• Title/Summary/Keyword: set-valued optimization problem

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OPTIMIZATION PROBLEMS WITH DIFFERENCE OF SET-VALUED MAPS UNDER GENERALIZED CONE CONVEXITY

  • DAS, K.;NAHAK, C.
    • Journal of applied mathematics & informatics
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    • v.35 no.1_2
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    • pp.147-163
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    • 2017
  • In this paper, we establish the necessary and sufficient Karush-Kuhn-Tucker (KKT) conditions for an optimization problem with difference of set-valued maps under generalized cone convexity assumptions. We also study the duality results of Mond-Weir (MW D), Wolfe (W D) and mixed (Mix D) types for the weak solutions of the problem (P).

PROPER EFFICIENCY FOR SET-VALUED OPTIMIZATION PROBLEMS AND VECTOR VARIATIONAL-LIKE INEQUALITIES

  • Long, Xian Jun;Quan, Jing;Wen, Dao-Jun
    • Bulletin of the Korean Mathematical Society
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    • v.50 no.3
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    • pp.777-786
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    • 2013
  • The purpose of this paper is to establish some relationships between proper efficiency of set-valued optimization problems and proper efficiency of vector variational-like inequalities under the assumptions of generalized cone-preinvexity. Our results extend and improve the corresponding results in the literature.

DUAL ALGORITHM FOR $GL_1$ ISOTONIC OPTIMIZATION WITH WEIGHTS ON A PARTIALLY ORDERED SET

  • Chung, Seiyoung
    • Bulletin of the Korean Mathematical Society
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    • v.28 no.2
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    • pp.243-254
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    • 1991
  • For a given function f.mem.F and a set of functions J.subeq.F, the problem of isotonic optimization is to determine an element in the set nearest to f in some sense. Specifically, let X be a partially ordered finite set with a partial order << and, let F"=F(X) be the linear space of all bounded real valued functions on X. A function g.mem.F is said to be an isotonic function if g(x).leq.g(y) whenever x,y.mem.X and x << y.<< y.

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ON OPTIMALITY AND DUALITY FOR GENERALIZED NONDIFFERENTIABLE FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Kim, Gwi-Soo
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.139-147
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    • 2010
  • A generalized nondifferentiable fractional optimization problem (GFP), which consists of a maximum objective function defined by finite fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions, is considered. Recently, Kim et al. [Journal of Optimization Theory and Applications 129 (2006), no. 1, 131-146] proved optimality theorems and duality theorems for a nondifferentiable multiobjective fractional programming problem (MFP), which consists of a vector-valued function whose components are fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions. In fact if $\overline{x}$ is a solution of (GFP), then $\overline{x}$ is a weakly efficient solution of (MFP), but the converse may not be true. So, it seems to be not trivial that we apply the approach of Kim et al. to (GFP). However, modifying their approach, we obtain optimality conditions and duality results for (GFP).

SENSITIVITY ANALYSIS FOR A CLASS OF IMPLICIT MULTIFUNCTIONS WITH APPLICATIONS

  • Li, Shengjie;Li, Minghua
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.2
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    • pp.249-262
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    • 2012
  • In this paper, under some suitable conditions and in virtue of a selection which depends on a vector-valued function and a feasible set map, the sensitivity analysis of a class of implicit multifunctions is investigated. Moreover, by using the results established, the solution sets of parametric vector optimization problems are studied.

Photovoltaic System Allocation Using Discrete Particle Swarm Optimization with Multi-level Quantization

  • Song, Hwa-Chang;Diolata, Ryan;Joo, Young-Hoon
    • Journal of Electrical Engineering and Technology
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    • v.4 no.2
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    • pp.185-193
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    • 2009
  • This paper presents a methodology for photovoltaic (PV) system allocation in distribution systems using a discrete particle swarm optimization (DPSO). The PV allocation problem is in the category of mixed integer nonlinear programming and its formulation may include multi-valued dis-crete variables. Thus, the PSO requires a scheme to deal with multi-valued discrete variables. This paper introduces a novel multi-level quantization scheme using a sigmoid function for discrete particle swarm optimization. The technique is employed to a standard PSO architecture; the same velocity update equation as in continuous versions of PSO is used but the particle's positions are updated in an alternative manner. The set of multi-level quantization is defined as integer multiples of powers-of-two terms to efficiently approximate the sigmoid function in transforming a particle's position into discrete values. A comparison with a genetic algorithm (GA) is performed to verify the quality of the solutions obtained.