On the Aubin property of solution maps to parameterized variational systems with implicit constraints
- Authors: Gfrerer, Helmut , Outrata, Jiri
- Date: 2020
- Type: Text , Journal article
- Relation: Optimization Vol. 69, no. 7-8 (2020), p. 1681-1701
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: In the paper, a new sufficient condition for the Aubin property to a class of parameterized variational systems is derived. In these systems, the constraints depend both on the parameter as well as on the decision variable itself and they include, e.g. parameter-dependent quasi-variational inequalities and implicit complementarity problems. The result is based on a general condition ensuring the Aubin property of implicitly defined multifunctions which employs the recently introduced notion of the directional limiting coderivative. Our final condition can be verified, however, without an explicit computation of these coderivatives. The procedure is illustrated by an example. © 2019, © 2019 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group.
- Description: The research of the first author was supported by the Austrian Science Fund (FWF) under grant P29190-N32. The research of the second author was supported by the Grant Agency of the Czech Republic, Project 17-04301S and the Australian Research Council, Project 10.13039/501100000923DP160100854.
Implementation of novel methods of global and nonsmooth optimization : GANSO programming library
- Authors: Beliakov, Gleb , Ugon, Julien
- Date: 2007
- Type: Text , Journal article
- Relation: Optimization Vol. 56, no. 5-6 (2007), p. 543-546
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- Description: We discuss the implementation of a number of modern methods of global and nonsmooth continuous optimization, based on the ideas of Rubinov, in a programming library GANSO. GANSO implements the derivative-free bundle method, the extended cutting angle method, dynamical system-based optimization and their various combinations and heuristics. We outline the main ideas behind each method, and report on the interfacing with Matlab and Maple packages.
- Description: C1
- Description: 2003004865
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
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- 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
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
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- 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.
Weak stationarity : Eliminating the gap between necessary and sufficient conditions
- Authors: Kruger, Alexander
- Date: 2004
- Type: Text , Journal article
- Relation: Optimization Vol. 53, no. 2 (Apr 2004), p. 147-164
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- Description: Starting from known necessary extremality conditions in terms of strict subdifferentials and normals the notion of weak stationarity is introduced. It is defined in terms of initial space elements. The necessary conditions become necessary and sufficient (for stationarity).
- Description: 2003000887
An extended lifetime measure for telecommunication network
- Authors: Dzalilov, Zari , Ouveysi, Iradj , Rubinov, Alex
- Date: 2008
- Type: Text , Journal article
- Relation: Journal of Industrial and Management Optimization Vol. 4, no. 2 (2008), p. 329-337
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- Description: A new measure for network performance evaluation called topology lifetime was introduced in [4, 5]. This measure is based on the notion of unexpected traffic growth and can be used for comparison of topologies. We discuss some advantages and disadvantages of the approach of [4] and suggest some modifications to this approach. In particular we discuss how to evaluate the influence of a subgraph to the lifetime measure and introduce the notion of the order of a path. This notion is useful if we consider a possible extension to the set of working paths in order to support the traffic for the time that is needed for installation of new facilities.
Stability of error bounds for semi-infinite convex constraint systems
- Authors: Van Ngai, Huynh , Kruger, Alexander , Théra, Michel
- Date: 2010
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 20, no. 4 (2010), p. 2080-2096
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- Description: In this paper, we are concerned with the stability of the error bounds for semi-infinite convex constraint systems. Roughly speaking, the error bound of a system of inequalities is said to be stable if all its "small" perturbations admit a (local or global) error bound. We first establish subdifferential characterizations of the stability of error bounds for semi-infinite systems of convex inequalities. By applying these characterizations, we extend some results established by Azé and Corvellec [SIAM J. Optim., 12 (2002), pp. 913-927] on the sensitivity analysis of Hoffman constants to semi-infinite linear constraint systems. Copyright © 2010, Society for Industrial and Applied Mathematics.
