• Title/Summary/Keyword: minimax programming

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NONDIFFERENTIABLE SECOND-ORDER MINIMAX MIXED INTEGER SYMMETRIC DUALITY

  • Gulati, Tilak Raj;Gupta, Shiv Kumar
    • Journal of the Korean Mathematical Society
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    • v.48 no.1
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    • pp.13-21
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    • 2011
  • In this paper, a pair of Wolfe type nondifferentiable sec-ond order symmetric minimax mixed integer dual problems is formu-lated. Symmetric and self-duality theorems are established under $\eta_1$-bonvexity/$\eta_2$-boncavity assumptions. Several known results are obtained as special cases. Examples of such primal and dual problems are also given.

ON SYMMETRIC DUALITY IN NONDIFFERENTIABLE MATHEMATICAL PROGRAMMING WITH F-CONVEXITY

  • AHMAD I.;HUSAIN Z.
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.371-384
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    • 2005
  • Usual symmetric duality results are proved for Wolfe and Mond-Weir type nondifferentiable nonlinear symmetric dual programs under F-convexity F-concavity and F-pseudoconvexity F-pseudoconcavity assumptions. These duality results are then used to formulate Wolfe and Mond-Weir type nondifferentiable minimax mixed integer dual programs and symmetric duality theorems are established. Moreover, nondifferentiable fractional symmetric dual programs are studied by using the above programs.

Semi-active bounded optimal control of uncertain nonlinear coupling vehicle system with rotatable inclined supports and MR damper under random road excitation

  • Ying, Z.G.;Yan, G.F.;Ni, Y.Q.
    • Coupled systems mechanics
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    • v.7 no.6
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    • pp.707-729
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    • 2018
  • The semi-active optimal vibration control of nonlinear torsion-bar suspension vehicle systems under random road excitations is an important research subject, and the boundedness of MR dampers and the uncertainty of vehicle systems are necessary to consider. In this paper, the differential equations of motion of the coupling torsion-bar suspension vehicle system with MR damper under random road excitation are derived and then transformed into strongly nonlinear stochastic coupling vibration equations. The dynamical programming equation is derived based on the stochastic dynamical programming principle firstly for the nonlinear stochastic system. The semi-active bounded parametric optimal control law is determined by the programming equation and MR damper dynamics. Then for the uncertain nonlinear stochastic system, the minimax dynamical programming equation is derived based on the minimax stochastic dynamical programming principle. The worst-case disturbances and corresponding semi-active bounded parametric optimal control are obtained from the programming equation under the bounded disturbance constraints and MR damper dynamics. The control strategy for the nonlinear stochastic vibration of the uncertain torsion-bar suspension vehicle system is developed. The good effectiveness of the proposed control is illustrated with numerical results. The control performances for the vehicle system with different bounds of MR damper under different vehicle speeds and random road excitations are discussed.

On the Minimax Disparity Obtaining OWA Operator Weights

  • Hong, Dug-Hun
    • Journal of the Korean Institute of Intelligent Systems
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    • v.19 no.2
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    • pp.273-278
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    • 2009
  • The determination of the associated weights in the theory of ordered weighted averaging (OWA) operators is one of the important issue. Recently, Wang and Parkan [Information Sciences 175 (2005) 20-29] proposed a minimax disparity approach for obtaining OWA operator weights and the approach is based on the solution of a linear program (LP) model for a given degree of orness. Recently, Liu [International Journal of Approximate Reasoning, accepted] showed that the minimum variance OWA problem of Fuller and Majlender [Fuzzy Sets and Systems 136 (2003) 203-215] and the minimax disparity OWA problem of Wang and Parkan always produce the same weight vector using the dual theory of linear programming. In this paper, we give an improved proof of the minimax disparity problem of Wang and Parkan while Liu's method is rather complicated. Our method gives the exact optimum solution of OWA operator weights for all levels of orness, $0\leq\alpha\leq1$, whose values are piecewise linear and continuous functions of $\alpha$.

A numerical solver for quantitative pursuit-evasion game (정량적 추적자-회피자 게임을 위한 수치해석기)

  • 이훈구;탁민제
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.474-477
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    • 1996
  • In this paper, a numerical method is developed to solve the 2 dimensional missile/target persuit-evasion game. The numerical solver for the problem is composed of two parts: parametrization of the kinematic equations of motion using collocation and optimization of the parametrized minimax problem using a nonlinear programming. A numerical example is solved to verify the performance of the proposed numerical scheme.

