Numerical Algebra Control and Optimization最新文献_第6页

Optimal control problem governed by an infinite dimensional two-nilpotent bilinear systems 一类无限维二幂零双线性系统的最优控制问题

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022018

A. Aib, N. Bensalem

引用次数: 1

Weak convergence theorems for symmetric generalized hybrid mappings and equilibrium problems 对称广义混合映射和平衡问题的弱收敛定理

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2021051

Do Sang Kim, N. N. Hai, B. Dinh

引用次数: 1

A survey of numerical solutions for stochastic control problems: Some recent progress 随机控制问题数值解的研究进展

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022004

Zhu Jin, Mingxue Qiu, K. Tran, G. Yin

引用次数: 4

Levenberg-Marquardt method for absolute value equation associated with second-order cone 二阶锥相关绝对值方程的Levenberg-Marquardt方法

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2021050

Xin He Miao, Kai Yao, Ching-Yu Yang, Jein-Shan Chen

引用次数: 6

A two-stage data envelopment analysis approach to solve extended transportation problem with non-homogenous costs 非均匀成本扩展运输问题的两阶段数据包络分析方法

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022006

Aliyeh Hadi, S. Mehrabian

{"title":"A two-stage data envelopment analysis approach to solve extended transportation problem with non-homogenous costs","authors":"Aliyeh Hadi, S. Mehrabian","doi":"10.3934/naco.2022006","DOIUrl":"https://doi.org/10.3934/naco.2022006","url":null,"abstract":"The transportation problem is a particular type of linear programming problem in which the main objective is to minimize the cost. In marked contrast to the classical real-world transportation model, shipping supplies from one source to a destination cause several costs and benefits, each of which is incomparable to another. The extended transportation problem was first introduced in a study conducted by Amirteimoori [1]. In contrast, many important questions regarding the production possibility set, the place of costs, the benefits, and the essence of these costs were not fully addressed yet. Therefore, this paper focuses on transportation models that do not provide explicit output. This method is helpful because it is designed for a specific purpose: to send goods and supply-demand at the lowest cost and decision-maker; does not suffer from the confusion of costs and the various consequences of placing them costs and outputs. Furthermore, this model improves the contradiction between the essence of the problem and the input/output-oriented data envelopment analysis. In this paper, previous models that can not incorporate all the sources of inefficiency have been solved. We apply the slack-based measure(SBM) to calculate all identified inefficiency sources. A numerical example is considered to show the approach's applicability, as mentioned above, to actual life situations. As a result, the optimal costs achieved via the proposed method are more realistic and accurate by obtaining a more representative efficiency assessment. This example proved our proposed approach's efficiency, providing a more efficient solution by corporate all sources inefficiency and presenting efficient costs for each path.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"9 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73000036","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Drazin theta and theta Drazin matrices 和Drazin矩阵

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2022-01-01 DOI: 10.3934/naco.2022023

Divya P. Shenoy

引用次数: 2

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection 状态约束McKean-Vlasov方程控制的水平集方法:在可再生能源存储和投资组合选择中的应用

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-12-21 DOI: 10.3934/naco.2022033

Maximilien Germain, H. Pham, X. Warin

{"title":"A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection","authors":"Maximilien Germain, H. Pham, X. Warin","doi":"10.3934/naco.2022033","DOIUrl":"https://doi.org/10.3934/naco.2022033","url":null,"abstract":"We consider the control of McKean-Vlasov dynamics (or mean-field control) with probabilistic state constraints. We rely on a level-set approach which provides a representation of the constrained problem in terms of an unconstrained one with exact penalization and running maximum or integral cost. The method is then extended to the common noise setting. Our work extends (Bokanowski, Picarelli, and Zidani, SIAM J. Control Optim. 54.5 (2016), pp. 2568--2593) and (Bokanowski, Picarelli, and Zidani, Appl. Math. Optim. 71 (2015), pp. 125--163) to a mean-field setting. The reformulation as an unconstrained problem is particularly suitable for the numerical resolution of the problem, that is achieved from an extension of a machine learning algorithm from (Carmona, Lauri{`e}re, arXiv:1908.01613 to appear in Ann. Appl. Prob., 2019). A first application concerns the storage of renewable electricity in the presence of mean-field price impact and another one focuses on a mean-variance portfolio selection problem with probabilistic constraints on the wealth. We also illustrate our approach for a direct numerical resolution of the primal Markowitz continuous-time problem without relying on duality.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"100 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81622617","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 2

On fast convergence rates for generalized conditional gradient methods with backtracking stepsize 具有回溯步长的广义条件梯度方法的快速收敛速率

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-09-30 DOI: 10.3934/naco.2022026

K. Kunisch, Daniel Walter

引用次数: 5

From mean field games to Navier-Stokes equations 从野外游戏到纳维-斯托克斯方程

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-07-06 DOI: 10.3934/naco.2022020

T. Luo, Q. Song

引用次数: 0

Deep neural nets with fixed bias configuration 具有固定偏置配置的深度神经网络

IF 1.3

Numerical Algebra Control and Optimization Pub Date : 2021-07-03 DOI: 10.3934/naco.2022016

Harbir Antil, Thomas S. Brown, R. Lohner, F. Togashi, Deepanshu Verma

{"title":"Deep neural nets with fixed bias configuration","authors":"Harbir Antil, Thomas S. Brown, R. Lohner, F. Togashi, Deepanshu Verma","doi":"10.3934/naco.2022016","DOIUrl":"https://doi.org/10.3934/naco.2022016","url":null,"abstract":"For any given neural network architecture a permutation of weights and biases results in the same functional network. This implies that optimization algorithms used to 'train' or 'learn' the network are faced with a very large number (in the millions even for small networks) of equivalent optimal solutions in the parameter space. To the best of our knowledge, this observation is absent in the literature. In order to narrow down the parameter search space, a novel technique is introduced in order to fix the bias vector configurations to be monotonically increasing. This is achieved by augmenting a typical learning problem with inequality constraints on the bias vectors in each layer. A Moreau-Yosida regularization based algorithm is proposed to handle these inequality constraints and a theoretical convergence of this algorithm is established. Applications of the proposed approach to standard trigonometric functions and more challenging stiff ordinary differential equations arising in chemically reacting flows clearly illustrate the benefits of the proposed approach. Further application of the approach on the MNIST dataset within TensorFlow, illustrate that the presented approach can be incorporated in any of the existing machine learning libraries.","PeriodicalId":44957,"journal":{"name":"Numerical Algebra Control and Optimization","volume":"33 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2021-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"82930534","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4