DE) is an ES that was developed to handle optimization problems over continuous domains. The objective of this paper is to introduce a novel Pareto-frontier differential evolution (PDE) algorithm to solve VOPs. The solutions provided by the proposed algorithm for two standard test problems, outperform the ‘strength Pareto evolutionary algorithm’, one of the state-of-the-art evolutionary algorithm for solving VOPs. [ABSTRACT FROM AUTHOR]

Bilevel programming involves two optimization problems where the constraint region of the first-level problem is implicitly determined by another optimization problem. This model has been applied to decentralized planning problems involving a decision process with a hierarchical structure. In this paper, we consider the bilevel linear fractional/linear programming problem, in which the objective function of the first-level is linear fractional, the objective function of the second level is linear, and the common constraint region is a polyhedron. For this problem, taking into account the relationship between the optimization problem of the second level and its dual, a global optimization approach is proposed that uses an exact penalty function based on the duality gap of the second-level problem. [ABSTRACT FROM AUTHOR]

Over recent years, increasing attention has been devoted to the problem of estimating Origin/Destination (O/D) matrices by using traffic counts, named in the following O/D Count Based Estimation (ODCBE) problem. These methods combine traffic flow measures with other available information to "correct" and improve an initial estimate of the O/D trip matrix. Virtually all models and procedures proposed in the literature are formulated as mathematical programming problems. Most ODCBE models use a relationship relating traffic counts to the unknown O/D matrix; this relationship is often in the form of an explicit estimate of the assignment matrix, i.e., of the fractions of O/D flows using each link of the network for which traffic counts are available. The computation of the assignment matrix is not trivial for congested networks, where travel costs and path choice fractions depend on flows. This problem has been dealt with in relatively few papers in the literature, usually formulated as a bilevel optimisation model under the assumption of a Deterministic User Equilibrium (DUE) assignment model. In this paper, the general within-day static ODCBE problem for congested networks is formulated as a fixed-point problem of an implicit function which results from the solution of a mathematical programming problem. In other words, the solution of the ODCBE problem is an O/D matrix that, once assigned to the network, reproduces flows and costs consistent with the values used to compute the assignment matrix. Fixed-point theorems and algorithms have been extended to the problem at hand. Different fixed-point algorithms, namely, Functional Iteration, Method of Successive Averages, and Method of Successive Averages with Decreasing Reinitialisation are proposed, and their performances are compared on a small test network. It has been verified that all algorithms converge to the same solution, though with different speeds. Furthermore, the fixed-point solution outperforms the... [ABSTRACT FROM AUTHOR]

Conventional supervised learning in neural networks is carried out by performing unconstrained minimization of a suitably defined cost function. This approach has certain drawbacks, which can be overcome by incorporating additional knowledge in the training formalism. In this paper, two types of such additional knowledge are examined: Network specific knowledge (associated with the neural network irrespectively of the problem whose solution is sought) or problem specific knowledge (which helps to solve a specific learning task). A constrained optimization framework is introduced for incorporating these types of knowledge into the learning formalism. We present three examples of improvement in the learning behaviour of neural networks using additional knowledge in the context of our constrained optimization framework. The two network specific examples are designed to improve convergence and learning speed in the broad class of feedforward networks, while the third problem specific example is related to the efficient factorization of 2-D polynomials using suitably constructed sigma-pi networks. [ABSTRACT FROM AUTHOR]

We study convex optimization problems for which the data is not specified exactly and it is only known to belong to a given uncertainty set U, yet the constraints must hold for all possible values of the data from U. The ensuing optimization problem is called robust optimization. In this paper we lay the foundation of robust convex optimization. In the main part of the paper we show that if U is an ellipsoidal uncertainty set, then for some of the most important generic convex optimization problems (linear programming, quadratically constrained programming, semidefinite programming and others) the corresponding robust convex program is either exactly, or approximately, a tractable problem which lends itself to efficient algorithms such as polynomial time interior point methods. [ABSTRACT FROM AUTHOR]

