We apply the proximal point method to mixed variationalinequalities by using DC decompositions of the cost function. An estimation for the iterative sequence is given and then applied to prove the convergence of the ...
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We apply the proximal point method to mixed variationalinequalities by using DC decompositions of the cost function. An estimation for the iterative sequence is given and then applied to prove the convergence of the obtained sequence to a stationary point. Linear convergence rate is achieved when the cost function is strongly convex. For nonconvex case, global algorithms are proposed to search a global equilibrium point. A Cournot-Nash oligopolistic market model with concave cost function which motivates our consideration is presented.
This paper describes modifications of FETI-DP for coercive variationalinequalities as the usage of corner nodes on the contact interface through the additional condition that preserves the nonpenetration and extensio...
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ISBN:
(纸本)9781905088416
This paper describes modifications of FETI-DP for coercive variationalinequalities as the usage of corner nodes on the contact interface through the additional condition that preserves the nonpenetration and extension of lumped preconditioner. The corner mesh on the contact interface results in better convergence of the method for both systems - unpreconditioned and preconditioned one, because of better error propagation across the nonlinear interface and because of preconditioning of nonlinear steps. Significant modification making from FETI-DP the method of new type is based on definition of all nodes on the contact zone as the corners, i.e. constraint matrix with inequality conditions considers only corner nodes. This approach enable us the splitting of the problem into a very small nonlinear one with Lagrange multipliers for inequalities as unknowns and a linear one with the Lagrange multipliers for equalities.
Celebrating the sixtieth anniversary since the zeroth international Symposium on Mathematical programming was held in 1949, this paper discusses several promising paradigms in mathematical programming that have gained...
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Celebrating the sixtieth anniversary since the zeroth international Symposium on Mathematical programming was held in 1949, this paper discusses several promising paradigms in mathematical programming that have gained momentum in recent years but have yet to reach the main stream of the field. These are: competition, dynamics, and hierarchy. The discussion emphasizes the interplay between these paradigms and their connections with existing subfields including disjunctive, equilibrium, and nonlinearprogramming, and variationalinequalities. We will describe the modeling approaches, mathematical formulations, and recent results of these paradigms, and sketch some open mathematical and computational challenges arising from the resulting optimization and equilibrium problems. Our goal is to elucidate the need for a systematic study of these problems and to inspire new research in the field.
Celebrating the sixtieth anniversary since the zeroth international Symposium on Mathematical programming was held in 1949, this paper discusses several promising paradigms in mathematical programming that have gained...
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Celebrating the sixtieth anniversary since the zeroth international Symposium on Mathematical programming was held in 1949, this paper discusses several promising paradigms in mathematical programming that have gained momentum in recent years but have yet to reach the main stream of the field. These are: competition, dynamics, and hierarchy. The discussion emphasizes the interplay between these paradigms and their connections with existing subfields including disjunctive, equilibrium, and nonlinearprogramming, and variationalinequalities. We will describe the modeling approaches, mathematical formulations, and recent results of these paradigms, and sketch some open mathematical and computational challenges arising from the resulting optimization and equilibrium problems. Our goal is to elucidate the need for a systematic study of these problems and to inspire new research in the field.
The identification method for industrial manipulators considering physical consistency such as positive definiteness of inertial parameters has been developed, however it has to solve the quadratic programming with th...
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ISBN:
(纸本)9781424466757
The identification method for industrial manipulators considering physical consistency such as positive definiteness of inertial parameters has been developed, however it has to solve the quadratic programming with the non-linear inequality constraints. In identifying the large DOF systems like humanoid robots, the converged solution is difficult to be obtained. In this paper, we propose the method to realize physical consistency and computational stability. As inertial parameters of each link are represented with a finite number of mass points, the constraints can be approximated by linear inequalities. We also propose to solve the optimization problem, which minimizes the errors both from measured data and the priori parameters extracted from the geometric model like CAD data. The method can estimate standard inertial parameters, which is a useful notation to be used for other applications.
In this paper, we propose a prediction-correction method for solving monotone linear and nonlinear inverse variational inequality problems. A practical and robust prediction stepsize choice strategy is developed, whic...
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This paper proposes a penalty method for solving nonlinear optimization problems with inequalities by the particle swarm optimization (PSO) algorithm. The proposed method is not only very simple but also useful. One s...
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ISBN:
(纸本)9781424465880
This paper proposes a penalty method for solving nonlinear optimization problems with inequalities by the particle swarm optimization (PSO) algorithm. The proposed method is not only very simple but also useful. One should only search for the global solution of a series of unconstrained minimization problems simply by a standard PSO algorithm. It does not require to check the feasibility of search points during the search. Moreover, it is shown that the global best solution gets feasible as the penalty parameter is increased to a sufficiently but finitely large value. The proposed method is verified by numerical experiments to famous benchmark problems.
In this paper we present a methodology for optimal force distribution calculation for the multiple manipulators system grasping an object. We consider for this case three robots holding a common rigid object with thre...
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ISBN:
(纸本)9782952474764
In this paper we present a methodology for optimal force distribution calculation for the multiple manipulators system grasping an object. We consider for this case three robots holding a common rigid object with three contact points, where the object can translate and rotate in any directions. This approach is used in the case of real time dynamics object force control. The force distribution problem is formulated in terms of a nonlinearprogramming problem under equality and inequality constraints. Then, according to [1],[2],[3] and [4] the friction constraints are transformed from non linear inequalities into a combination of linear equalities and linear inequalities. The original non linear constrained programming problem is then transformed into a quadratic optimization problem. Some simulation results are given to show the efficiency and accuracy of the proposed methodology and perspectives on multiple manipulators system grasping an object control are discussed.
This paper deals with the approximation of solutions to a degenerate variational inequality of parabolic type with a non-smooth final condition arising from American option pricing by the piecewise linear finite eleme...
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This paper deals with the approximation of solutions to a degenerate variational inequality of parabolic type with a non-smooth final condition arising from American option pricing by the piecewise linear finite element method in space and an implicit time-stepping scheme. We show that the error of the approximation in a weighted Sobolev norm is of order O(h2/3+ t1/3) under some realistic regularity assumptions on the exact solution, where h and t denote the mesh parameters in space and time, respectively. Numerical examples are presented to confirm our theoretical results.
This paper deals with the approximation of solutions to a degenerate variational inequality of parabolic type with a non-smooth final condition arising from American option pricing by the piecewise linear finite eleme...
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This paper deals with the approximation of solutions to a degenerate variational inequality of parabolic type with a non-smooth final condition arising from American option pricing by the piecewise linear finite element method in space and an implicit time-stepping scheme. We show that the error of the approximation in a weighted Sobolev norm is of order O(h2/3+ t1/3) under some realistic regularity assumptions on the exact solution, where h and t denote the mesh parameters in space and time, respectively. Numerical examples are presented to confirm our theoretical results.
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