In the paper we investigate smoothing method for solving semi-infinite minimax problems. Not like most of the literature in semi-infinite minimax problems which are concerned with the continuous time version(i.e., th...In the paper we investigate smoothing method for solving semi-infinite minimax problems. Not like most of the literature in semi-infinite minimax problems which are concerned with the continuous time version(i.e., the one dimensional semi-infinite minimax problems), the primary focus of this paper is on multi- dimensional semi-infinite minimax problems. The global error bounds of two smoothing approximations for the objective function are given and compared. It is proved that the smoothing approximation given in this paper can provide a better error bound than the existing one in literature.展开更多
In this paper, necessary optimality conditions for a class of Semi-infinite Variational Problems are established which are further generalized to a class of Multi-objective Semi-Infinite Variational Problems. These co...In this paper, necessary optimality conditions for a class of Semi-infinite Variational Problems are established which are further generalized to a class of Multi-objective Semi-Infinite Variational Problems. These conditions are responsible for the development of duality theory which is an extremely important feature for any class of problems, but the literature available so far lacks these necessary optimality conditions for the stated problem. A lemma is also proved to find the topological dual of as it is required to prove the desired result.展开更多
In this paper,a class of unconstrained discrete minimax problems is described,in which the objective functions are in C 1.The paper deals with this problem by means of taking the place of maximum entropy function with...In this paper,a class of unconstrained discrete minimax problems is described,in which the objective functions are in C 1.The paper deals with this problem by means of taking the place of maximum entropy function with adjustable entropy function.By constructing an interval extension of adjustable entropy function an d some region deletion test rules,a new interval algorithm is presented.The rele vant properties are proven.The minimax value and the localization of the minimax points of the problem can be obtained by this method. This method can overcome the flow problem in the maximum entropy algorithm.Both theoretical and numerica l results show that the method is reliable and efficient.展开更多
By making use of the direct integration method,an exact analysis of the general three-dimensional thermoelasticity problem is performed for the case of a transversely isotropic homogeneous half-space subject to local ...By making use of the direct integration method,an exact analysis of the general three-dimensional thermoelasticity problem is performed for the case of a transversely isotropic homogeneous half-space subject to local thermal and force loadings.The material plane of isotropy is assumed to be parallel to the limiting surface of the halfspace.By reducing the original thermoelasticity equations to the governing ones for individual stress-tensor components,the effect of material anisotropy in the stress field is analyzed with regard to the feasibility requirement,i.e.,the finiteness of the stress field at a distance from the disturbed area.As a result,the solution is constructed in the form of explicit analytical dependencies on the force and thermal loadings for various kinds of transversely isotropic materials and agrees with the basic principles of the continua mechanics.The solution can be efficiently used as a benchmark one for the direct computation of temperature and thermal stresses in transversely isotropic semi-infinite domains,as well as for the verification of solutions constructed by different means.展开更多
An interval algorlthm for inequality coustrained discrete minimax problems is described, in which the constrained and objective functions are C1 functions. First, based on the penalty function methods, we trans form t...An interval algorlthm for inequality coustrained discrete minimax problems is described, in which the constrained and objective functions are C1 functions. First, based on the penalty function methods, we trans form this problem to unconstrained optimization. Second, the interval extensions of the penalty functions and the test rules of region deletion are discussed. At last, we design an interval algorithm with the bisection rule of Moore. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Numerical results show that algorithm is reliable and efficiency.展开更多
Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to sol...Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed.展开更多
A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained min...A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.展开更多
In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP...In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP subproblem to acquire an attempt step, and use the filter to weigh the effect of the attempt step so as to avoid using penalty function. The algorithm uses the Lagrange function as a merit function and the nonmonotone filter to improve the effect of the algorithm. Under some mild conditions, we prove the global convergence.展开更多