This paper compares solution concepts associated with three location problems on a network: (i) a single-facility distance minimization problem; (ii) a two-facility spatial competition problem; and (iii) a single-facility locational voting problem. It is shown that the three problems have a common global solution when the network exhibits a property of symmetry around a point. For more general networks, this ceases to be true for global solutions but an identity holds for local solutions. [ABSTRACT FROM AUTHOR]

In a recent paper [3] the authors gave sufficient conditions for the weak convergence of a sequence of discrete time Markov decision drift processes to a related continuous time Markov decision drift process. The goal of this analysis was to obtain for the continuous time model conditions for optimality of a limit point of a sequence of discounted discrete time optimal policies. However, the general conditions in [3] can only be applied to a very restrictive class of models. To obtain more widely applicable conditions we are concerned in this paper not with the weak convergence of the stochastic processes induced by policies, but rather with the convergence of the total expected discounted costs. Special attention is paid to the case of unbounded cost functions. Sufficient conditions on model parameters and policies are given to guarantee the convergence of the expected discounted costs of a sequence of discrete time models to those of a related continuous time model These results are used to identify the optimal policy of a continuous lime model by means of the optimal policies of a sequence of approximating discrete time models. An application to an M/M/l queueing model is given. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to take stock of what is known and to suggest some conceptual foundations for future progress in the areas of postoptimality analysis and parametric optimization techniques for integer programming. [ABSTRACT FROM AUTHOR]

This paper considers the problem of finding minimal length tree networks on the unit sphere Φ of a given point set (V) where distance is measured along great circular arcs. The related problems of finding a Steiner Minimal Tree SMT (V) and of finding a Minimum Spanning Tree MST(V) are treated through a simplicial decomposition technique based on computing the Delaunay Triangulation DT (V) and the Voronoi Diagram VD(V) of the given point set. O (N log N) algorithms for computing DT(V), VD(V), and WST(V) as well as an O(N log N) heuristic for finding a sub-optimal SMT(V) solution are presented, together with experimental results for randomly distributed points on Φ. [ABSTRACT FROM AUTHOR]

Three possible approaches to stochastic programming problems defined in time (so that they contain random processes) are described in this paper: (1) an application of the extremal theory of random processes; (2) an exponential penalty model approach related to scenario analysis; (3) a modification of the entropic penalty approach. Explicit results are derived for some special cases. [ABSTRACT FROM AUTHOR]

The purpose of the paper is to give a survey of methods, partly derived by the author in joint work with other researchers, concerning the problem of constructing e-optimal strategies for partially observable MDPs. The methods basically consist in transforming the problem into one of approximation: Starting from the original problem a sequence of approximating problems is constructed such that: (i) For each approximating problem an optimal strategy can actually be computed, (ii) Given ϵ » 0, there exists an approximating problem such that the optimal strategy for the latter is ϵ-optimal for the original problem. [ABSTRACT FROM AUTHOR]

This paper concerns the problem of locating a central facility on a connected network N. The network, N, could be representative of a transport system, while the central facility takes the form of a connected subgraph of N. The problem is to locate a central facility of minimum length so that each of several demand points on N is covered by the central facility a demand point at vi in N is covered by the central facility if the shortest path distance between vi and the closest point in the central facility does not exceed a parameter ri. This location problem is NP-hard, but for certain special cases, efficient solution methods are available. [ABSTRACT FROM AUTHOR]

This paper describes and discusses some search problems, starting with the case of no false contacts, to provide a foundation for developing a search theory in the presence of false contacts. Important properties of the search plan are defined and illustrated by examples. After a general description of false-contact generators and alternative actions that may be used when contacts are made, the problem is formulated for the case in which false contacts are generated by real stationary objects that are investigated when contacted. It is shown that the formulation and solution of the standard optimization functionals are contingent on the number of false targets found, in general, and possibly on the locations and times of contact as well. The optimization functional is difficult to write and more difficult to solve. The formulation is made for the expected-time functional when the number of false targets is bounded. Finally, the paper outlines a procedure for ending the solution and illustrates it with an example. [ABSTRACT FROM AUTHOR]

