An algorithm for clustering based on non-smooth optimization techniques
- Authors: Bagirov, Adil , Rubinov, Alex , Sukhorukova, Nadezda , Yearwood, John
- Date: 2003
- Type: Text , Journal article
- Relation: International Transactions in Operational Research Vol. 10, no. 6 (2003), p. 611-617
- Full Text: false
- Reviewed:
- Description: The problem of cluster analysis is formulated as a problem of non-smooth, non-convex optimization, and an algorithm for solving the cluster analysis problem based on non-smooth optimization techniques is developed. We discuss applications of this algorithm in large databases. Results of numerical experiments are presented to demonstrate the effectiveness of this algorithm.
- Description: C1
- Description: 2003000422
Analysis of the Australian credit database
- Authors: Rubinov, Alex , Sukhorukova, Nadezda , Yearwood, John
- Date: 2003
- Type: Text , Conference paper
- Relation: Paper presented at the Symposium on Industrial Optimisation and the 9th Australian Optimisation Day, Perth : 30th September, 2002
- Full Text: false
- Reviewed:
- Description: E1
- Description: 2003000353
Cutting angle method and a local search
- Authors: Bagirov, Adil , Rubinov, Alex
- Date: 2003
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 27, no. 2-3 (Nov 2003), p. 193-213
- Full Text: false
- Reviewed:
- Description: The paper deals with combinations of the cutting angle method in global optimization and a local search. We propose to use special transformed objective functions for each intermediate use of the cutting angle method. We report results of numerical experiments which demonstrate that the proposed approach is very beneficial in the search for a global minimum.
- Description: C1
- Description: 2003000438
Dynamic reconfiguration of telecommunication networks
- Authors: Dzalilov, Zari , Ouveysi, Iradj , Rubinov, Alex
- Date: 2003
- Type: Text , Conference paper
- Relation: Paper presented at the Industrial Optimisation 2003 Conference, Perth : 30th October, 2002
- Full Text: false
- Reviewed:
- Description: E1
- Description: 2003000451
Dynamical systems based on a fuzzy derivative and its applications to data classification
- Authors: Mammadov, Musa , Rubinov, Alex , Yearwood, John
- Date: 2003
- Type: Text , Conference paper
- Relation: Paper presented at the Industrial Optimisation 2003 Conference, Perth : 30th September, 2002
- Full Text: false
- Reviewed:
- Description: E1
- Description: 2003000339
Lagrange-type functions in constrained non-convex optimization
- Authors: Rubinov, Alex , Yang, Xiao
- Date: 2003
- Type: Text , Book
- Full Text: false
- Reviewed:
- Description: A1
- Description: 2003000355
Lagrange-type functions in constrained optimization
- Authors: Rubinov, Alex , Yang, Xiao , Bagirov, Adil , Gasimov, Rafail
- Date: 2003
- Type: Text , Journal article
- Relation: Journal of Mathematical Sciences Vol. 115, no. 4 (2003), p. 2437-2505
- Full Text: false
- Reviewed:
- Description: We examine various kinds of nonlinear Lagrange-type functions for constrained optimization problems. In particular, we study the weak duality, the zero duality gap property, and the existence of an exact parameter for these functions. The paper contains a detailed survey of results in these directions and comparison of different methods proposed by different authors. Some new results are also given.
- Description: C1
- Description: 2003000358
Monotonic analysis : Convergence of sequences of monotone functions
- Authors: Rubinov, Alex
- Date: 2003
- Type: Text , Journal article
- Relation: Optimization Vol. 52, no. 6 (2003), p. 673-692
- Full Text: false
- Reviewed:
- Description: In this article we examine various kinds of convergence of sequences of increasing positively homogeneous (IPH) functions and nonnegative decreasing functions defined on the interior of a pointed closed solid convex cone K. We show that five different types of convergency (including pointwise and epi-convergence) coincide for IPH functions. If the space under consideration is finite dimensional then the sixth type can be added: uniform convergence on bounded subsets of int K. Using IPH functions, we study epi-convergence of sequences of lower semi-continuous (lsc) nonnegative decreasing functions.
