Search Results - subject:"Nonlinear programming"

On the convergence of inexact block coordinate descent methods for constrained optimization

Cassioli, A.; Di Lorenzo, D.; Sciandrone, M. - In: European Journal of Operational Research 231 (2013) 2, pp. 274-281

We consider the problem of minimizing a smooth function over a feasible set defined as the Cartesian product of convex compact sets. We assume that the dimension of each factor set is huge, so we are interested in studying inexact block coordinate descent methods (possibly combined with column...

Persistent link: https://www.econbiz.de/10010682477

Surrogate duality for robust optimization

Suzuki, Satoshi; Kuroiwa, Daishi; Lee, Gue Myung - In: European Journal of Operational Research 231 (2013) 2, pp. 257-262

Robust optimization problems, which have uncertain data, are considered. We prove surrogate duality theorems for robust quasiconvex optimization problems and surrogate min–max duality theorems for robust convex optimization problems. We give necessary and sufficient constraint qualifications...

Persistent link: https://www.econbiz.de/10010682488

Semi-infinite programming method for optimal power flow with transient stability and variable clearing time of faults

Tong, Xiaojiao; Ling, Chen; Wu, Soon-Yi; Qi, Liqun - In: Journal of Global Optimization 55 (2013) 4, pp. 813-830

This paper presents a new nonlinear programming problem arising in the control of power systems, called optimal power …

Persistent link: https://www.econbiz.de/10010634260

Modeling economic performance of interprovincial CO2 emission reduction quota trading in China

Zhou, P.; Zhang, L.; Zhou, D.Q.; Xia, W.J. - In: Applied Energy 112 (2013) C, pp. 1518-1528

province in China is first estimated. A nonlinear programming model is further developed to evaluate the economic performance …

Persistent link: https://www.econbiz.de/10010702713

Agricultural water trade under farmland fragmentation: A simulation analysis of an irrigation district in northwestern China

Takahashi, Taro; Aizaki, Hideo; Ge, Yingchun; Ma, Mingguo; … - In: Agricultural Water Management 122 (2013) C, pp. 63-66

, a nonlinear programming model replicating the local water market was constructed. The modelling analysis showed that the …

Persistent link: https://www.econbiz.de/10010664283

An automatic method to reach consensus in a local context for AHP group decision making

Dong, Yucheng; Xu, Weijun; Xu, Weidong - In: European Journal of Industrial Engineering 7 (2013) 4, pp. 456-474

In the analytic hierarchy process (AHP), Saaty's consistency index is performed to ensure that the preference information, provided in an individual judgement matrix, is neither random nor illogical. Based on the extension of Saaty's consistency index, this paper proposes a consensus index to...

Persistent link: https://www.econbiz.de/10010676313

A distance-based point-reassignment heuristic for the k-hyperplane clustering problem

Amaldi, Edoardo; Coniglio, Stefano - In: European Journal of Operational Research 227 (2013) 1, pp. 22-29

We consider the k-Hyperplane Clustering problem where, given a set of m points in Rn, we have to partition the set into k subsets (clusters) and determine a hyperplane for each of them, so as to minimize the sum of the squares of the Euclidean distances between the points and the hyperplane of...

Persistent link: https://www.econbiz.de/10011052661

An elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions in nonlinear programming

Birbil, S.I.; Frenk, J.B.G.; Still, G.J. - Erasmus University Rotterdam, Econometric Institute - 2005

In this note we give an elementary proof of the Fritz-John and Karush-Kuhn-Tucker conditions for nonlinear finite dimensional programming problems with equality and/or inequality constraints.The proof avoids the implicit function theorem usually applied when dealing with equality constraints and...

Persistent link: https://www.econbiz.de/10008584833

An Elementary Proof of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming

Birbil, S.I.; Frenk, J.B.G.; Still, G.J. - Erasmus Research Institute of Management (ERIM), ERIM … - 2005

Conditions in Nonlinear Programming S.I. Birbil, J. B. G. Frenk and G. J. Still ERASMUS RESEARCH INSTITUTE OF … Keywords Nonlinear programming, Fritz-John conditions, Karush-Kuhn-Tucker conditions Availability The ERIM Report Series is … of the Fritz-John and Karush-Kuhn-Tucker Conditions in Nonlinear Programming S¸. ˙I. Birbil†, J. B. G. Frenk‡∗ and G. J …

Persistent link: https://www.econbiz.de/10005288633

Multi-dimensional transitional dynamics : a simple numerical procedure

Trimborn, Timo; Koch, Karl-Josef; Steger, Thomas M. - 2005

Growth models often give rise to saddle-point stable dynamic systems with multi-dimensional stable manifolds. It is argued that standard solution procedures used to numerically approximate the transition process are generally inadequate when the (stable) eigenvalues differ substantially in...

Persistent link: https://www.econbiz.de/10011615962