This paper considers the problem of optimal search for a stationary target when the detection capability of the search sensor, as characterized by its sweep width, is fixed but not known in advance. Most of the results are confined to the assumption of a gamma prior sweep-width distribution and to the cases of normal and uniform prior target-location distributions. Explicit formulas are obtained for the optimal search plans, the probability of detection versus time, the expected time to detection, and the posterior marginal distributions for target location and sweep width. In the case of a normal prior target-location distribution, expected time to detection is compared for the optimal plan and search plans based on the assumption of a known value for sweep width; this includes a sensitivity analysis treating actual sweep width as a parameter. For a target of value, the search plan that maximizes expected net return is determined. This plan requires specification of a rule for terminating an unsuccessful search. Explicit results are given assuming a nonincreasing target value and a nondecreasing search-cost rate. [ABSTRACT FROM AUTHOR]

Randomly-generated linear programming problems of three different types and five different sizes were solved by the criss-cross method and by the simplex method. One hundred problems of each type and size were solved, and the results are overwhelmingly favorable to the criss-cross method. An improvement to the criss-cross method used in these tests is given, and the extension of the results of the paper to variations of the criss-cross and simplex methods is discussed. [ABSTRACT FROM AUTHOR]

The paper suggests a new-to the best of the author's knowledge-characterization of decisions, which are optimal in the multi-objective optimization problem with respect to a definite proper preference cone, a Euclidean cone with a prescribed angular radius. The main idea is to use the angle distances between the unit vector and points of utility space. A necessary and sufficient condition for the optimality in the form of an equation is derived. The first-order necessary optimality conditions are also obtained. [ABSTRACT FROM AUTHOR]

The vertex coloring problem is a classical problem in combinatorial optimization that consists of assigning a color to each vertex of a graph such that no adjacent vertices share the same color, minimizing the number of colors used. Despite the various practical applications that exist for this problem, its NP-hardness still represents a computational challenge. Some of the best computational results obtained for this problem are consequences of hybridizing the various known heuristics. Automatically revising the space constituted by combining these techniques to find the most adequate combination has received less attention. In this paper, we propose exploring the heuristics space for the vertex coloring problem using evolutionary algorithms. We automatically generate three new algorithms by combining elementary heuristics. To evaluate the new algorithms, a computational experiment was performed that allowed comparing them numerically with existing heuristics. The obtained algorithms present an average 29.97% relative error, while four other heuristics selected from the literature present a 59.73% error, considering 29 of the more difficult instances in the DIMACS benchmark. [ABSTRACT FROM AUTHOR]

To make a decision that is defined by multiple, conflicting objectives it is necessary to know the relative importance of the different objectives. In this paper we present an interactive method and the underlying theory for solving multiple objective mathematical programming problems defined by a convex feasible region and concave, continuously differentiable objective functions. The relative importance of the different objectives for a decision maker is elicited by using binary comparisons of objective function vectors. The method is cognitively easy to use and in test problems has rapidly converged to an optimal solution. [ABSTRACT FROM AUTHOR]

In this paper, an efficient computation method is developed for solving a general class of minmax optimal control problems, where the minimum deviation from the violation of the continuous state inequality constraints is maximized. The constraint transcription method is used to construct a smooth approximate function for each of the continuous state inequality constraints. We then obtain an approximate optimal control problem with the integral of the summation of these smooth approximate functions as its cost function. A necessary condition and a sufficient condition are derived showing the relationship between the original problem and the smooth approximate problem. We then construct a violation function from the solution of the smooth approximate optimal control problem and the original continuous state inequality constraints in such a way that the optimal control of the minmax problem is equivalent to the largest root of the violation function, and hence can be solved by the bisection search method. The control parametrization and a time scaling transform are applied to these optimal control problems. We then consider two practical problems: the obstacle avoidance optimal control problem and the abort landing of an aircraft in a windshear downburst. [ABSTRACT FROM AUTHOR]

