Local Optimization Method with Global Multidimensional

This paper presents a new method for solving global optimization problems. We use a local technique based on the notion of discrete gradients for finding a cone of descent directions and then we use a global cutting angle algorithm for finding global minimum within the intersection of the cone and the feasible region. We present … Read more

A sufficient optimality criteria for linearly constrained, separable concave minimization problems

Sufficient optimality criteria for linearly constrained, concave minimization problems is given in this paper. Our optimality criteria is based on the sensitivity analysis of the relaxed linear programming problem. Our main result is similar to that of Phillips and Rosen (1993), however our proofs are simpler and constructive. Phillips and Rosen (1993) in their paper … Read more

Selfish routing in the presence of side constraints

The natural approach for describing network flow problems is to introduce side constraints that capture restrictions of a logical or technological nature, e.g., capacity constraints. We study the traffic equilibria arising from selfish routing of individual users in networks with side constraints. We examine first the case of linear latency functions. Under very general assumptions … Read more

On the Global Minimization of the Value-at-Risk

In this paper, we consider the nonconvex minimization problem of the value-at-risk (VaR) that arises from financial risk analysis. By considering this problem as a special linear program with linear complementarity constraints (a bilevel linear program to be more precise), we develop upper and lower bounds for the minimum VaR and show how the combined … Read more

Linear-quadratic control problem with a linear term on semiinfinite interval:theory and applications

We describe a complete solution of the linear-quaratic control problem with the linear term in the objective function on a semiinfinite interval. This problem has important applications to calculation of Nesterov-Todd and other primal-dual directions in infinite-dimensional setting. Citation Technical report, University of Notre Dame, December, 2003 Article Download View Linear-quadratic control problem with a … Read more

The dose-volume constraint satisfaction problem for inverse treatment planning with field segments

The prescribed goals of radiation treatment planning are often expressed in terms of dose-volume constraints. We present a novel formulation of a dose-volume constraint satisfaction search for the discretized radiation therapy model. This approach does not rely on any explicit cost function. The inverse treatment planning uses the aperture based approach with predefined, according to … Read more

Transfer function restoration in 3D electron microscopy via iterative data refinement

Three-dimensional electron microscopy (3D-EM) is a powerful tool for visualizing complex biological systems. As any other imaging device, the electron microscope introduces a transfer function (called in this field the Contrast Transfer Function, CTF) into the image acquisition process that modulates the various frequencies of the signal. Thus, 3D reconstructions performed with these CTF-affected projections … Read more

On an Approximation of the Hessian of the Lagrangian

In the context of SQP methods or, more recently, of sequential semidefinite programming methods, it is common practice to construct a positive semidefinite approximation of the Hessian of the Lagrangian. The Hessian of the augmented Lagrangian is a suitable approximation as it maintains local superlinear convergence under appropriate assumptions. In this note we give a … Read more

A Polytope for a Product of Real Linear Functions in 0/1 Variables

In the context of integer programming, we develop a polyhedral method for linearizing a product of a pair of real linear functions in 0/1 variables. As an example, by writing a pair of integer variables in binary expansion, we have a technique for linearizing their product. We give a complete linear description for the resulting … Read more

Weak Stationarity: Eliminating the Gap between Necessary and Sufficient Conditions

Starting from known necessary extremality conditions in terms of strict subdifferentials and normals the notion of weak stationarity is introduced. It is defined in terms of initial space elements. The necessary conditions become necessary and sufficient (for stationarity). Citation School of Information Technology and Mathematical Sciences, Centre of Information and Applied Optimization, University of Ballarat, … Read more