95 research outputs found

    Inverse barrier methods for linear programming

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    Invariance Conditions for Nonlinear Dynamical Systems

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    Recently, Horv\'ath, Song, and Terlaky [\emph{A novel unified approach to invariance condition of dynamical system, submitted to Applied Mathematics and Computation}] proposed a novel unified approach to study, i.e., invariance conditions, sufficient and necessary conditions, under which some convex sets are invariant sets for linear dynamical systems. In this paper, by utilizing analogous methodology, we generalize the results for nonlinear dynamical systems. First, the Theorems of Alternatives, i.e., the nonlinear Farkas lemma and the \emph{S}-lemma, together with Nagumo's Theorem are utilized to derive invariance conditions for discrete and continuous systems. Only standard assumptions are needed to establish invariance of broadly used convex sets, including polyhedral and ellipsoidal sets. Second, we establish an optimization framework to computationally verify the derived invariance conditions. Finally, we derive analogous invariance conditions without any conditions

    A second order cone formulation of continuous CTA model

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    The final publication is available at link.springer.comIn this paper we consider a minimum distance Controlled Tabular Adjustment (CTA) model for statistical disclosure limitation (control) of tabular data. The goal of the CTA model is to find the closest safe table to some original tabular data set that contains sensitive information. The measure of closeness is usually measured using l1 or l2 norm; with each measure having its advantages and disadvantages. Recently, in [4] a regularization of the l1 -CTA using Pseudo-Huber func- tion was introduced in an attempt to combine positive characteristics of both l1 -CTA and l2 -CTA. All three models can be solved using appro- priate versions of Interior-Point Methods (IPM). It is known that IPM in general works better on well structured problems such as conic op- timization problems, thus, reformulation of these CTA models as conic optimization problem may be advantageous. We present reformulation of Pseudo-Huber-CTA, and l1 -CTA as Second-Order Cone (SOC) op- timization problems and test the validity of the approach on the small example of two-dimensional tabular data set.Peer ReviewedPostprint (author's final draft
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