New Korkin-Zolotarev Inequalities

Korkin and Zolotarev showed that if $$\sum_i A_i(x_i-\sum_{j>i} \alpha_{ij}x_j)^2$$ is the Lagrange expansion of a Korkin–Zolotarev reduced positive definite quadratic form, then $A_{i+1}\geq \frac{3}{4} A_i$ and $A_{i+2}\geq \frac{2}{3}A_i$. They showed that the implied bound $A_{5}\geq \frac{4}{9}A_1$ is not attained by any KZ-reduced form. We propose a method to optimize numerically over the set of Lagrange … Read more

Some remarks about the transformation of Charnes and Cooper

In this paper we extend in a simple way the transformation of Charnes and Cooper to the case where the functional ratio to be considered are of similar polynomial Citation Universidad de San Luis Ejercito de Los Andes 950 San Luis(5700) Argentina Article Download View Some remarks about the transformation of Charnes and Cooper

Lot sizing with inventory gains

This paper introduces the single item lot sizing problem with inventory gains. This problem is a generalization of the classical single item capacitated lot sizing problem to one in which stock is not conserved. That is, the stock in inventory undergoes a transformation in each period that is independent of the period in which the … Read more

Using Partial Separability of Functions in Generating Set Search Methods for Unconstrained Optimisation

Generating set Search Methods (GSS), a class of derivative-free methods for unconstrained optimisation, are in general robust but converge slowly. It has been shown that the performance of these methods can be enhanced by utilising accumulated information about the objective function as well as a priori knowledge such as partial separability. This paper introduces a … Read more

Proximal Point Methods for Quasiconvex and Convex Functions With Bregman Distances

This paper generalizes the proximal point method using Bregman distances to solve convex and quasiconvex optimization problems on noncompact Hadamard manifolds. We will proved that the sequence generated by our method is well defined and converges to an optimal solution of the problem. Also, we obtain the same convergence properties for the classical proximal method, … Read more

Mosco stability of proximal mappings in reflexive Banach spaces

In this paper we establish criteria for the stability of the proximal mapping \textrm{Prox} $_{\varphi }^{f}=(\partial \varphi +\partial f)^{-1}$ associated to the proper lower semicontinuous convex functions $\varphi $ and $f$ on a reflexive Banach space $X.$ We prove that, under certain conditions, if the convex functions $\varphi _{n}$ converge in the sense of Mosco … Read more

Optimization of univariate functions on bounded intervals by interpolation and semidefinite programming

We consider the problem of minimizing a univariate, real-valued function f on an interval [a,b]. When f is a polynomial, we review how this problem may be reformulated as a semidefinite programming (SDP) problem, and review how to extract all global minimizers from the solution of the SDP problem. For general f, we approximate the … Read more

Primal-dual interior point methods for PDE-constrained optimization

This paper provides a detailed analysis of a primal-dual interior-point method for PDE-constrained optimization. Considered are optimal control problems with control constraints in $L^p$. It is shown that the developed primal-dual interior-point method converges globally and locally superlinearly. Not only the easier $L^\infty$-setting is analyzed, but also a more involved $L^q$-analysis, $q

A Lagrangian Heuristic for Satellite Range Scheduling with Resource Constraints

The task of scheduling communications between satellites and ground control stations is getting more and more critical since an increasing number of satellites must be controlled by a small set of stations. In such a congested scenario, the current practice, in which experts build hand-made schedules, often leaves a large number of communication requests unserved. … Read more

An improved algorithm for computing Steiner minimal trees in Euclidean d-space

We describe improvements to Smith’s branch-and-bound (B&B) algorithm for the Euclidean Steiner problem in R^d. Nodes in the B&B tree correspond to full Steiner topologies associated with a subset of the terminal nodes, and branching is accomplished by “merging” a new terminal node with each edge in the current Steiner tree. For a given topology … Read more