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

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

Treatment of Set-Valued Robustness via Separation and Scalarization 通过分离和标量化处理集值鲁棒性

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-13 DOI: 10.1007/s10957-024-02423-4

Madhusudan Das, Chandal Nahak, Mahendra Prasad Biswal

引用次数: 0

Application of Portfolio Optimization to Achieve Persistent Time Series 应用投资组合优化实现持久时间序列

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-12 DOI: 10.1007/s10957-024-02426-1

Adam Zlatniczki, Andras Telcs

引用次数: 0

Computing Second-Order Points Under Equality Constraints: Revisiting Fletcher’s Augmented Lagrangian 在相等约束条件下计算二阶点：重温弗莱彻的增量拉格朗日

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-11 DOI: 10.1007/s10957-024-02421-6

Florentin Goyens, Armin Eftekhari, Nicolas Boumal

引用次数: 0

A Short Note on Super-Hedging an Arbitrary Number of European Options with Integer-Valued Strategies 用整数策略超级对冲任意数量欧式期权的简短说明

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-11 DOI: 10.1007/s10957-024-02409-2

Dorsaf Cherif, Meriam El Mansour, Emmanuel Lepinette

引用次数: 0

Numerical Approaches for Constrained and Unconstrained, Static Optimization on the Special Euclidean Group SE(3) 特殊欧几里得群 SE(3) 上有约束和无约束静态优化的数值方法

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-11 DOI: 10.1007/s10957-024-02431-4

Brennan McCann, Morad Nazari, Christopher Petersen

{"title":"Numerical Approaches for Constrained and Unconstrained, Static Optimization on the Special Euclidean Group SE(3)","authors":"Brennan McCann, Morad Nazari, Christopher Petersen","doi":"10.1007/s10957-024-02431-4","DOIUrl":"https://doi.org/10.1007/s10957-024-02431-4","url":null,"abstract":"In this paper, rigid body static optimization is investigated on the Riemannian manifold of rigid body motion groups. This manifold, which is also a matrix manifold, provides a framework to formulate translational and rotational motions of the body, while considering any coupling between those motions, and uses members of the special orthogonal group (textsf{SO}(3)) to represent the rotation. Hence, it is called the special Euclidean group (textsf{SE}(3)). Formalism of rigid body motion on (textsf{SE}(3)) does not fall victim to singularity or non-uniqueness issues associated with attitude parameterization sets. Benefiting from Riemannian matrix manifolds and their metrics, a generic framework for unconstrained static optimization and a customizable framework for constrained static optimization are proposed that build a foundation for dynamic optimization of rigid body motions on (textsf{SE}(3)) and its tangent bundle. The study of Riemannian manifolds from the perspective of rigid body motion introduced here provides an accurate tool for optimization of rigid body motions, avoiding any biases that could otherwise occur in rotational motion representation if attitude parameterization sets were used.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"32 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140580034","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 Doubly Nonlinear Evolution System with Threshold Effects Associated with Dry Friction 与干摩擦相关的具有阈值效应的双非线性演化系统

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-10 DOI: 10.1007/s10957-024-02417-2

Samir Adly, Hedy Attouch, Manh Hung Le

{"title":"A Doubly Nonlinear Evolution System with Threshold Effects Associated with Dry Friction","authors":"Samir Adly, Hedy Attouch, Manh Hung Le","doi":"10.1007/s10957-024-02417-2","DOIUrl":"https://doi.org/10.1007/s10957-024-02417-2","url":null,"abstract":"In this paper, we investigate the asymptotic behavior of inertial dynamics with dry friction within the context of a Hilbert framework for convex differentiable optimization. Our study focuses on a doubly nonlinear first-order evolution inclusion that encompasses two potentials. In our analysis, we specifically focus on two main components: the differentiable function f that needs to be minimized, which influences the system’s state through its gradient, and the nonsmooth dry friction potential denoted as (varphi = rVert cdot Vert ). It’s important to note that the dry friction term acts on a linear combination of the velocity vector and the gradient of f. Consequently, any stationary point in our system corresponds to a critical point of f, unlike the case where only the velocity vector is involved in the dry friction term, resulting in an approximate critical point of f. To emphasize the crucial role of (nabla f(x)), we also explore the dual formulation of this dynamic, which possesses a Riemannian gradient structure. To address these dynamics, we employ the recently developed generic acceleration approach by Attouch, Bot, and Nguyen. This approach involves the time scaling of a continuous first-order differential equation, followed by the application of the method of averaging. By applying this methodology, we derive fast convergence results for second-order time-evolution systems with dry friction, asymptotically vanishing viscous damping, and implicit Hessian-driven damping.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"49 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579806","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

Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model 自激索赔模式下的最佳索赔比例再保险

IF 1.9 3区数学

Journal of Optimization Theory and Applications Pub Date : 2024-04-10 DOI: 10.1007/s10957-024-02429-y

Fan Wu, Yang Shen, Xin Zhang, Kai Ding

{"title":"Optimal Claim-Dependent Proportional Reinsurance Under a Self-Exciting Claim Model","authors":"Fan Wu, Yang Shen, Xin Zhang, Kai Ding","doi":"10.1007/s10957-024-02429-y","DOIUrl":"https://doi.org/10.1007/s10957-024-02429-y","url":null,"abstract":"This paper investigates an optimal reinsurance problem for an insurance company with self-exciting claims, where the insurer’s historical claims affect the claim intensity itself. We focus on a claim-dependent proportional reinsurance contact, where the term “claim-dependent” signifies that the insurer’s risk retention ratio is allowed to depend on claim size. The insurer aims to maximize the expected utility of terminal wealth. By utilizing the dynamic programming principle and verification theorem, we obtain the optimal reinsurance strategy and corresponding value function in closed-form from the Hamilton–Jacobi–Bellman equation under an exponential utility function. We show that the claim-dependent proportional reinsurance is optimal among all types of reinsurance under the exponential utility maximization criterion. In addition, we present several analytical properties and numerical examples of the derived optimal strategy and provide economic insights through analytical and numerical analyses. In particular, we show the optimal claim-dependent proportional reinsurance can be considered as a continuous approximation of the step-wise risk sharing rule between the insurer and the reinsurer.","PeriodicalId":50100,"journal":{"name":"Journal of Optimization Theory and Applications","volume":"42 1","pages":""},"PeriodicalIF":1.9,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140579955","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