46 research outputs found
Convex Semi-Infinite programming: explicit optimality conditions
We consider the convex Semi-In¯nite Programming (SIP) problem where objec-
tive function and constraint function are convex w.r.t. a ¯nite-dimensional variable
x and all of these functions are su±ciently smooth in their domains. The constraint
function depends also on so called time variable t that is de¯ned on the compact set
T ½ R. In our recent paper [15] the new concept of immobility order of the points
of the set T was introduced and the Implicit Optimality Criterion was proved for
the convex SIP problem under consideration. In this paper the Implicit Optimality
Criterion is used to obtain new ¯rst and second order explicit optimality conditions.
We consider separately problems that satisfy and that do not satisfy the the Slater
condition. In the case of SIP problems with linear w.r.t. x constraints the optimal-
ity conditions have a form of the criterion. Comparison of the results obtained with
some other known optimality conditions for SIP problems is provided as well
Rigidity of abnormal extrema in the problem of non-linear programming with mixed constraints
We study abnormal extremum in the problem of non-linear pro-
gramming with mixed constraints. Abnormal extremum occurs when
in necessary optimality conditions the Lagrange multiplier, which cor-
responds to the objective function, vanishes. We demonstrate that in
this case abnormal second-order su±cient optimality conditions guar-
antee rigidity of the corresponding extremal point, which means iso-
latedness of this point in the set determined by the constraints
A constructive algorithm for determination of immobile indices in convex SIP problems with polyhedral index sets
We consider convex Semi-Infinite Programming (SIP) problems with polyhedral index sets. For these problems, we generalize the concepts of immobile
indices and their immobility orders (that are objective and important characteristics of the feasible sets permitting to formulate new efficient optimality conditions.
We describe and justify a finite constructive algorithm (DIIPS algorithm) that determines
immobile indices and their immobility orders along the
feasible directions. This algorithm is based on a representation of the cones of feasible directions of polyhedral index sets in the form of linear
combinations of the extremal rays {and on the approach described in our previous papers for the cases of multidimensional immobile sets of more
simple structure.
A constructive procedure of determination of the extremal rays is described and an example illustrating the application of the DIIPS algorithm is provided
On equivalent representations and properties of faces of the cone of copositive matrices
The paper is devoted to a study of the cone COPp
of copositive matrices. Based
on the known from semi-infinite optimization concept of immobile indices, we define
zero and minimal zero vectors of a subset of the cone COPp
and use them to obtain
different representations of faces of COPp
and the corresponding dual cones. We
describe the minimal face of COPp
containing a given convex subset of this cone and
prove some propositions that allow to obtain equivalent descriptions of the feasible
sets of a copositive problems and may be useful for creating new numerical methods
based on their regularization.publishe
Implicit optimality criterion for convex SIP problem with box constrained index set
We consider a convex problem of Semi-Infinite Programming (SIP) with multidimensional
index set. In study of this problem we apply the approach suggested in [20] for
convex SIP problems with one-dimensional index sets and based on the notions of immobile
indices and their immobility orders. For the problem under consideration we formulate
optimality conditions that are explicit and have the form of criterion. We compare this
criterion with other known optimality conditions for SIP and show its efficiency in the
convex case
On strong duality in linear copositive programming
The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized
immobile indices, an extended dual problem is deduced. The dual problem satisfies the
strong duality relations and does not require any additional regularity assumptions such
as constraint qualifications. The main difference with the previously obtained results consists in the fact that now the extended dual problem uses neither the immobile indices
themselves nor the explicit information about the convex hull of these indices.
