In this paper, we give an overview on optimality conditions and exact penalization for the mathematical program with switching constraints (MPSC). MPSC is a new class of optimization problems with important applicatio...
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Any Municipal distribution system consists of pipe network, valves and pressure generating facilities etc. Around 70% of total cost of any water distribution system is towards cost of pipe network only. Therefore, the...
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We study the local behavior of a primal-dual inexact interior point methods for solving nonlinear systems arising from the solution of nonlinear optimization problems or more generally from nonlinear complementarity p...
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We study the local behavior of a primal-dual inexact interior point methods for solving nonlinear systems arising from the solution of nonlinear optimization problems or more generally from nonlinear complementarity problems. The algorithm is based on the Newton method applied to a sequence of perturbed systems that follows by perturbation of the complementarity equations of the original system. In case of an exact solution of the Newton system, it has been shown that the sequence of iterates is asymptotically tangent to the central path (Armand and Benoist in Math. Program. 115:199-222, 2008). The purpose of the present paper is to extend this result to an inexact solution of the Newton system. We give quite general conditions on the different parameters of the algorithm, so that this asymptotic property is satisfied. Some numerical tests are reported to illustrate our theoretical results.
This paper proposes the resolution of the optimal reactive dispatch (ORD) problem for the combined objective of minimizing active power losses and voltage profile improvement on load buses considering discrete variabl...
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Some direct transcription methods can fail to converge, e.g. when there are singular arcs. We recently introduced a convergent direct transcription method for optimal control problems, called the penalty-barrier finit...
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Algorithmic solutions for the motion planning problem have been investigated for five decades. Since the development of A* in 1969 many approaches have been investigated, traditionally classified as either grid decomp...
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This work continues an ongoing effort to compare non-smooth optimization problems in abs-normal form to Mathematical Programs with Complementarity Constraints (MPCCs). We study general nonlinear Programs with equality...
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We propose a sigmoidal approximation for the value-at-risk (that we call SigVaR) and we use this approximation to tackle nonlinear programs (NLPs) with chance constraints. We prove that the approximation is conservati...
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In this paper we propose an Approximate Weak stationarity (AW-stationarity) concept designed to deal with Mathematical Programs with Cardinality Constraints (MPCaC), and we proved that it is a legitimate optimality co...
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Online mobile advertising ecosystems provide advertising and analytics services that collect, aggregate, process, and trade a rich amount of consumers' personal data and carry out interest-based ad targeting, whic...
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