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Two Uncertain Programming Models for Inverse Minimum Spanning Tree Problem

  • Zhang, Xiang;Wang, Qina;Zhou, Jian
    • Industrial Engineering and Management Systems
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    • v.12 no.1
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    • pp.9-15
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    • 2013
  • An inverse minimum spanning tree problem makes the least modification on the edge weights such that a predetermined spanning tree is a minimum spanning tree with respect to the new edge weights. In this paper, the concept of uncertain ${\alpha}$-minimum spanning tree is initiated for minimum spanning tree problem with uncertain edge weights. Using different decision criteria, two uncertain programming models are presented to formulate a specific inverse minimum spanning tree problem with uncertain edge weights involving a sum-type model and a minimax-type model. By means of the operational law of independent uncertain variables, the two uncertain programming models are transformed to their equivalent deterministic models which can be solved by classic optimization methods. Finally, some numerical examples on a traffic network reconstruction problem are put forward to illustrate the effectiveness of the proposed models.

Fuzzy Group Decision Making for Multiple Decision Maker-Multiple Objective Programming Problems

  • Yano, Hitoshi
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09a
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    • pp.380-383
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    • 2003
  • In this paper, we propose a fuzzy group decision making method for multiple decision maker-multiple objective programming problems to obtain the agreeable solution. In the proposed method, considering the vague nature of human subjective judgement it is assumed that each of multiple decision makers has a fuzzy goal for each of his/her own objective functions. After eliciting the membership functions from the decision makers for their fuzzy goals, total M-Pareto optimal solution concept is defined in membership spaces in order to deal with multiple decision maker-multiple objective programming problems. For generating a candidate of the agreeable solution which is total M-Pareto optimal, the extended weighted minimax problem is formulated and solved for some weighting vector which is specified by the decision makers in their subjective manner, Given the total M-Pareto optimal solution, each of the derision makers must either be satisfied with the current values of the membership functions, or update his/her weighting vector, However, in general, it seems to be very difficult to find the agreeable solution with which all of the decision makers are satisfied perfectly because of the conflicts between their membership functions. In the proposed method, each of the decision makers is requested to estimate the degree of satisfaction for the candidate of the agreeable solution. Using the estimated values or satisfaction of each of the decision makers, the core concept is desnfied, which is a set of undominated candidates. The interactive algorithm is developed to obtain the agreeable solution which satisfies core conditions.

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A Mixed-Integer Programming Model for Effective Distribution of Relief Supplies in Disaster (재난 구호품의 효과적 분배를 위한 혼합정수계획 모형)

  • Kim, Heungseob
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.44 no.1
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    • pp.26-36
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    • 2021
  • The topic of this study is the field of humanitarian logistics for disaster response. Many existing studies have revealed that compliance with the golden time in response to a disaster determines the success or failure of relief activities, and logistics costs account for 80% of the disaster response cost. Besides, the agility, responsiveness, and effectiveness of the humanitarian logistics system are emphasized in consideration of the disaster situation's characteristics, such as the urgency of life-saving and rapid environmental changes. In other words, they emphasize the importance of logistics activities in disaster response, which includes the effective and efficient distribution of relief supplies. This study proposes a mathematical model for establishing a transport plan to distribute relief supplies in a disaster situation. To determine vehicles' route and the amount of relief for cities suffering a disaster, it mainly considers the urgency, effectiveness (restoration rate), and uncertainty in the logistics system. The model is initially developed as a mixed-integer nonlinear programming (MINLP) model containing some nonlinear functions and transform into a Mixed-integer linear programming (MILP) model using a logarithmic transformation and piecewise linear approximation method. Furthermore, a minimax problem is suggested to search for breakpoints and slopes to define a piecewise linear function that minimizes the linear approximation error. A numerical experiment is performed to verify the MILP model, and linear approximation error is also analyzed in the experiment.

A VISCOSITY TYPE PROJECTION METHOD FOR SOLVING PSEUDOMONOTONE VARIATIONAL INEQUALITIES

  • Muangchoo, Kanikar
    • Nonlinear Functional Analysis and Applications
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    • v.26 no.2
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    • pp.347-371
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    • 2021
  • A plethora of applications from mathematical programmings, such as minimax, mathematical programming, penalization and fixed point problems can be framed as variational inequality problems. Most of the methods that used to solve such problems involve iterative methods, that is why, in this paper, we introduce a new extragradient-like method to solve pseudomonotone variational inequalities in a real Hilbert space. The proposed method has the advantage of a variable step size rule that is updated for each iteration based on previous iterations. The main advantage of this method is that it operates without the previous knowledge of the Lipschitz constants of an operator. A strong convergence theorem for the proposed method is proved by letting the mild conditions on an operator 𝒢. Numerical experiments have been studied in order to validate the numerical performance of the proposed method and to compare it with existing methods.