The exponential growth in the scale of power systems has led to a significant increase in the complexity of dispatch problem resolution,particularly within multi-area interconnected power *** complexity necessitates t...
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The exponential growth in the scale of power systems has led to a significant increase in the complexity of dispatch problem resolution,particularly within multi-area interconnected power *** complexity necessitates the employment of distributed solution methodologies,which are not only essential but also highly *** the realm of computational modelling,the multi-area economic dispatch problem(MAED)can be formulated as a linearly constrained separable convex optimization *** proximal point algorithm(PPA)is particularly adept at addressing such mathematical constructs *** study introduces parallel(PPPA)and serial(SPPA)variants of the PPA as distributed algorithms,specifically designed for the computational modelling of the *** PPA introduces a quadratic term into the objective function,which,while potentially complicating the iterative updates of the algorithm,serves to dampen oscillations near the optimal solution,thereby enhancing the convergence ***,the convergence efficiency of the PPA is significantly influenced by the parameter *** address this parameter sensitivity,this research draws on trend theory from stock market analysis to propose trend theory-driven distributed PPPA and SPPA,thereby enhancing the robustness of the computational *** computational models proposed in this study are anticipated to exhibit superior performance in terms of convergence behaviour,stability,and robustness with respect to parameter selection,potentially outperforming existing methods such as the alternating direction method of multipliers(ADMM)and Auxiliary Problem Principle(APP)in the computational simulation of power system dispatch *** simulation results demonstrate that the trend theory-based PPPA,SPPA,ADMM and APP exhibit significant robustness to the initial value of parameter c,and show superior convergence characteristics compared to the residual balancing ADMM.
In this paper we present some algorithms for minimization of DC function (difference of two convex functions). They are descent methods of the proximal-type which use the convex properties of the two convex functions ...
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In this paper we present some algorithms for minimization of DC function (difference of two convex functions). They are descent methods of the proximal-type which use the convex properties of the two convex functions separately. We also consider an approximate proximal point algorithm. Some properties of the ε-subdifferential and the ε-directional derivative are discussed. The convergence properties of the algorithms are established in both exact and approximate forms. Finally, we give some applications to the concave programming and maximum eigenvalue problems.
In this paper, we investigate and analyze a proximal point algorithm via viscosity approximation method with error. This algorithm is introduced for finding a common zero point for a countable family of inverse strong...
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In this paper, we investigate and analyze a proximal point algorithm via viscosity approximation method with error. This algorithm is introduced for finding a common zero point for a countable family of inverse strongly accretive operators and a countable family of nonexpansive mappings in Banach spaces. Our result can be extended to some well known results from a Hilbert space to a uniformly convex and 2 uniformly smooth Banach space. Finally, we establish the strong convergence theorems for the proximal point algorithm. Also, some illustrative numerical examples are presented.
This paper deals with the proximal point algorithm for finding a singularity of sum of a single-valued vector field and a set-valued vector field in the setting of Hadamard manifolds. The convergence analysis of the p...
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This paper deals with the proximal point algorithm for finding a singularity of sum of a single-valued vector field and a set-valued vector field in the setting of Hadamard manifolds. The convergence analysis of the proposed algorithm is discussed. Applications to composite minimization problems and variational inequality problems are also presented.
In this paper, the proximal point algorithm for quasi-convex minimization problem in nonpositive curvature metric spaces is studied. We prove -convergence of the generated sequence to a critical point (which is define...
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In this paper, the proximal point algorithm for quasi-convex minimization problem in nonpositive curvature metric spaces is studied. We prove -convergence of the generated sequence to a critical point (which is defined in the text) of an objective quasi-convex, proper and lower semicontinuous function with at least a minimum point as well as some strong convergence results to a minimum point with some additional conditions. The results extend the recent results of the proximal point algorithm in Hadamard manifolds and CAT(0) spaces.
In this paper, first we study the weak convergence of the proximal point algorithm for an infinite family of equilibrium problems of pseudo-monotone type in Hilbert spaces. Then with additional conditions on the bifun...
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In this paper, first we study the weak convergence of the proximal point algorithm for an infinite family of equilibrium problems of pseudo-monotone type in Hilbert spaces. Then with additional conditions on the bifunctions, we prove the strong convergence for the family to a common equilibrium point. We also study a regularization of Halpern type and prove the strong convergence of the generated sequence to an equilibrium point of the family of infinite pseudo-monotone bifunctions without any additional assumptions on the bifunctions. A concrete example of a family of pseudo-monotone bifunctions is also presented.
In this work, we propose a proximalalgorithm for unconstrained optimization on the cone of symmetric semidefinite positive matrices. It appears to be the first in the proximal class on the set of methods that convert...
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In this work, we propose a proximalalgorithm for unconstrained optimization on the cone of symmetric semidefinite positive matrices. It appears to be the first in the proximal class on the set of methods that convert a Symmetric Definite Positive Optimization in Nonlinear Optimization. It replaces the main iteration of the conceptual proximal point algorithm by a sequence of nonlinear programming problems on the cone of diagonal definite positive matrices that has the structure of the positive orthant of the Euclidian vector space. We are motivated by results of the classical proximalalgorithm extended to Riemannian manifolds with nonpositive sectional curvature. An important example of such a manifold is the space of symmetric definite positive matrices, where the metrics is given by the Hessian of the standard barrier function -In det(X). Observing the obvious fact that proximalalgorithms do not depend on the geodesics, we apply those ideas to develop a proximal point algorithm for convex functions in this Riemannian metric. (c) 2009 Elsevier Inc. All rights reserved.
In this paper, we modify the proximal point algorithm for finding common fixed points in CAT(0) spaces for nonlinear multivalued mappings and a minimizer of a convex function and prove Delta-convergence of the propose...
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In this paper, we modify the proximal point algorithm for finding common fixed points in CAT(0) spaces for nonlinear multivalued mappings and a minimizer of a convex function and prove Delta-convergence of the proposed algorithm. A numerical example is presented to illustrate the convergence result. Our results improve and extend the corresponding results in the literature.
In this paper we introduce an extension of the proximal point algorithm proposed by Guler for solving convex minimization problems. This extension is obtained by substituting the usual quadratic proximal term by a cla...
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In this paper we introduce an extension of the proximal point algorithm proposed by Guler for solving convex minimization problems. This extension is obtained by substituting the usual quadratic proximal term by a class of convex nonquadratic entropy-like distances, called phi-divergences. A study of the convergence rate of this new proximalpoint method under mild assumptions is given, and further it is shown that this estimate rate is better than the available one of proximal-like methods. Some applications are given concerning general convex minimizations, linearly constrained convex programs and variationnal inequalities.
This paper demonstrates a customized application of the classical proximal point algorithm (PPA) to the convex minimization problem with linear constraints. We show that if the proximal parameter in metric form is cho...
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This paper demonstrates a customized application of the classical proximal point algorithm (PPA) to the convex minimization problem with linear constraints. We show that if the proximal parameter in metric form is chosen appropriately, the application of PPA could be effective to exploit the simplicity of the objective function. The resulting subproblems could be easier than those of the augmented Lagrangian method (ALM), a benchmark method for the model under our consideration. The efficiency of the customized application of PPA is demonstrated by some image processing problems.
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