Local Feasible QP-Free Algorithms for the Constrained Minimization of SC1 Functions

We consider the problem of minimizing an SC¹ function subject to inequality constraints. We propose a local algorithm whose distinguishing features are that: (a) a fast convergence rate is achieved under reasonable assumptions that do not include strict complementarity at the solution; (b) the solution of only linear systems is required at each iteration; (c) all the points generated are feasible. After analyzing a basic Newton algorithm, we propose some variants aimed at reducing the computational costs and, in particular, we consider a quasi-Newton version of the algorithm.     

Fractional programming and characterization of some vertices of the feasible region

This paper considers a problem of nonlinear programming in which the objective function is the ratio of two linear functions and the constraints define a bounded and connected feasible region. Using a coordinate transformation, this problem is transformed into a simpler one, whose geometric interpretation is of particular significance. The transformation leads to a characterization of some special vertices of the feasible region from both the theoretical and operational points of view.     

有效点、弱有效点和真有效点的锥刻画

利用集合在某点的相依切锥、法向锥和可行方向锥等研究向量优化问题的有效点、 弱有效点和真有效点的特征,对局部有效点、局部弱有效点和局部真有效点与集合的各 锥之间的关系作了刻画.     

向量变分不等式的严格可行性问题

本篇文章首先定义了向量变分不等式的严格可行点概念,其次在假设了映射是强(D)-伪单调的情况下,证明了向量变分不等式解集非空有界与其严格可行点存在的等价性问题,推广了在数量变分不等式上得到的相应结果．     

变量有广义界线性规划的直接对偶单纯形法

本文讨论变量有广义界线性规划问题借助标准形线性规划同单纯形法技术，建立问题的一个直接对偶单纯形法。分析了方法的性质，给出了初始对偶可行基的计算方法，并用实例说明方法的具体操作。     

直接求线性规划可行基的一种方法

本文给出直接求线性规划问题基可行解的一种简易方法,该方法既避免了引入人工变量,减少存储,一般又能较快地得到一个较好的基可行解.     

Stochastic algorithms with armijo stepsizes for minimization of functions

Stochastic algorithms for optimization problems, where function evaluations are done by Monte Carlo simulations, are presented. At each iteratex _i, they draw a predetermined numbern(i) of sample points from an underlying probability space; based on these sample points, they compute a feasible-descent direction, an Armijo stepsize, and the next iteratex _i+1. For an appropriate optimality function , corresponding to an optimality condition, it is shown that, ifn(i) , then (x _i) 0, whereJ is a set of integers whose upper density is zero. First, convergence is shown for a general algorithm prototype: then, a steepest-descent algorithm for unconstrained problems and a feasible-direction algorithm for problems with inequality constraints are developed. A numerical example is supplied.     

“限时服务规则”下的复线船闸多目标调度优化

针对现有船舶过闸排队规则的欠缺,基于“限时服务规则”,构建复线船闸多目标双层优化调度模型:上层模型用于获得两个闸室安全区域的船舶排布可行方案;下层模型用于获得不同船舶排布可行方案的优化闸次数。下层模型分两个阶段完成:对符合“限时服务规则”的船舶,构建以闸次最少为目标的0-1规划模型,获得此类船舶安排的闸次;对其余船舶按照“先到先服务规则”,构建以闸次最少、闸室利用率最大为目标的多目标决策模型,获得不同船舶排布可行方案应该安排的频次。以位于江苏省干线航道上的某复线船闸某日24小时内过闸船舶的数据为例,计算结果表明:采用本文优化模型获得的优化方案与“经验编排方式”相比,两座船闸各节约2个闸次,两个船闸的平均闸室利用率分别提高了3.66和4.72个百分点。     

含一般模糊弹性约束的广义模糊变量线性规划

建立并讨论了一类含有一般模糊弹性约束的广义模糊变量线性规划问题.首先,简单介绍了结构元方法并对结构元加权排序中权函数表征决策者风险态度进行了深入分析.然后选取风险中性的决策者来定义序关系,应用Verdegay模糊线性规划方法将含一般模糊弹性约束的广义模糊变量线性规划转化经典的线性规划问题,简化了原问题的求解.最后通过数值算例进一步说明了该方法的有效性.     

Optimality theory for semi-infinite linear programming ∗

This paper presents an exhaustive approach to optimality theory in semi-infinite linear programming, placing a special emphasis on generality. After surveying optimality conditions for general problems, a detailed analysis is made of problems in which the coefficients are continuous functions of a parameter which varies on a compact set, adopting a feasible directions approach. Lastly, the case of analytical coefficients over an interval is considered in some detail.