Error bounds for vector-valued functions on metric spaces

In this paper, we attempt to extend the definition and existing local error bound criteria to vector-valued functions, or more generally, to functions taking values in a normed linear space. Some new primal space derivative-like objects — slopes — are introduced and a classification scheme of error bound criteria is presented. Citation Published in Vietnam … Read more

A quadratically convergent Newton method for vector optimization

We propose a Newton method for solving smooth unconstrained vector optimization problems under partial orders induced by general closed convex pointed cones. The method extends the one proposed by Fliege, Grana Drummond and Svaiter for multicriteria, which in turn is an extension of the classical Newton method for scalar optimization. The steplength is chosen by … Read more

Real-Time Optimization Strategies for Building Systems

We propose real-time optimization strategies for energy management in building systems. We have found that exploiting building-wide multivariable interactions between CO2 and humidity, pressure, occupancy, and temperature leads to significant reductions of energy intensity compared with traditional strategies. Our analysis indicates that it is possible to obtain energy savings of more than 50% compared with … Read more

Multi-objective GRASP with path-relinking

In this paper we propose an adaptation of the GRASP metaheuristic to solve multi-objective combinatorial optimization problems. In particular we describe several alternatives to specialize the construction and improvement components of GRASP when two or more objectives are considered. GRASP has been successfully coupled with path-relinking for single-objective optimization. In this paper, we propose different … Read more

Coordinated cutting plane generation via multi-objective separation

In cutting plane methods, the question of how to generate the “best possible” set of cuts is both central and crucial. We propose a lexicographic multi-objective cutting plane generation scheme that generates, among all the maximally violated valid inequalities of a given family, an inequality that is undominated and maximally diverse w.r.t. the cuts that … Read more

Inexact projected gradient method for vector optimization

In this work, we propose an inexact projected gradient-like method for solving smooth constrained vector optimization problems. In the unconstrained case, we retrieve the steepest descent method introduced by Graña Drummond and Svaiter. In the constrained setting, the method we present extends the exact one proposed by Graña Drummond and Iusem, since it admits relative … Read more

Optimality conditions of set-valued optimization problem involving relative algebraic interior in ordered linear spaces

In this paper, firstly, a generalized subconvexlike set-valued map involving the relative algebraic interior is introduced in ordered linear spaces. Secondly, some properties of a generalized subconvexlike set-valued map are investigated. Finally, the optimality conditions of set-valued optimization problem are established. Citation {\bf AMS 2010 Subject Classifications:} 90C26, 90C29, 90C30 Article Download View Optimality conditions … Read more

Food Regulated Pareto Multi-Species: a new ACO Approach for the Multi-objective Shortest Path Problem

The use of metaheuristics in Multi-objective Combinatorial Optimization, particularly Ant Colony Optimization (ACO), has grown recently. This paper proposes an approach where multi-species ants compete for food resources. Each species has its own search strategy and do not access pheromone information of other species. As in nature, successful ant populations are allowed to grow, whereas … Read more

Concepts and Applications of Stochastically Weighted Stochastic Dominance

Stochastic dominance theory provides tools to compare random entities. When comparing random vectors (say X and Y ), the problem can be viewed as one of multi-criterion decision making under uncertainty. One approach is to compare weighted sums of the components of these random vectors using univariate dominance. In this paper we propose new concepts … Read more

A Dual Algorithm For Approximating Pareto Sets in Convex Multi-Criteria Optimization

We consider the problem of approximating the Pareto set of convex multi-criteria optimization problems by a discrete set of points and their convex combinations. Finding the scalarization parameters that maximize the improvement in bound on the approximation error when generating a single Pareto optimal solution is a nonconvex optimization problem. This problem is solvable by … Read more