scholarly journals Convex optimization of interval valued functions on mixed domains

Filomat ◽  
2019 ◽  
Vol 33 (6) ◽  
pp. 1715-1725
Author(s):  
Awais Younus ◽  
Onsia Nisar

In this paper, we study a class of convex type interval-valued functions on the domain of the product of closed subsets of real numbers. By considering LW order relation on the class of closed intervals, we proposed some optimal solutions. LW convexity concepts and generalized Hukuhara differentiability (viz. delta and nabla) for interval-valued functions yield the necessary and sufficient conditions for interval programming problem. In addition, we compare our results with the results given in the literature. These results may open a new avenue for modeling and solve a different type of optimization problems that involve both discrete and continuous variables at the same time.

2021 ◽  
Vol 6 (1) ◽  
pp. 3
Author(s):  
Kin Keung Lai ◽  
Mohd Hassan ◽  
Sanjeev Kumar Singh ◽  
Jitendra Kumar Maurya ◽  
Shashi Kant Mishra

In this paper, we establish Fritz John stationary conditions for nonsmooth, nonlinear, semidefinite, multiobjective programs with vanishing constraints in terms of convexificator and introduce generalized Cottle type and generalized Guignard type constraints qualification to achieve strong S—stationary conditions from Fritz John stationary conditions. Further, we establish strong S—stationary necessary and sufficient conditions, independently from Fritz John conditions. The optimality results for multiobjective semidefinite optimization problem in this paper is related to two recent articles by Treanta in 2021. Treanta in 2021 discussed duality theorems for special class of quasiinvex multiobjective optimization problems for interval-valued components. The study in our article can also be seen and extended for the interval-valued optimization motivated by Treanta (2021). Some examples are provided to validate our established results.


1985 ◽  
Vol 28 (2) ◽  
pp. 167-183 ◽  
Author(s):  
Olav Njåstad

The classical Hamburger moment problem can be formulated as follows: Given a sequence {cn:n=0,1,2,…} of real numbers, find necessary and sufficient conditions for the existence of a distribution function ψ (i.e. a bounded, real-valued, non-decreasing function) on (– ∞,∞) with infinitely many points of increase, such that , n = 0,1,2, … This problem was posed and solved by Hamburger [5] in 1921. The corresponding problem for functions ψ on the interval [0,∞) had already been treated by Stieltjes [15] in 1894. The characterizations were in terms of positivity of Hankel determinants associated with the sequence {cn}, and the original proofs rested on the theory of continued fractions. Much work has since been done on questions connected with these problems, using orthogonal functions and extension of positive definite functionals associated with the sequence. Accounts of the classical moment problems with later developments can be found in [1,4,14]. Good modern accounts of the theory of orthogonal polynomials can be found in [2,3].


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Lingchen Kong ◽  
Levent Tunçel ◽  
Naihua Xiu

Low-rank matrix recovery (LMR) is a rank minimization problem subject to linear equality constraints, and it arises in many fields such as signal and image processing, statistics, computer vision, and system identification and control. This class of optimization problems is generally𝒩𝒫hard. A popular approach replaces the rank function with the nuclear norm of the matrix variable. In this paper, we extend and characterize the concept ofs-goodness for a sensing matrix in sparse signal recovery (proposed by Juditsky and Nemirovski (Math Program, 2011)) to linear transformations in LMR. Using the two characteristics-goodness constants,γsandγ^s, of a linear transformation, we derive necessary and sufficient conditions for a linear transformation to bes-good. Moreover, we establish the equivalence ofs-goodness and the null space properties. Therefore,s-goodness is a necessary and sufficient condition for exacts-rank matrix recovery via the nuclear norm minimization.


Optimization ◽  
2009 ◽  
Vol 58 (8) ◽  
pp. 981-993 ◽  
Author(s):  
Lucelina Batista dos Santos ◽  
Adilson J.V. Brandão ◽  
Rafaela Osuna-Gómez ◽  
Marko A. Rojas-Medar

2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
E. J. Janowski ◽  
M. R. S. Kulenović

Consider the difference equationxn+1=f(xn,…,xn−k),n=0,1,…,wherek∈{1,2,…}and the initial conditions are real numbers. We investigate the existence and nonexistence of the minimal period-two solution of this equation when it can be rewritten as the nonautonomous linear equationxn+l=∑i=1−lkgixn−i,n=0,1,…,wherel,k∈{1,2,…}and the functionsgi:ℝk+l→ℝ. We give some necessary and sufficient conditions for the equation to have a minimal period-two solution whenl=1.


2018 ◽  
Vol 68 (1) ◽  
pp. 173-180
Author(s):  
Renata Wiertelak

Abstract In this paper will be considered density-like points and density-like topology in the family of Lebesgue measurable subsets of real numbers connected with a sequence 𝓙= {Jn}n∈ℕ of closed intervals tending to zero. The main result concerns necessary and sufficient condition for inclusion between that defined topologies.


2014 ◽  
Vol 2014 ◽  
pp. 1-5 ◽  
Author(s):  
Vasile Preda

We consider an interval-valued multiobjective problem. Some necessary and sufficient optimality conditions for weak efficient solutions are established under new generalized convexities with the tool-right upper-Dini-derivative, which is an extension of directional derivative. Also some duality results are proved for Wolfe and Mond-Weir duals.


2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
Wenling Zhao ◽  
Daojin Song ◽  
Bingzhuang Liu

We present a global error bound for the projected gradient of nonconvex constrained optimization problems and a local error bound for the distance from a feasible solution to the optimal solution set of convex constrained optimization problems, by using the merit function involved in the sequential quadratic programming (SQP) method. For the solution sets (stationary points set andKKTpoints set) of nonconvex constrained optimization problems, we establish the definitions of generalized nondegeneration and generalized weak sharp minima. Based on the above, the necessary and sufficient conditions for a feasible solution of the nonconvex constrained optimization problems to terminate finitely at the two solutions are given, respectively. Accordingly, the results in this paper improve and popularize existing results known in the literature. Further, we utilize the global error bound for the projected gradient with the merit function being computed easily to describe these necessary and sufficient conditions.


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