New largest known graphs of diameter 6
- Authors: Pineda-Villavicencio, Guillermo , Gómez, José , Miller, Mirka , Pérez-Rosés, Hebert
- Date: 2009
- Type: Text , Journal article
- Relation: Networks Vol. 53, no. 4 (2009), p. 315-328
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- Description: In the pursuit of obtaining largest graphs of given maximum degree
- Description: 2003007890
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
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- 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
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- 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 quasisecant method for minimizing nonsmooth functions
- Authors: Bagirov, Adil , Ganjehlou, Asef Nazari
- Date: 2010
- Type: Text , Journal article
- Relation: Optimization Methods and Software Vol. 25, no. 1 (2010), p. 3-18
- Relation: http://purl.org/au-research/grants/arc/DP0666061
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- Description: We present an algorithm to locally minimize nonsmooth, nonconvex functions. In order to find descent directions, the notion of quasisecants, introduced in this paper, is applied. We prove that the algorithm converges to Clarke stationary points. Numerical results are presented demonstrating the applicability of the proposed algorithm to a wide variety of nonsmooth, nonconvex optimization problems. We also compare the proposed algorithm with the bundle method using numerical results.
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
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- 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
Non-smooth optimization methods for computation of the conditional value-at-risk and portfolio optimization
- Authors: Beliakov, Gleb , Bagirov, Adil
- Date: 2006
- Type: Text , Journal article
- Relation: Optimization Vol. 55, no. 5-6 (2006), p. 459-479
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- Description: We examine numerical performance of various methods of calculation of the Conditional Value-at-risk (CVaR), and portfolio optimization with respect to this risk measure. We concentrate on the method proposed by Rockafellar and Uryasev in (Rockafellar, R.T. and Uryasev, S., 2000, Optimization of conditional value-at-risk. Journal of Risk, 2, 21-41), which converts this problem to that of convex optimization. We compare the use of linear programming techniques against a non-smooth optimization method of the discrete gradient, and establish the supremacy of the latter. We show that non-smooth optimization can be used efficiently for large portfolio optimization, and also examine parallel execution of this method on computer clusters. © 2006 Taylor & Francis.
- Description: C1
- Description: 2003002156
Uniform approximation by the highest defect continuous polynomial splines : Necessary and sufficient optimality conditions and their generalisations
- Authors: Sukhorukova, Nadezda
- Date: 2010
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 147, no. 2 (2010), p. 378-394
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- Description: In this paper necessary and sufficient optimality conditions for uniform approximation of continuous functions by polynomial splines with fixed knots are derived. The obtained results are generalisations of the existing results obtained for polynomial approximation and polynomial spline approximation. The main result is two-fold. First, the generalisation of the existing results to the case when the degree of the polynomials, which compose polynomial splines, can vary from one subinterval to another. Second, the construction of necessary and sufficient optimality conditions for polynomial spline approximation with fixed values of the splines at one or both borders of the corresponding approximation interval. © 2010 Springer Science+Business Media, LLC.
Degrees of maximums of linear mappings
- Authors: Hajilarov, Eldar
- Date: 2008
- Type: Text , Journal article
- Relation: Optimization Vol. 57, no. 4 (2008), p. 505-514
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- Description: In this article, we introduce the notion of (topological) degree for maximums of linear mappings (MLM) and study its properties. It is shown, that in E2 the only possible values for the degrees of MLMs are 0 and ± 1, whereas for En with n > 2 the degrees can take arbitrary integer values. © 2008 Taylor & Francis.
- Description: C1
Abstract convexity for nonconvex optimization duality
- Authors: Nedic, A. , Ozdaglar, A. , Rubinov, Alex
- Date: 2007
- Type: Text , Journal article
- Relation: Optimization Vol. 56, no. 5-6 (2007), p. 655-674
- Full Text: false
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- Description: In this article, we use abstract convexity results to study augmented dual problems for (nonconvex) constrained optimization problems. We consider a nonincreasing function f that is lower semicontinuous at 0 and establish its abstract convexity at 0 with respect to a set of elementary functions defined by nonconvex augmenting functions. We consider three different classes of augmenting functions: nonnegative augmenting functions, bounded-below augmenting functions, and unbounded augmenting functions. We use the abstract convexity results to study augmented optimization duality without imposing boundedness assumptions.
