On augmented lagrangians for optimization problems with a single constraint
- Authors: Gasimov, Rafail , Rubinov, Alex
- Date: 2004
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 28, no. 2 (2004), p. 153-173
- Full Text: false
- Reviewed:
- Description: We examine augmented Lagrangians for optimization problems with a single (either inequality or equality) constraint. We establish some links between augmented Lagrangians and Lagrange-type functions and propose a new kind of Lagrange-type functions for a problem with a single inequality constraint. Finally, we discuss a supergradient algorithm for calculating optimal values of dual problems corresponding to some class of augmented Lagrangians.
- Description: C1
- Description: 2003000929
Sufficient conditions for global optimality of bivalent nonconvex quadratic programs with inequality constraints
- Authors: Wu, Zhiyou , Jeyakumar, Vaithilingam , Rubinov, Alex
- Date: 2007
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 133, no. 1 (2007), p. 123-130
- Full Text: false
- Reviewed:
- Description: We present sufficient conditions for the global optimality of bivalent nonconvex quadratic programs involving quadratic inequality constraints as well as equality constraints. By employing the Lagrangian function, we extend the global subdifferential approach, developed recently in Jeyakumar et al. (J. Glob. Optim., 2007, to appear; Math. Program. Ser. A, 2007, to appear) for studying bivalent quadratic programs without quadratic constraints, and derive global optimality conditions. © 2007 Springer Science+Business Media, LLC.
- Description: C1
Global optimization of marginal functions with applications to economic equilibrium
- Authors: Bagirov, Adil , Rubinov, Alex
- Date: 2001
- Type: Text , Journal article
- Relation: Journal of Global Optimization Vol. 20, no. 3-4 (Aug 2001), p. 215-237
- Full Text: false
- Reviewed:
- Description: We discuss the applicability of the cutting angle method to global minimization of marginal functions. The search of equilibrium prices in the exchange model can be reduced to the global minimization of certain functions, which include marginal functions. This problem has been approximately solved by the cutting angle method. Results of numerical experiments are presented and discussed.
Stability of the lower level sets of ICAR functions
- Authors: López, Marco , Rubinov, Alex , Vera De Serio, Virginia
- Date: 2005
- Type: Text , Journal article
- Relation: Numerical Functional Analysis and Optimization Vol. 26, no. 1 (2005), p. 113-127
- Full Text: false
- Reviewed:
- Description: In this paper, we study the stability of the lower level set {x E R++n | f (x) ≤ 0} of a finite valued increasing convex-along-rays (ICAR) function f defined on R++n. In monotonic analysis, ICAR functions play the role of usual convex functions in classical convex analysis. We show that each ICAR function f is locally Lipschitz on int dom f and that the pointwise convergence of a sequence of ICAR functions implies its uniform convergence on each compact subset of R ++n. The latter allows us to establish stability results for ICAR functions in some sense similar to those for convex functions. Copyright © Taylor & Francis, Inc.
- Description: C1
- Description: 2003001419
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
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
Convex along lines functions and abstract convexity. Part i
- Authors: Crespi, G. P. , Ginchev, I. , Rocca, M. , Rubinov, Alex
- Date: 2007
- Type: Text , Journal article
- Relation: Journal of Convex Analysis Vol. 14, no. 1 (2007), p. 185-204
- Full Text: false
- Reviewed:
- Description: The present paper investigates the property of a function f : Rn → R+∞ := R U {+∞} with f(0) < +∞ to be Ln-subdifferentiable or Hn-convex. The Ln-subdifferentiability and Hnn-convexity are introduced as in Rubinov [9]. Some refinements of these properties lead to the notions of Ln0-subdifferentiability and Hn0-convexity. Their relation to the convex-along (CAL) functions is underlined in the following theorem proved in the paper (Theorem 5.6): Let the function f : Rn → R+∞ be such that f(0) < +∞ and f is Hn-convex at the points at which it is infinite. Then if f is Ln0-subdifferentiable, it is CAL and globally calm at each x0 ∈ dom f. Here the notions of local and global calmness are introduced after Rockafellar, Wets [8] and play an important role in the considerations. The question is posed for the possible reversal of this result. In the case of a positively homogeneous (PH) and CAL function such a reversal is proved (Theorem 6.2). As an application conditions are obtained under which a CAL PH function is Hn0-convex (Theorems 6.3 and 6.4). © Heldermann Verlag.
- Description: C1
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
On global optimality conditions via separation functions
- Authors: Rubinov, Alex , Uderzo, A.
- Date: 2001
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 109, no. 2 (May 2001), p. 345-370
- Full Text: false
- Reviewed:
- Description: The paper examines some axiomatic definitions of separation functions that can be employed fruitfully in the analysis of side-constrained extremum problems. A study of their general properties points out connections with abstract convex analysis and recent generalizations of Lagrangian approaches to duality and exact penalty methods. Many concrete examples are brought out.
Best approximation in a class of normed spaces with star-shaped cone
- Authors: Mohebi, Hossein , Sadeghi, H. , Rubinov, Alex
- Date: 2006
- Type: Text , Journal article
- Relation: Numerical Functional Analysis and Optimization Vol. 27, no. 3-4 (Apr-May 2006), p. 411-436
- Full Text: false
- Reviewed:
- Description: We examine best approximation by closed sets in a class of normed spaces with star-shaped cones. It is assumed that the norm on the space X under consideration is generated by a star-shaped cone. First, we study best approximation by downward and upward sets, and then we use the results obtained as a tool for examination of best approximation by an arbitrary closed set.