In this paper a class of iterative methods for the minimax problem i; proposed.We present a sequence of the extented linear-quadratic programming (ELQP) problems as subproblems of the original minimal problem and solv...In this paper a class of iterative methods for the minimax problem i; proposed.We present a sequence of the extented linear-quadratic programming (ELQP) problems as subproblems of the original minimal problem and solve the ELQP problem iteratively.The locally linear and su-perlinear convergence results of the algorithm are established.展开更多
In this paper,we propose an alternating proximal gradient algorithm for solving nonsmooth nonconvex-linear minimax problems with coupled linear constraints,which have attracted wide attention in machine learning,signa...In this paper,we propose an alternating proximal gradient algorithm for solving nonsmooth nonconvex-linear minimax problems with coupled linear constraints,which have attracted wide attention in machine learning,signal processing and many other fields in recent years.The iteration complexity of the proposed algorithm is proved to be O(ε-3)to reach anε-stationary point.To our knowledge,this is the first algorithm with iteration complexity guarantee for solving nonsmooth nonconvex-linear minimax problems with coupled linear constraints.展开更多
In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an i...In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.展开更多
By a coincidence theorem, some existence theorems of solutions are proved for four types of generalized vector equilibrium problems with moving cones. Applications to the generalized semi-infinite programs with the ge...By a coincidence theorem, some existence theorems of solutions are proved for four types of generalized vector equilibrium problems with moving cones. Applications to the generalized semi-infinite programs with the generalized vector equilibrium constraints under the mild conditions are also given. The results of this paper unify and improve the corresponding results in the previous literature.展开更多
A new bilevel generalized mixed equilibrium problem (BGMEF) is introduced and studied in topological vector spaces. By using a minimax inequality, the existence of solutions and the behavior of solution set for the ...A new bilevel generalized mixed equilibrium problem (BGMEF) is introduced and studied in topological vector spaces. By using a minimax inequality, the existence of solutions and the behavior of solution set for the BGMEP are studied under quite mild conditions. These results are new and generalize some recent results in this field.展开更多
To solve the inequality problem, an adjustable entropy method is proposed. An inequality problem can be transformed into a minimax problem which is nondifferentiable; then an adjustable entropy is used to smooth the m...To solve the inequality problem, an adjustable entropy method is proposed. An inequality problem can be transformed into a minimax problem which is nondifferentiable; then an adjustable entropy is used to smooth the minimax problem. The solution of inequalities can be approached by using a BFGS algorithm of the standard optimization method. Some properties of the new approximate function are presented and then the global convergence are given according to the algorithm. Two numerical examples illustrate that the proposed method is efficient and is superior to the former ones.展开更多
基金Supported by the National Natural Science Foundation of China(No.10671203,No.70621001) and the faculty research grant at MSU
摘要In the paper we investigate smoothing method for solving semi-infinite minimax problems. Not like most of the literature in semi-infinite minimax problems which are concerned with the continuous time version(i.e., the one dimensional semi-infinite minimax problems), the primary focus of this paper is on multi- dimensional semi-infinite minimax problems. The global error bounds of two smoothing approximations for the objective function are given and compared. It is proved that the smoothing approximation given in this paper can provide a better error bound than the existing one in literature.
摘要In this paper, necessary optimality conditions for a class of Semi-infinite Variational Problems are established which are further generalized to a class of Multi-objective Semi-Infinite Variational Problems. These conditions are responsible for the development of duality theory which is an extremely important feature for any class of problems, but the literature available so far lacks these necessary optimality conditions for the stated problem. A lemma is also proved to find the topological dual of as it is required to prove the desired result.
基金Supported by the National Natural Science Foundation of China(50 1 740 51 )
摘要In this paper,a class of unconstrained discrete minimax problems is described,in which the objective functions are in C 1.The paper deals with this problem by means of taking the place of maximum entropy function with adjustable entropy function.By constructing an interval extension of adjustable entropy function an d some region deletion test rules,a new interval algorithm is presented.The rele vant properties are proven.The minimax value and the localization of the minimax points of the problem can be obtained by this method. This method can overcome the flow problem in the maximum entropy algorithm.Both theoretical and numerica l results show that the method is reliable and efficient.