- Description: C1
Integrated production system optimization using global optimization techniques
- Authors: Mason, T. L. , Emelle, C. , Van Berkel, J. , Bagirov, Adil , Kampas, F. , Pinter, J. D.
- Date: 2007
- Type: Text , Journal article
- Relation: Journal of Industrial and Management Optimization Vol. 3, no. 2 (May 2007), p. 257-277
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- Description: Many optimization problems related to integrated oil and gas production systems are nonconvex and multimodal. Additionally, apart from the innate nonsmoothness of many optimization problems, nonsmooth functions such as minimum and maximum functions may be used to model flow/pressure controllers and cascade mass in the gas gathering and blending networks. In this paper we study the application of different versions of the derivative free Discrete Gradient Method (DGM) as well as the Lipschitz Global Optimizer (LGO) suite to production optimization in integrated oil and gas production systems and their comparison with various local and global solvers used with the General Algebraic Modeling System (GAMS). Four nonconvex and nonsmooth test cases were constructed from a small but realistic integrated gas production system optimization problem. The derivation of the system of equations for the various test cases is also presented. Results demonstrate that DGM is especially effective for solving nonsmooth optimization problems and its two versions are capable global optimization algorithms. We also demonstrate that LGO solves successfully the presented test (as well as other related real-world) problems.
- Description: C1
- Description: 2003004725
Max-min separability
- Authors: Bagirov, Adil
- Date: 2005
- Type: Text , Journal article
- Relation: Optimization Methods and Software Vol. 20, no. 2-3 (2005), p. 271-290
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- Description: We consider the problem of discriminating two finite point sets in the n-dimensional space by a finite number of hyperplanes generating a piecewise linear function. If the intersection of these sets is empty, then they can be strictly separated by a max-min of linear functions. An error function is introduced. This function is nonconvex piecewise linear. We discuss an algorithm for its minimization. The results of numerical experiments using some real-world datasets are presented, which show the effectiveness of the proposed approach.
- Description: C1
- Description: 2003001350
Methods for global optimization of nonsmooth functions with applications
- Authors: Rubinov, Alex
- Date: 2006
- Type: Text , Journal article
- Relation: Applied and Computational Mathematics Vol. 5, no. 1 (2006), p. 3-15
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- Description: In this survey paper we present some results obtained in the Centre for Informatics and Applied Optimization (CIAO) at University of Ballarat, Australia, in the area of numerical global optimization. We describe a conceptual scheme of two methods developed in CIAO and present results of numerical experiments with some real world problems. The paper is based on a plenary lecture given by the author at the First International Conference on Control and Optimization with Industrial Applications, Baku, Azerbaijan, 2005.
- Description: C1
- Description: 2003001547
General lagrange-type functions in constrained global optimization part I : Auxiliary functions and optimality conditions
- Authors: Evtushenko, Yu G. , Rubinov, Alex , Zhadan, V. G.
- Date: 2001
- Type: Text , Journal article
- Relation: Optimization Methods and Software Vol. 16, no. 1-4 (2001), p. 193-230
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- Description: The paper contains some new results and a survey of some known results related to auxiliary (Lagrange-type) functions in constrained optimization. We show that auxiliary functions can be constructed by means of two-step convolution of constraints and the objective function and present some conditions providing the validity of the zero duality gap property. We show that auxiliary functions are closely related to the so-called separation functions in the image space of the constrained problem under consideration. The second part of the paper (see Evtushenko et al., General Lagrange-type functions in constrained global optimization. Part II: Exact Auxiliary functions. Optimization Methods and Software) contains results related to exact auxiliary functions. © 2001 OPA (Overseas Publishers Association) N.V. Published by license under the Gordon and Breach Science Publishers imprint, a member of the Taylor & Francis Group.