Emerging applications for networked and cooperative robots motivate the study of motion coordination for groups of agents. For example, it is envisioned that groups of agents will perform a variety of useful tasks including surveillance, exploration, and environmental monitoring. This paper deals with basic interactions among mobile agents such as "move away from the closest other agent" or "move toward the furthest vertex of your own Voronoi polygon." These simple interactions amount to distributed dynamical systems because their implementation requires only minimal information about neighboring agents. We characterize the close relationship between these distributed dynamical systems and the disk-covering and sphere-packing cost functions from geometric optimization. Our main results are as follows: (i) we characterize the smoothness properties of these geometric cost functions, (ii) we show that the interaction laws are variations of the nonsmooth gradient of the cost functions, and (iii) we establish various asymptotic convergence properties of the laws. The technical approach relies on concepts from computational geometry, nonsmooth analysis, and nonsmooth stability theory. [ABSTRACT FROM AUTHOR]

In this paper, we focus on heuristic approaches for solving the deterministic job shop scheduling problem. More specifically, a new priority dispatch rule and hybrid rollout algorithms are developed for approaching the problem under consideration. The proposed solution algorithms are tested on a set of instances taken from the literature and compared with other methods. The computational results validate the effectiveness of the developed solution approaches and show that the proposed rollout algorithms are competitive with respect to several state-of-art heuristics for solving the job shop scheduling problem. [ABSTRACT FROM AUTHOR]

Abstract: Scalarization of the multiobjective programming problems with fuzzy coefficients using the embedding theorem and the concept of convex cone (ordering cone) is proposed in this paper. Since the set of all fuzzy numbers can be embedded into a normed space, this motivation naturally inspires us to invoke the scalarization techniques in vector optimization problems to evaluate the multiobjective programming problems with fuzzy coefficients. Two solution concepts are proposed in this paper by considering different convex cones. [Copyright &y& Elsevier]

During the last years nature inspired intelligent techniques have become attractive for analyzing large data sets and solving complex optimization problems. In this paper, one of the most interesting of them, the Ant Colony Optimization (ACO), is used for the construction of a hybrid algorithmic scheme which effectively handles the Pap Smear Cell classification problem. This algorithmic approach is properly combined with a number of nearest neighbor based approaches for performing the requested classification task, through the solution of the so-called optimal feature subset selection problem. The proposed complete algorithmic scheme is tested in two sets of data. The first one consists of 917 images of pap smear cells and the second set consists of 500 images, classified carefully by expert cyto-technicians and doctors. Each cell is described by 20 numerical features, and the cells fall into seven (7) classes, four (4) representing normal cells and three (3) abnormal cases. Nevertheless, from the medical diagnosis viewpoint, a minimum requirement corresponds to the general two-class problem of correct separation between normal from abnormal cells. [ABSTRACT FROM AUTHOR]

In incomplete financial markets not every contingent claim can be replicated by a self-financing strategy. The risk of the resulting shortfall can be measured by convex risk measures, recently introduced by Föllmer and Schied (2002). The dynamic optimization problem of finding a self-financing strategy that minimizes the convex risk of the shortfall can be split into a static optimization problem and a representation problem. It follows that the optimal strategy consists in superhedging the modified claim [image omitted] , where H is the payoff of the claim and [image omitted] is a solution of the static optimization problem, an optimal randomized test. In this paper, necessary and sufficient optimality conditions are deduced for the static problem using convex duality methods. The solution of the static optimization problem turns out to be a randomized test with a typical 0-1-structure. [ABSTRACT FROM AUTHOR]

In this paper, we introduce a definition of generalized convexlike functions (preconvexlike functions). Then, under the weakened convexity, we study vector optimization problems in Hausdorff topological linear spaces. We establish some generalized Motzkin theorems of the alternative. By use of these theorems of the alternative, we obtain some Lagrangian multiplier theorems. A saddle-point theorem and a scalarization theorem are also derived. [ABSTRACT FROM AUTHOR]

In this paper, we study the relationship between bilevel optimization and multicriteria optimization. Given a bilevel optimization problem, we introduce an order relation such that the optimal solutions of the bilevel problem are the nondominated points with respect to the order relation. In the case where the lower-level problem of the bilevel optimization problem is convex and continuously differentiable in the lower-level variables, this order relation is equivalent to a second, more tractable order relation. Then, we show how to construct a (nonconvex) cone for which we can prove that the nondominated points with respect to the order relation induced by the cone are also nondominated points with respect to any of the two order relations mentioned before. We comment also on the practical and computational implications of our approach. [ABSTRACT FROM AUTHOR]