- Description: C1
- Description: 2003000356
Optimization in telecommunication network maintenance
- Authors: Jia, Long , Rubinov, Alex , Ouveysi, Iradj
- Date: 2003
- Type: Text , Conference paper
- Relation: Paper presented at the Symposium on Industrial Optimisation and the 9th Australian Optimisation Day, Perth : 30th September, 2002
- Full Text: false
- Reviewed:
- Description: E1
- Description: 2003000349
Penalty functions with a small penalty parameter : Numerical experiments
- Authors: Bagirov, Adil , Rubinov, Alex
- Date: 2003
- Type: Text , Conference paper
- Relation: Paper presented at Industrial Optimization Conference 2003, Perth : 30th September, 2002
- Full Text: false
- Reviewed:
- Description: E1
- Description: 2003000432
Strictly increasing positively homogeneous functions with application to exact penalization
- Authors: Rubinov, Alex , Gasimov, Rafail
- Date: 2003
- Type: Text , Journal article
- Relation: Optimization Vol. 52, no. 1 (2003), p. 1-28
- Full Text: false
- Reviewed:
- Description: We study a nonlinear exact penalization for optimization problems with a single constraint. The penalty function is constructed as a convolution of the objective function and the constraint by means of increasing positively homogeneous (IPH) functions. The main results are obtained for penalization by strictly IPH functions. We show that some restrictive assumptions, which have been made in earlier researches on this topic, can be removed. We also compare the least exact penalty parameters for penalization by different convolution functions. These results are based on some properties of strictly IPH functions that are established in the article.
- Description: C1
- Description: 2003000357
A global optimization approach to classification
- Authors: Bagirov, Adil , Rubinov, Alex , Yearwood, John
- Date: 2002
- Type: Text , Journal article
- Relation: Optimization and Engineering Vol. 9, no. 7 (2002), p. 129-155
- Full Text: false
- Reviewed:
- Description: In this paper is presented an hybrid algorithm for finding the absolute extreme point of a multimodal scalar function of many variables. The algorithm is suitable when the objective function is expensive to compute, the computation can be affected by noise and/or partial derivatives cannot be calculated. The method used is a genetic modification of a previous algorithm based on the Prices method. All information about behavior of objective function collected on previous iterates are used to chose new evaluation points. The genetic part of the algorithm is very effective to escape from local attractors of the algorithm and assures convergence in probability to the global optimum. The proposed algorithm has been tested on a large set of multimodal test problems outperforming both the modified Prices algorithm and classical genetic approach.
- Description: C1
- Description: 2003000061
A method of truncated codifferential with application to some problems of cluster analysis
- Authors: Demyanov, Vladimir , Bagirov, Adil , Rubinov, Alex
- Date: 2002
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 23, no. 1 (May 2002), p. 63-80
- Full Text: false
- Reviewed:
- Description: A method of truncated codifferential descent for minimizing continuously codifferentiable functions is suggested. The convergence of the method is studied. Results of numerical experiments are presented. Application of the suggested method for the solution of some problems of cluster analysis are discussed. In numerical experiments Wisconsin Diagnostic Breast Cancer database was used.
- Description: 2003000062
Abstract convexity and non-smooth analysis : Global aspects
- Authors: Ioffe, A. D , Rubinov, Alex
- Date: 2002
- Type: Text , Journal article
- Relation: Advances in Mathematical Economics Vol. 4, no. (2002), p. 1-23
- Full Text: false
- Reviewed:
- Description: We study some types of convergence of abstract convex functions. We show that under certain conditions, convergence of support sets of a sequence of abstract convex functions implies graph convergence of the support sets at a point and the global subdifferential. Some examples and counterexamples are given.
- Description: C1
- Description: 2003000146
Attracting sets for increasing co-radiant and topical operators
- Authors: Kloeden, Peter , Rubinov, Alex
- Date: 2002
- Type: Text , Journal article
- Relation: Mathematische Nachrichten Vol. 243, no. (2002), p. 134-145
- Full Text: false
- Reviewed:
- Description: A generalization of the Perron-Frobenius theorem to increasing positively homogeneous of degree one operators is extended to increasing co-radiant and topical operators, which are of interest in mathematical economics. In particular, small attracting sets containing the limit points of all sequences generated by iteration of such operators are determined.
