Journal of Optimization Theory and Applications最新文献_第9页

Periodic Optimal Control of a Plug Flow Reactor Model with an Isoperimetric Constraint 具有等容约束条件的塞流反应器模型的周期性优化控制

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-05-14 DOI: 10.1007/s10957-024-02439-w

Yevgeniia Yevgenieva, Alexander Zuyev, Peter Benner, Andreas Seidel-Morgenstern

引用次数: 0

Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization 通过凸凹鞍点优化构建稳健的债券投资组合

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-05-13 DOI: 10.1007/s10957-024-02436-z

Eric Luxenberg, Philipp Schiele, Stephen Boyd

引用次数: 0

Perturbation Analysis on T-Eigenvalues of Third-Order Tensors 三阶张量 T 特征值的扰动分析

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-05-10 DOI: 10.1007/s10957-024-02444-z

Changxin Mo, Weiyang Ding, Yimin Wei

{"title":"Perturbation Analysis on T-Eigenvalues of Third-Order Tensors","authors":"Changxin Mo, Weiyang Ding, Yimin Wei","doi":"10.1007/s10957-024-02444-z","DOIUrl":"https://doi.org/10.1007/s10957-024-02444-z","url":null,"abstract":"This paper concentrates on perturbation theory concerning the tensor T-eigenvalues within the framework of tensor-tensor multiplication. Notably, it serves as a cornerstone for the extension of semidefinite programming into the domain of tensor fields, referred to as T-semidefinite programming. The analytical perturbation analysis delves into the sensitivity of T-eigenvalues for third-order tensors with square frontal slices, marking the first main part of this study. Three classical results from the matrix domain into the tensor domain are extended. Firstly, this paper presents the Gershgorin disc theorem for tensors, demonstrating the confinement of all T-eigenvalues within a union of Gershgorin discs. Afterward, generalizations of the Bauer-Fike theorem are provided, each applicable to different cases involving tensors, including those that are F-diagonalizable and those that are not. Lastly, the Kahan theorem is presented, addressing the perturbation of a Hermite tensor by any tensors. Additionally, the analysis establishes connections between the T-eigenvalue problem and various optimization problems. The second main part of the paper focuses on tensor pseudospectra theory, presenting four equivalent definitions to characterize tensor (varepsilon )-pseudospectra. Accompanied by a thorough analysis of their properties and illustrative visualizations, this section also explores the application of tensor (varepsilon )-pseudospectra in identifying more T-positive definite tensors.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"19 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140925265","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

Robust Risk Management via Multi-marginal Optimal Transport 通过多边际优化运输实现稳健风险管理

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-05-09 DOI: 10.1007/s10957-024-02438-x

Hamza Ennaji, Quentin Mérigot, Luca Nenna, Brendan Pass

{"title":"Robust Risk Management via Multi-marginal Optimal Transport","authors":"Hamza Ennaji, Quentin Mérigot, Luca Nenna, Brendan Pass","doi":"10.1007/s10957-024-02438-x","DOIUrl":"https://doi.org/10.1007/s10957-024-02438-x","url":null,"abstract":"We study the problem of maximizing a spectral risk measure of a given output function which depends on several underlying variables, whose individual distributions are known but whose joint distribution is not. We establish and exploit an equivalence between this problem and a multi-marginal optimal transport problem. We use this reformulation to establish explicit, closed form solutions when the underlying variables are one dimensional, for a large class of output functions. For higher dimensional underlying variables, we identify conditions on the output function and marginal distributions under which solutions concentrate on graphs over the first variable and are unique, and, for general output functions, we find upper bounds on the dimension of the support of the solution. We also establish a stability result on the maximal value and maximizing joint distributions when the output function, marginal distributions and spectral function are perturbed; in addition, when the variables one dimensional, we show that the optimal value exhibits Lipschitz dependence on the marginal distributions for a certain class of output functions. Finally, we show that the equivalence to a multi-marginal optimal transport problem extends to maximal correlation measures of multi-dimensional risks; in this setting, we again establish conditions under which the solution concentrates on a graph over the first marginal.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"59 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140925256","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 Variant of the Logistic Quantal Response Equilibrium to Select a Perfect Equilibrium 选择完美平衡的逻辑数量反应平衡变体

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-05-03 DOI: 10.1007/s10957-024-02433-2

Yiyin Cao, Yin Chen, Chuangyin Dang

{"title":"A Variant of the Logistic Quantal Response Equilibrium to Select a Perfect Equilibrium","authors":"Yiyin Cao, Yin Chen, Chuangyin Dang","doi":"10.1007/s10957-024-02433-2","DOIUrl":"https://doi.org/10.1007/s10957-024-02433-2","url":null,"abstract":"The concept of perfect equilibrium, formulated by Selten (Int J Game Theory 4:25–55, 1975), serves as an effective characterization of rationality in strategy perturbation. In our study, we propose a modified version of perfect equilibrium that incorporates perturbation control parameters. To match the beliefs with the equilibrium choice probabilities, the logistic quantal response equilibrium (logistic QRE) was established by McKelvey and Palfrey (Games Econ Behav 10:6–38, 1995), which is only able to select a Nash equilibrium. By introducing a linear combination between a mixed strategy profile and a given vector with positive elements, this paper develops a variant of the logistic QRE for the selection of the special version of perfect equilibrium. Expanding upon this variant, we construct an equilibrium system that incorporates an exponential function of an extra variable. Through rigorous error-bound analysis, we demonstrate that the solution set of this equilibrium system leads to a perfect equilibrium as the extra variable approaches zero. Consequently, we establish the existence of a smooth path to a perfect equilibrium and employ an exponential transformation of variables to ensure numerical stability. To make a numerical comparison, we capitalize on a variant of the square-root QRE, which yields another smooth path to a perfect equilibrium. Numerical results further verify the effectiveness and efficiency of the proposed differentiable path-following methods.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"25 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-05-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140889265","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

