发布求助
文献互助 智能选刊 最新文献

Journal of Global Optimization最新文献

筛选
英文 中文
On asymptotic convergence rate of random search 随机搜索的渐近收敛速度
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-11-24 DOI: 10.1007/s10898-023-01342-4
Dawid Tarłowski
{"title":"On asymptotic convergence rate of random search","authors":"Dawid Tarłowski","doi":"10.1007/s10898-023-01342-4","DOIUrl":"https://doi.org/10.1007/s10898-023-01342-4","url":null,"abstract":"<p>This paper presents general theoretical studies on asymptotic convergence rate (ACR) for finite dimensional optimization. Given the continuous problem function and discrete time stochastic optimization process, the ACR is the optimal constant for control of the asymptotic behaviour of the expected approximation errors. Under general assumptions, condition ACR<span>(&lt;1)</span> implies the linear behaviour of the expected time of hitting the <span>(varepsilon )</span>- optimal sublevel set with <span>(varepsilon rightarrow 0^+ )</span> and determines the upper bound for the convergence rate of the trajectories of the process. This paper provides general characterization of ACR and, in particular, shows that some algorithms cannot converge linearly fast for any nontrivial continuous optimization problem. The relation between asymptotic convergence rate in the objective space and asymptotic convergence rate in the search space is provided. Examples and numerical simulations with use of a (1+1) self-adaptive evolution strategy and other algorithms are presented.</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138524762","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Existence of solutions to $$Gamma $$ -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets 具有椭球不确定性集的不确定lcp间隙函数公式$$Gamma $$ -鲁棒对应物解的存在性
IF 1.8 3区 数学
Journal of Global Optimization Pub Date : 2023-11-24 DOI: 10.1007/s10898-023-01340-6
Lulin Tan, Wei Hong Yang, Jinbiao Pan
{"title":"Existence of solutions to $$Gamma $$ -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets","authors":"Lulin Tan, Wei Hong Yang, Jinbiao Pan","doi":"10.1007/s10898-023-01340-6","DOIUrl":"https://doi.org/10.1007/s10898-023-01340-6","url":null,"abstract":"<p>In this paper, we give some existence theorems of solutions to <span>(Gamma )</span>-robust counterparts of gap function formulations of uncertain linear complementarity problems, in which <span>(Gamma )</span> plays a role in adjusting the robustness of the model against the level of conservatism of solutions. If the <span>(Gamma )</span>-robust uncertainty set is nonconvex, it is hard to prove the existence of solutions to the corresponding robust counterpart. Using techniques of asymptotic functions, we establish existence theorems of solutions to the corresponding robust counterpart. For the case of nonconvex <span>(Gamma )</span>-robust ellipsoidal uncertainty sets, these existence results are not proved in the paper [Krebs et al., Int. Trans. Oper. Res. 29 (2022), pp. 417–441]; for the case of convex <span>(Gamma )</span>-robust ellipsoidal uncertainty sets, our existence theorems are obtained under the conditions which are much weaker than those in Krebs’ paper. Finally, a case study for the uncertain traffic equilibrium problem is considered to illustrate the effects of nonconvex uncertainty sets on the level of conservatism of robust solutions.\u0000</p>","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":1.8,"publicationDate":"2023-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138524763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Configuring an heterogeneous smartgrid network: complexity and approximations for tree topologies 配置异构智能电网:树状拓扑的复杂性和近似
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01338-0
Dominique Barth, Thierry Mautor, Dimitri Watel, Marc-Antoine Weisser
{"title":"Configuring an heterogeneous smartgrid network: complexity and approximations for tree topologies","authors":"Dominique Barth, Thierry Mautor, Dimitri Watel, Marc-Antoine Weisser","doi":"10.1007/s10898-023-01338-0","DOIUrl":"https://doi.org/10.1007/s10898-023-01338-0","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136232310","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Discrete approximation for two-stage stochastic variational inequalities 两阶段随机变分不等式的离散逼近