- Description: C1
- Description: 2003000150
Downward sets and their separation and approximation properties
- Authors: Martinez-Legaz, Juan , Rubinov, Alex , Singer, Ivan
- Date: 2002
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 23, no. 2 (Jun 2002), p. 111-137
- Full Text: false
- Reviewed:
- Description: We develop a theory of downward subsets of the space R-I, where I is a finite index set. Downward sets arise as the set of all solutions of a system of inequalities x is an element of R-I, f(t)(x) less than or equal to 0 (t is an element of T), where T is an arbitrary index set and each f(t) (t is an element of T) is an increasing function defined on R-I. These sets play an important role in some parts of mathematical economics and game theory. We examine some functions related to a downward set (the distance to this set and the plus-Minkowski gauge of this set, which we introduce here) and study lattices of closed downward sets and of corresponding distance functions. We discuss two kinds of duality for downward sets, based on multiplicative and additive min-type functions, respectively, and corresponding separation properties, and we give some characterizations of best approximations by downward sets. Some links between the multiplicative and additive cases are established.
- Description: 2003000119
Equilibrium with restriction on exchange
- Authors: Rubinov, Alex
- Date: 2002
- Type: Text , Journal article
- Relation: Cybernetics and Systems Analysis Vol. 38, no. 2 (2002), p. 55-70
- Full Text: false
- Reviewed:
- Description: General equilibrium models with a restriction on exchange are studied. Conditions guaranteeing that equilibrium prices of all agents are not equal to zero are discussed. A special choice of budget functions, which lead to existence of the equilibrium, is proposed. A comparison of the studied equilibrium with a proposed choice of budget functions and a common equilibrium for a market model with fixed prices is accomplished.
- Description: C1
- Description: 2003000148
Hadamard type inequality for quasiconvex functions in higher dimensions
- Authors: Rubinov, Alex , Dutta, J.
- Date: 2002
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 270, no. 1 (2002), p. 80-91
- Full Text: false
- Reviewed:
- Description: In this article we study a Hadamard type inequality for nonnegative evenly quasiconvex functions. The approach of our study is based on the notion of abstract convexity. We also provide an explicit calculation to evaluate the asymptotically sharp constant associated with the inequality over a unit square in the two-dimensional plane. © 2002 Elsevier Science (USA). All rights reserved.
- Description: 2003000149
Penalty functions with a small penalty parameter
- Authors: Rubinov, Alex , Yang, Xiao , Bagirov, Adil
- Date: 2002
- Type: Text , Journal article
- Relation: Optimization Methods and Software Vol. 17, no. 5 (2002), p. 931-964
- Full Text: false
- Reviewed:
- Description: In this article, we study the nonlinear penalization of a constrained optimization problem and show that the least exact penalty parameter of an equivalent parametric optimization problem can be diminished. We apply the theory of increasing positively homogeneous (IPH) functions so as to derive a simple formula for computing the least exact penalty parameter for the classical penalty function through perturbation function. We establish that various equivalent parametric reformulations of constrained optimization problems lead to reduction of exact penalty parameters. To construct a Lipschitz penalty function with a small exact penalty parameter for a Lipschitz programming problem, we make a transformation to the objective function by virtue of an increasing concave function. We present results of numerical experiments, which demonstrate that the Lipschitz penalty function with a small penalty parameter is more suitable for solving some nonconvex constrained problems than the classical penalty function.
- Description: 2003000116
The nonlinear and augmented Lagrangians for nonconvex optimization problems with a single constraint
- Authors: Rubinov, Alex , Gasimov, Rafail
- Date: 2002
- Type: Text , Journal article
- Relation: Applied and Computational Mathematics Vol. 1, no. 2 (2002), p. 142-157
- Full Text: false
- Reviewed:
- Description: The paper contains the survey of some recent results obtained by the authors and their colleagues. We study zero duality gap properties for optimization problems with a single constraint with respect to a nonlinear penalization. The penalty function is constructed as a convolution of the objective function and the constraint by means of IPH (increasing positively homogeneous) functions. The main results are obtained for penalization by strictly IPH functions. We also examine augmented Lagrangians for optimization problems with a single constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for the problems with a single inequality constraint.
- Description: C1
- Description: 2003000115