Local Boundedness for Minimizers of Anisotropic Functionals with Monomial Weights 具有单项权重的各向异性函数最小化的局部有界性

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-29 DOI: 10.1007/s10957-024-02432-3

Filomena Feo, Antonia Passarelli di Napoli, Maria Rosaria Posteraro

引用次数: 0

An Efficient GIPM Algorithm for Computing the Smallest V-Singular Value of the Partially Symmetric Tensor 计算部分对称张量最小 V 星形值的高效 GIPM 算法

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-26 DOI: 10.1007/s10957-024-02434-1

Zhuolin Du, Chunyan Wang, Haibin Chen, Hong Yan

引用次数: 0

Multi-Phase Trajectory Optimization for Alpine Skiers Using an Improved Retractable Body Model 使用改进的可伸缩身体模型优化高山滑雪运动员的多阶段轨迹

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-20 DOI: 10.1007/s10957-024-02422-5

Congying Cai, Xiaolan Yao

{"title":"Multi-Phase Trajectory Optimization for Alpine Skiers Using an Improved Retractable Body Model","authors":"Congying Cai, Xiaolan Yao","doi":"10.1007/s10957-024-02422-5","DOIUrl":"https://doi.org/10.1007/s10957-024-02422-5","url":null,"abstract":"In this paper, an improved retractable body model (IRBM) is established, which has an advantage in simulating the flexion-and-extension motion of skier’s legs during carved turning and straight gliding. The trajectory optimization problem for the nonlinear alpine skiing system is transformed into a multi-phase optimal control (MPOC) problem. Subsequently, a constrained multi-phase trajectory optimization model is developed based on the optimal control theory, where the optimization target is to minimize the total skiing time. The optimization model is discretized by using the Radau pseudospectral method (RPM), which transcribes the MPOC problem into a nonlinear programming (NLP) problem that is then solved by SNOPT solver. Through numerical simulations, the optimization results under different constraints are obtained using MATLAB. The variation characteristics of the variables and trajectories are analyzed, and four influencing factors related to the skiing time are investigated by comparative experiments. It turns out that the small turning radius can reduce the total skiing time, the flexion-and-extension motion of legs is beneficial to skier’s performance, and the large inclination angle can shorten skier’s turning time, while the control force has a slight effect on the skiing time. The effectiveness and feasibility of the proposed models and trajectory optimization strategies are validated by simulation and experiment results.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"211 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-04-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140630356","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

The Nonconvex Second-Order Cone: Algebraic Structure Toward Optimization 非凸二阶锥体：面向优化的代数结构

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-18 DOI: 10.1007/s10957-024-02406-5

Baha Alzalg, Lilia Benakkouche

{"title":"The Nonconvex Second-Order Cone: Algebraic Structure Toward Optimization","authors":"Baha Alzalg, Lilia Benakkouche","doi":"10.1007/s10957-024-02406-5","DOIUrl":"https://doi.org/10.1007/s10957-024-02406-5","url":null,"abstract":"This paper explores the nonconvex second-order cone as a nonconvex conic extension of the known convex second-order cone in optimization, as well as a higher-dimensional conic extension of the known causality cone in relativity. The nonconvex second-order cone can be used to reformulate nonconvex quadratic programming and nonconvex quadratically constrained quadratic program in conic format. The cone can also arise in real-world applications, such as facility location problems in optimization when some existing facilities are more likely to be closer to new facilities than other existing facilities. We define notions of the algebraic structure of the nonconvex second-order cone and show that its ambient space is commutative and power-associative, wherein elements always have real eigenvalues; this is remarkable because it is not the case for arbitrary Jordan algebras. We will also find that the ambient space of this nonconvex cone is rank-independent of its dimension; this is also notable because it is not the case for algebras of arbitrary convex cones. What is more noteworthy is that we prove that the nonconvex second-order cone equals the cone of squares of its ambient space; this is not the case for all non-Euclidean Jordan algebras. Finally, numerous algebraic properties that already exist in the framework of the convex second-order cone are generalized to the framework of the nonconvex second-order cone.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"27 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-04-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140614135","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

Controllability and Stability of Non-instantaneous Impulsive Stochastic Multiple Delays System 非瞬时脉冲随机多延迟系统的可控性与稳定性

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-15 DOI: 10.1007/s10957-024-02430-5

T. Sathiyaraj, JinRong Wang

引用次数: 0