- Description: C1
- Description: 2003001837
A feature selection approach for unsupervised classification based on clustering
- Authors: Rubinov, Alex , Soukhoroukova, Nadejda , Ugon, Julien
- Date: 2004
- Type: Text , Conference paper
- Relation: Paper presented at Sixth International Conference on Optimization: Techniques and Applications (ICOTA) , University of Ballarat, Ballarat, Victoria : 9th-11th December 2004
- Full Text: false
- Description: Data have been collected for many years in different scientific (industrial, medical) research groups. Very often these groups kept all the the they could collect. It is possible that the data contains a lot of noisy features which do not bring any information, but make the problem more complicated. The additional study of eliminating non-informative and selecting informative features is very important in the area of Data Mining. There are several feature selection methods which were developed for supervised classification. The area of feature selection for unsupervised classification is not so developed. In this paper we present a new feature selection approach for unsupervised classification, based on clustering and nonsmooth optimisation techniques.
- Description: 2003004085
An algorithm for monotonic global optimization problems
- Authors: Rubinov, Alex , Tuy, Hoang , Mays, Heather
- Date: 2001
- Type: Text , Journal article
- Relation: Optimization Vol. 49, no. 3 (2001), p. 205-221
- Full Text: false
- Reviewed:
- Description: We propose an algorithm to locate a global maximum of an increasing function subject to an increasing constraint on the cone of vectors with nonnegative coordinates. The algorithm is based on the outer approximation of the feasible set. We establish the convergence of the algorithm and provide a number of numerical experiments. We also discuss the types of constraints and objective functions for which the algorithm is best suited. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint.
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
Monotonic analysis over cones : I
- Authors: Dutta, J. , Martinez-Legaz, Juan , Rubinov, Alex
- Date: 2004
- Type: Text , Journal article
- Relation: Optimization Vol. 53, no. 2 (2004), p. 129-146
- Full Text: false
- Reviewed:
- Description: In this article, we study increasing and positively homogeneous functions defined on convex cones of locally convex spaces. This work is the first part in a series of studies to have a general view of the emerging area of Monotonic Analysis. We develop a general notion of so-called elementary functions, so that the generalized increasing and positively homogeneous functions can be represented as upper-envelopes of families of such functions. We also study many other associated properties like the description of support sets and normal and co-normal sets in a very general setting.
- Description: C1
- Description: 2003000930
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
Optimality conditions in global optimization and their applications
- Authors: Rubinov, Alex , Wu, Zhiyou
- Date: 2009
- Type: Text , Journal article
- Relation: Mathematical Programming Vol. 120, no. 1 SPEC. ISS. (2009), p. 101-123
- Full Text: false
- Reviewed:
- Description: In this paper we derive necessary and sufficient conditions for some problems of global minimization. Our approach is based on methods of abstract convexity: we use a representation of an upper semicontinuous function as the lower envelope of a family of convex functions. We discuss applications of conditions obtained to the examination of some tractable sufficient conditions for the global minimum and to the theory of inequalities. © 2007 Springer-Verlag.
Difference inclusions with delay of economic growth
- Authors: Dzalilov, Zari , Ivanov, Anatoli , Rubinov, Alex
- Date: 2001
- Type: Text , Journal article
- Relation: Dynamic Systems and Applications Vol. 10 , no. (2001), p. 283-293
- Full Text: false
- Reviewed:
- Description: A difference inclusion wit.h delay is proposed as a modified model of maeroe<.'onomical growth. The classical assumpt.ion of t.he homogeneity of the nonlinear feedback involved in the model implies t.he existence of a ray of equilibria. Any dynamics in the model is shown to be convergent. t.o either an equilibrium on the ray or to the zero equilibrium.
- Description: C1
- Description: 2003002561
The modified subgradient algorithm based on feasible values
- Authors: Kasimbeyli, Refail , Ustun, Ozden , Rubinov, Alex
- Date: 2009
- Type: Text , Journal article
- Relation: Optimization Vol. 58, no. 5 (2009), p. 535-560
- Full Text: false
- Reviewed:
- Description: In this article, we continue to study the modified subgradient (MSG) algorithm previously suggested by Gasimov for solving the sharp augmented Lagrangian dual problems. The most important features of this algorithm are those that guarantees a global optimum for a wide class of non-convex optimization problems, generates a strictly increasing sequence of dual values, a property which is not shared by the other subgradient methods and guarantees convergence. The main drawbacks of MSG algorithm, which are typical for many subgradient algorithms, are those that uses an unconstrained global minimum of the augmented Lagrangian function and requires knowing an approximate upper bound of the initial problem to update stepsize parameters. In this study we introduce a new algorithm based on the so-called feasible values and give convergence theorems. The new algorithm does not require to know the optimal value initially and seeks it iteratively beginning with an arbitrary number. It is not necessary to find a global minimum of the augmented Lagrangian for updating the stepsize parameters in the new algorithm. A collection of test problems are used to demonstrate the performance of the new algorithm. © 2009 Taylor & Francis.
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
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