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01337-1
Jie Jiang, Hailin Sun
{"title":"Discrete approximation for two-stage stochastic variational inequalities","authors":"Jie Jiang, Hailin Sun","doi":"10.1007/s10898-023-01337-1","DOIUrl":"https://doi.org/10.1007/s10898-023-01337-1","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134901110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Strict feasibility for the polynomial complementarity problem 多项式互补问题的严格可行性
3区 数学
Journal of Global Optimization Pub Date : 2023-11-14 DOI: 10.1007/s10898-023-01339-z
Xue-liu Li, Guo-ji Tang
{"title":"Strict feasibility for the polynomial complementarity problem","authors":"Xue-liu Li, Guo-ji Tang","doi":"10.1007/s10898-023-01339-z","DOIUrl":"https://doi.org/10.1007/s10898-023-01339-z","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134901537","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Separating disconnected quadratic level sets by other quadratic level sets 用其他二次水平集分离不相连的二次水平集
3区 数学
Journal of Global Optimization Pub Date : 2023-11-13 DOI: 10.1007/s10898-023-01330-8
Huu-Quang Nguyen, Ya-Chi Chu, Ruey-Lin Sheu
{"title":"Separating disconnected quadratic level sets by other quadratic level sets","authors":"Huu-Quang Nguyen, Ya-Chi Chu, Ruey-Lin Sheu","doi":"10.1007/s10898-023-01330-8","DOIUrl":"https://doi.org/10.1007/s10898-023-01330-8","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134992946","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Heteroscedastic Bayesian optimization using generalized product of experts 基于专家广义积的异方差贝叶斯优化
3区 数学
Journal of Global Optimization Pub Date : 2023-11-04 DOI: 10.1007/s10898-023-01333-5
Saulius Tautvaišas, Julius Žilinskas
{"title":"Heteroscedastic Bayesian optimization using generalized product of experts","authors":"Saulius Tautvaišas, Julius Žilinskas","doi":"10.1007/s10898-023-01333-5","DOIUrl":"https://doi.org/10.1007/s10898-023-01333-5","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135773611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A semi-Bregman proximal alternating method for a class of nonconvex problems: local and global convergence analysis 一类非凸问题的半bregman近端交替方法:局部与全局收敛分析
3区 数学
Journal of Global Optimization Pub Date : 2023-11-03 DOI: 10.1007/s10898-023-01334-4
Eyal Cohen, D. Russell Luke, Titus Pinta, Shoham Sabach, Marc Teboulle
{"title":"A semi-Bregman proximal alternating method for a class of nonconvex problems: local and global convergence analysis","authors":"Eyal Cohen, D. Russell Luke, Titus Pinta, Shoham Sabach, Marc Teboulle","doi":"10.1007/s10898-023-01334-4","DOIUrl":"https://doi.org/10.1007/s10898-023-01334-4","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135820217","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Globalized distributionally robust optimization based on samples 基于样本的全球化分布鲁棒优化
3区 数学
Journal of Global Optimization Pub Date : 2023-10-06 DOI: 10.1007/s10898-023-01332-6
Yueyao Li, Wenxun Xing
{"title":"Globalized distributionally robust optimization based on samples","authors":"Yueyao Li, Wenxun Xing","doi":"10.1007/s10898-023-01332-6","DOIUrl":"https://doi.org/10.1007/s10898-023-01332-6","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135350305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
DC algorithms in Hilbert spaces and the solution of indefinite infinite-dimensional quadratic programs 希尔伯特空间中的DC算法和不定无穷维二次规划的解
3区 数学
Journal of Global Optimization Pub Date : 2023-10-03 DOI: 10.1007/s10898-023-01331-7
Yongdo Lim, Hoang Ngoc Tuan, Nguyen Dong Yen
{"title":"DC algorithms in Hilbert spaces and the solution of indefinite infinite-dimensional quadratic programs","authors":"Yongdo Lim, Hoang Ngoc Tuan, Nguyen Dong Yen","doi":"10.1007/s10898-023-01331-7","DOIUrl":"https://doi.org/10.1007/s10898-023-01331-7","url":null,"abstract":"","PeriodicalId":15961,"journal":{"name":"Journal of Global Optimization","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-10-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135695838","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
首页 上一页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：481959085
Book学术官方微信