Optimization methods for box-constrained nonlinear programming problems based on linear transformation and Lagrange interpolating polynomials
- Authors: Wu, Zhiyou , Bai, Fusheng , Tian, Jing
- Date: 2017
- Type: Text , Journal article
- Relation: Journal of the Operations Research Society of China Vol. 5, no. 2 (2017), p. 193-218
- Full Text: false
- Reviewed:
- Description: In this paper, an optimality condition for nonlinear programming problems with box constraints is given by using linear transformation and Lagrange interpolating polynomials. Based on this condition, two new local optimization methods are developed. The solution points obtained by the new local optimization methods can improve the Karush–Kuhn–Tucker (KKT) points in general. Two global optimization methods then are proposed by combining the two new local optimization methods with a filled function method. Some numerical examples are reported to show the effectiveness of the proposed methods. © 2017, Operations Research Society of China, Periodicals Agency of Shanghai University, Science Press, and Springer-Verlag Berlin Heidelberg.
An induction theorem and nonlinear regularity models
- Authors: Khanh, Phan , Kruger, Alexander , Thao, Nguyen
- Date: 2015
- Type: Text , Journal article
- Relation: Siam Journal on Optimization Vol. 25, no. 4 (2015), p. 2561-2588
- Relation: http://purl.org/au-research/grants/arc/DP110102011
- Full Text:
- Reviewed:
- Description: A general nonlinear regularity model for a set-valued mapping F : X x R+ paired right arrows Y, where X and Y are metric spaces, is studied using special iteration procedures, going back to Banach, Schauder, Lyusternik, and Graves. Namely, we revise the induction theorem from Khanh [J. Math. Anal. Appl., 118 (1986), pp. 519-534] and employ it to obtain basic estimates for exploring regularity/openness properties. We also show that it can serve as a substitution for the Ekeland variational principle when establishing other regularity criteria. Then, we apply the induction theorem and the mentioned estimates to establish criteria for both global and local versions of regularity/openness properties for our model and demonstrate how the definitions and criteria translate into the conventional setting of a set-valued mapping F : X paired right arrows Y. An application to second-order necessary optimality conditions for a nonsmooth set-valued optimization problem with mixed constraints is provided.
Second-order variational analysis in conic programming with applications to optimality and stability
- Authors: Mordukhovich, Boris , Outrata, Jiri , Ramírez, Hector
- Date: 2015
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 25, no. 1 (2015), p. 76-101
- Relation: http://purl.org/au-research/grants/arc/DP110102011
- Full Text:
- Reviewed:
- Description: This paper is devoted to the study of a broad class of problems in conic programming modeled via parameter-dependent generalized equations. In this framework we develop a second-order generalized differential approach of variational analysis to calculate appropriate derivatives and coderivatives of the corresponding solution maps. These developments allow us to resolve some important issues related to conic programming. They include verifiable conditions for isolated calmness of the considered solution maps, sharp necessary optimality conditions for a class of mathematical programs with equilibrium constraints, and characterizations of tilt-stable local minimizers for cone-constrained problems. The main results obtained in the general conic programming setting are specified for and illustrated by the second-order cone programming. © 2015 Society for Industrial and Applied Mathematics.
Sigma supporting cone and optimality conditions in non-convex problems
- Authors: Hassani, Sara , Mammadov, Musa
- Date: 2014
- Type: Text , Journal article
- Relation: Far East Journal of Mathematical Sciences Vol. 91, no. 2 (2014), p. 169-190
- Full Text: false
- Reviewed:
- Description: In this paper, a new supporting function for characterizing non-convex sets is introduced. The notions of σ-supporting cone and maximal conic gap are proposed and some properties are investigated. By applying these new notions, we establish the optimality conditions considered in [7] for a broader class of finite dimensional normed spaces in terms of weak subdifferentials.
On regular coderivatives in parametric equilibria with non-unique multipliers
- Authors: Henrion, René , Outrata, Jiri , Surowiec, Thomas
- Date: 2012
- Type: Text , Journal article
- Relation: Mathematical Programming Vol. 136, no. 1 (December 2012), p. 111-131
- Full Text: false
- Reviewed:
- Description: This paper deals with the computation of regular coderivatives of solution maps associated with a frequently arising class of generalized equations (GEs). The constraint sets are given by (not necessarily convex) inequalities, and we do not assume linear independence of gradients to active constraints. The achieved results enable us to state several versions of sharp necessary optimality conditions in optimization problems with equilibria governed by such GEs. The advantages are illustrated by means of examples.
- Description: C1
Global optimality conditions for some classes of optimization problems
- Authors: Wu, Zhiyou , Rubinov, Alex
- Date: 2009
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 145, no. 1 (2009), p. 164-185
- Full Text: false
- Reviewed:
- Description: We establish new necessary and sufficient optimality conditions for global optimization problems. In particular, we establish tractable optimality conditions for the problems of minimizing a weakly convex or concave function subject to standard constraints, such as box constraints, binary constraints, and simplex constraints. We also derive some new necessary and sufficient optimality conditions for quadratic optimization. Our main theoretical tool for establishing these optimality conditions is abstract convexity. © 2009 Springer Science+Business Media, LLC.