基金supported by Joint Fund of Advanced Aerospace Manufacturing Technology Research(No. U1937601)the partial financial support of this research by the budget program of Ukraine“Support for the Development of Priority Research Areas”(No.CPCEC 6451230)。
摘要By making use of the direct integration method,an exact analysis of the general three-dimensional thermoelasticity problem is performed for the case of a transversely isotropic homogeneous half-space subject to local thermal and force loadings.The material plane of isotropy is assumed to be parallel to the limiting surface of the halfspace.By reducing the original thermoelasticity equations to the governing ones for individual stress-tensor components,the effect of material anisotropy in the stress field is analyzed with regard to the feasibility requirement,i.e.,the finiteness of the stress field at a distance from the disturbed area.As a result,the solution is constructed in the form of explicit analytical dependencies on the force and thermal loadings for various kinds of transversely isotropic materials and agrees with the basic principles of the continua mechanics.The solution can be efficiently used as a benchmark one for the direct computation of temperature and thermal stresses in transversely isotropic semi-infinite domains,as well as for the verification of solutions constructed by different means.
摘要An interval algorlthm for inequality coustrained discrete minimax problems is described, in which the constrained and objective functions are C1 functions. First, based on the penalty function methods, we trans form this problem to unconstrained optimization. Second, the interval extensions of the penalty functions and the test rules of region deletion are discussed. At last, we design an interval algorithm with the bisection rule of Moore. The algorithm provides bounds on both the minimax value and the localization of the minimax points of the problem. Numerical results show that algorithm is reliable and efficiency.
摘要Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed.
摘要A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.
摘要In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP subproblem to acquire an attempt step, and use the filter to weigh the effect of the attempt step so as to avoid using penalty function. The algorithm uses the Lagrange function as a merit function and the nonmonotone filter to improve the effect of the algorithm. Under some mild conditions, we prove the global convergence.
摘要In this paper a class of iterative methods for the minimax problem i; proposed.We present a sequence of the extented linear-quadratic programming (ELQP) problems as subproblems of the original minimal problem and solve the ELQP problem iteratively.The locally linear and su-perlinear convergence results of the algorithm are established.
基金supported by the National Natural Science Foundation of China(No.12071279).
摘要In this paper,we propose an alternating proximal gradient algorithm for solving nonsmooth nonconvex-linear minimax problems with coupled linear constraints,which have attracted wide attention in machine learning,signal processing and many other fields in recent years.The iteration complexity of the proposed algorithm is proved to be O(ε-3)to reach anε-stationary point.To our knowledge,this is the first algorithm with iteration complexity guarantee for solving nonsmooth nonconvex-linear minimax problems with coupled linear constraints.
基金supported by National Natural Science Foundation of China(72031009 and 71871171)the National Social Science Foundation of China(20&ZD058).
摘要In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.
基金Project supported by the Key Program of the National Natural Science Foundation of China(NSFC)(No.70831005)the National Natural Science Foundation of China(Nos.11171237,11226228,and 11201214)+1 种基金the Science and Technology Program Project of Henan Province of China(No.122300410256)the Natural Science Foundation of Henan Education Department of China(No.2011B110025)
摘要By a coincidence theorem, some existence theorems of solutions are proved for four types of generalized vector equilibrium problems with moving cones. Applications to the generalized semi-infinite programs with the generalized vector equilibrium constraints under the mild conditions are also given. The results of this paper unify and improve the corresponding results in the previous literature.
基金Project supported by the Scientific Research Fund of Sichuan Normal University(No.11ZDL01)the Sichuan Province Leading Academic Discipline Project(No.SZD0406)
摘要A new bilevel generalized mixed equilibrium problem (BGMEF) is introduced and studied in topological vector spaces. By using a minimax inequality, the existence of solutions and the behavior of solution set for the BGMEP are studied under quite mild conditions. These results are new and generalize some recent results in this field.
摘要To solve the inequality problem, an adjustable entropy method is proposed. An inequality problem can be transformed into a minimax problem which is nondifferentiable; then an adjustable entropy is used to smooth the minimax problem. The solution of inequalities can be approached by using a BFGS algorithm of the standard optimization method. Some properties of the new approximate function are presented and then the global convergence are given according to the algorithm. Two numerical examples illustrate that the proposed method is efficient and is superior to the former ones.