A modified Beale's algorithm is described which computes the local minimizer of any quadratic objective function subject to linear constraints. Some extensions are given, first of all the possibility of movement t...
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A modified Beale's algorithm is described which computes the local minimizer of any quadratic objective function subject to linear constraints. Some extensions are given, first of all the possibility of movement to the neighbouring local minimizer with a reduced objective function value in some special cases.
Let T be a tree and let D be the distance matrix of the tree. The problem of finding the maximum of x' Dx subject to x being a nonnegative vector with sum one occurs in many different contexts. These include some ...
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Let T be a tree and let D be the distance matrix of the tree. The problem of finding the maximum of x' Dx subject to x being a nonnegative vector with sum one occurs in many different contexts. These include some classical work on the transfinite diameter of a finite metric space, equilibrium points of symmetric bimatrix games and maximizing weighted average distance in graphs. We show that the problem can be converted into a strictly convex quadratic programming problem and hence it can be solved in polynomial time.
Presents a regular splitting and potential reduction method for solving a quadratic programming problem with box constraints. Discussion on the regular splitting and potential reduction algorithm; Complexity analysis ...
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Presents a regular splitting and potential reduction method for solving a quadratic programming problem with box constraints. Discussion on the regular splitting and potential reduction algorithm; Complexity analysis of the algorithm; Analysis of the complexity bound on obtaining an approximate solution.
At present,projection neural network(PNN)with bounded time delay has been widely used for solving convex quadratic programming problem(QPP).However,there is little research concerning PNN with unbounded time *** this ...
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At present,projection neural network(PNN)with bounded time delay has been widely used for solving convex quadratic programming problem(QPP).However,there is little research concerning PNN with unbounded time *** this paper,we propose the proportional delayed PNN to solve QPP with equality *** utilizing homeo morphism mapping principle,we prove the proportional delayed PNN exists with unique equilibrium point which is the optimal solution of ***,delay-dependent criteria about global exponential stability(GES)and global polynomial stability(GPS)are also acquired by applying the method of variation of constants and inequality *** the other hand,when proportional delay factor q is equal to 1,the proportional delayed PNN becomes the one without time delay which still can be utilized for solving *** in most situations,q is not equal to 1,and time delay is unpredictable and may be unbounded in the actual neural network,which causes instability of ***,it is necessary to consider proportional delayed PNN.A numerical example demonstrates that,compared with the proportional delayed Lagrange neural network,the proportional delayed PNN is faster in terms of convergence *** possible reason is that appropriate parameters make the model converge to the equilibrium point along the direction of gradient descent.
The active-set Newton method developed earlier by the authors for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objective function. A the...
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The active-set Newton method developed earlier by the authors for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objective function. A theoretical justification is given to the fact that the method is guaranteed to find the exact solution in a finite number of steps. Numerical results indicate that this approach is competitive with other available methods for quadratic programming problems.
The multi-objective integer programmingproblem often occurs in multi-criteria decision making situations, where the decision variables are integers. In the present paper, we have discussed an algorithm for finding al...
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The multi-objective integer programmingproblem often occurs in multi-criteria decision making situations, where the decision variables are integers. In the present paper, we have discussed an algorithm for finding all efficient solutions of a multi-objective integer quadratic programming problem. The proposed algorithm is based on the aspect that efficient solutions of a multi-objective integer quadratic programming problem can be obtained by enumerating ranked solutions of an integer quadratic programming problem. For determining ranked solutions of an integer quadratic programming problem, we have constructed a related integer linear programmingproblem and from ranked solutions of this integer linear programmingproblem, ranked solutions of the original integer quadratic programming problem are generated. Theoretically, we have shown that the developed method generates the set of all efficient solutions in a finite number of steps, and numerically we have elaborated the working of our algorithm and compared our results with existing algorithms. Further, we have analyzed that the developed method is efficient for solving a multi-objective integer quadratic programming problem with a large number of constraints, variables and objectives.
A matrix splitting method is presented for minimizing a quadraticprogramming (QP) problem, and a general algorithm is designed to solve the QP problem and generates a sequence of iterative points. We prove that the s...
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A matrix splitting method is presented for minimizing a quadraticprogramming (QP) problem, and a general algorithm is designed to solve the QP problem and generates a sequence of iterative points. We prove that the sequence generated by the algorithm converges to the optimal solution and has an R-linear rate of convergence if the QP problem is strictly convex and nondegenerate, and that every accumulation point of the sequence generated by the general algorithm is a KKT point of the original problem under the hypothesis that the value of the objective function is bounded below on the constrained region, and that the sequence converges to a KKT point if the problem is nondegenerate and the constrained region is bounded.
In this paper, a quadraticprogramming model is considered, wherein all parameters and decision variables take values in intervals. Existence of optimal solution for this model with certain acceptable level is justifi...
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ISBN:
(纸本)9781479900206
In this paper, a quadraticprogramming model is considered, wherein all parameters and decision variables take values in intervals. Existence of optimal solution for this model with certain acceptable level is justified and a methodology is proposed to derive such a solution. Finally, the theoretical development is illustrated by means of an example of portfolio selection.
Various kinds of processes can be controlled using predictive control. In certain cases of predictive control of fast-dynamics processes, a predictive control algorithm may not be feasible within the sampling-period t...
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ISBN:
(纸本)9781467366274
Various kinds of processes can be controlled using predictive control. In certain cases of predictive control of fast-dynamics processes, a predictive control algorithm may not be feasible within the sampling-period time. These situations occur when requirements on control are more complex. For higher horizons and many constraints on control variables, the overloading of the sampling period can occur. In this contribution, the original algorithm of the quadraticprogramming is modified and verified by simulation and time analysis. For purposes of reducing of the algorithm complexity, a method based on the particular modifications in a solution of the quadratic programming problem is presented.
The active-set Newton method developed earlier by the author and her supervisor for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objecti...
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The active-set Newton method developed earlier by the author and her supervisor for mixed complementarity problems is applied to solving the quadratic programming problem with a positive definite matrix of the objective function and for variational equilibrium problem. A theoretical justification is given to the fact that the method is guaranteed to find the exact solution in a finite number of steps. Numerical results indicate that this approach is competitive with other available methods as for quadratic programming problems and for variational equilibrium problem. (C) 2019 The Authors. Published by Elsevier B.V.
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