The strong duality formulations presented in the paper have similar structure and
properties as that proposed in the works of M. Ramana, L. Tuncel, and H. Wolkovicz, for
semidefinite programming, but are obtained using different techniques.publishe
ЗАДАЧИ ЛИНЕЙНОГО ПОЛУОПРЕДЕЛЕННОГО ПРОГРАММИРОВАНИЯ: РЕГУЛЯРИЗАЦИЯ И ДВОЙСТВЕННЫЕ ФОРМУЛИРОВКИ В СТРОГОЙ ФОРМЕ
Regularisation consists in reducing a given optimisation problem to an equivalent form where certain regularity conditions,
which guarantee the strong duality, are fulfilled. In this paper, for linear problems of semidefinite programming
(SDP), we propose a regularisation procedure which is based on the concept of an immobile index set and its
properties. This procedure is described in the form of a finite algorithm which converts any linear semidefinite problem
to a form that satisfies the Slater condition. Using the properties of the immobile indices and the described regularisation
procedure, we obtained new dual SDP problems in implicit and explicit forms. It is proven that for the constructed dual
problems and the original problem the strong duality property holds true.Регуляризация задачи оптимизации состоит в ее сведении к эквивалентной задаче, удовлетворяющей условиям
регулярности, которые гарантируют выполнение соотношений двойственности в строгой форме. В настоящей
статье для линейных задач полуопределенного программирования предлагается процедура регуляризации, основанная на понятии неподвижных индексов и их свойствах. Эта процедура описана в виде алгоритма, который за
конечное число шагов преобразует любую задачу линейного полубесконечного программирования в эквивалентную задачу, удовлетворяющую условию Слейтера. В результате использования свойств неподвижных индексов
и предложенной процедуры регуляризации получены новые двойственные задачи полубесконечного программирования в явной и неявной формах. Доказано, что для этих двойственных задач и исходной задачи соотношения
двойственности выполняются в строгой форме.publishe
Optimality conditions for linear copositive programming problems with isolated immobile indices
In the present paper, we apply our recent results on optimality for convex semi-infinite programming to a problem of linear copositive programming (LCP). We prove explicit optimality conditions that use concepts of immobile indices and their immobility orders and do not require the Slater constraint qualification to be satisfied. The only assumption that we impose here is that the set of immobile indices consists of isolated points and hence is finite. This assumption is weaker than the Slater condition; therefore, the optimality conditions obtained in the paper are more general when compared with those usually used in LCP. We present an example of a problem in which the new optimality conditions allow one to test the optimality of a given feasible solution while the known optimality conditions fail to do this. Further, we use the immobile indices to construct a pair of regularized dual copositive problems and show that regardless of whether the Slater condition is satisfied or not, the duality gap between the optimal values of these problems is zero. An example of a problem is presented for which the standard strict duality fails, but the duality gap obtained by using the regularized dual problem vanishes
Convex semi-infinite programming: implicit optimality criterion based on the concept of immobile points
The paper deals with convex Semi-In¯nite Programming (SIP) problems. A new
concept of immobility order is introduced and an algorithm of determination of the
immobility orders (DIO algorithm) and so called immobile points is suggested. It is
shown that in the presence of the immobile points SIP problems do not satisfy the
Slater condition. Given convex SIP problem, we determine all its immobile points
and use them to formulate a Nonlinear Programming (NLP) problem in a special
form. It is proved that optimality conditions for the (in¯nite) SIP problem can be
formulated in terms of the analogous conditions for the corresponding (¯nite) NLP
problem. The main result of the paper is the Implicit Optimality Criterion that
permits to obtain new e±cient optimality conditions for the convex SIP problems
(even not satisfying the Slater condition) using the known results of the optimality
theory of NLP
Generalized problem of linear copositive programming
Статья посвящена изучению оптимизационных задач, в которых целевая функция линейна по конечномерной переменной х, в то время как ограничения линейны по х и квадратичны по индексу t, принадлежащему заданному конусу. Задачи такого вида могут интерпретироваться как обобщение задач полуопределенного
и коположительного программирования. Для рассматриваемой задачи формулируется эквивалентная задача полубесконечного программирования и вводится множество неподвижных индексов, которое либо пусто, либо является
объединением конечного числа выпуклых ограниченных многогранников. Изучение свойств множества допустимых планов позволило сформулировать и доказать новые эффективные условия оптимальности, которые не требуют
дополнительных условий на ограничения и имеют форму критериев.We consider a special class of optimization problems where the objective function is linear w.r.t. decision
variable х and the constraints are linear w.r.t. х and quadratic w.r.t. index t defined in a given cone. The problems of this class
can be considered as a generalization of semi-definite and copositive programming problems. For these problems, we
formulate an equivalent semi-infinite problem and define a set of immobile indices that is either empty or a union of a finite
number of convex bounded polyhedra. We have studied properties of the feasible sets of the problems under consideration and
use them to obtain new efficient optimality conditions for generalized copositive problems. These conditions are CQ-free and
have the form of criteria.publishe