In this paper, the study of the class of biochemical systems known as zero deficiency networks is extended to the case of time-varying kinetic parameters. We show that the resulting class of nonlinear systems with inputs satisfies a notion of input-to-state stability uniformly over a set of parameters. In particular, the input-to-state stability estimates allow us to characterize the robustness of zero deficiency networks with respect to perturbations in the parameters as well as study their stability when the reaction rates are controlled by an independent process. [ABSTRACT FROM AUTHOR]

The purpose of this paper is to extend, as much as possible, the modern theory of condition numbers for conic convex optimization: ... to the more general nonconic format: ... where P is any closed convex set, not necessarily a cone, which we call the ground-set. Although any convex problem can be transformed to conic form, such transformations are neither unique nor natural given the natural description of many problems, thereby diminishing the relevance of data-based condition number theory. Herein we extend the modern theory of condition numbers to the problem format (GPd). As a byproduct, we are able to state and prove natural extensions of many theorems from the conic-based theory of condition numbers to this broader problem format. [ABSTRACT FROM AUTHOR]

We introduce a new barrier-type function which is not, a barrier function in the usual sense: it has finite value at the boundary of the feasible region. Despite this, the iteration bound of a large-update interior-point method based on this function is shown to be O(square root of n (log n) log n/epsilon), which is as good as tile currently best known bound for large update methods. The recently introduced properly of exponential convexity for the kernel function underlying the barrier function, as well as the strong convexity of the kernel function, are crucial in the analysis. [ABSTRACT FROM AUTHOR]

We consider a class of maximum flow problems formulated in a directed network where the ire flows vary as Lebesgue-measurable functions of time,-and storage is allowed at the nodes of the network. A max flow-min cut result of Anderson, Nash and Philpott [1] is extended to cover the case where each arc has a traversal time,-the ideas of the paper are then applied to derive some simple results on emptying networks at least cost. [ABSTRACT FROM AUTHOR]

In dynamic programming and decomposition methods one often applies an iterated minimization procedure. The problem variables are partitioned into several blocks, say x and y. Treating y as a parameter, the first phase consists of minimization with respect to the variable x. In a second phase the minimization of the resulting optimal value function depending on y is considered. In this paper we treat this basic idea on a local level. It turns out that strong stability (in the sense of Kojima) in the first phase is a natural assumption. In order to show that the iterated local minima of the parametric problem lead to a local minimum for the whole problem, we use a generalized version of a positive definiteness criterion of Fujiwara-Han-Mangasarian. [ABSTRACT FROM AUTHOR]

The paper presents an analytical description of a state-dependent assignment policy, where different assignments of attributes to objects are employed under different states. Various considerations, other than optimizing an objective function, present themselves for such cases—for example, the existence of groups of assignees with certain levels of intragroup assignment uniformity, the stability of the policy over states, the presence of a revealed preference ordering of the assignments, and others. An approach towards a quantitative treatment of such features of a state-dependent assignment policy is discussed, and in particular a uniformity measure is defined and its properties are investigated. Potential uses of the model are suggested for urban emergency services, questionnaire analysis, task allocation, medical diagnosis, and dynamic computer program behavior. Three implementations for questionnaire analysis are reported. [ABSTRACT FROM AUTHOR]

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In this paper, two different decision models for the planning of highway pavement improvements are presented. In the first model, we want to get a prescribed improvement in the state of the highway network with minimal agency cost. In the second model, a given amount of money is distributed between the highway sections in different states in such a way that the achieved improvements should be the best in some sense. The first model helps the administration in the estimation of the necessary cost for the annual highway improvements. The second model in addition gives an objective tool to the administration for the distribution of the total amount of money between the different regions of the country. We present the construction of the models in detail. Both of them use Markov transition probabilities according to the states of the highway sections and produce a special structure, large-scale, linear programming problem. Some numerical results are presented on the data from Hungarian highways. [ABSTRACT FROM AUTHOR]

This paper presents a numerical method for solving quantile optimization problems, i.e. stochastic programming problems in which the quantile of the distribution of an objective function is the criterion to be optimized. [ABSTRACT FROM AUTHOR]