A Newton-bracketing method for a simple conic optimization problem

نویسندگان
چکیده

منابع مشابه

solution of security constrained unit commitment problem by a new multi-objective optimization method

چکیده-پخش بار بهینه به عنوان یکی از ابزار زیر بنایی برای تحلیل سیستم های قدرت پیچیده ،برای مدت طولانی مورد بررسی قرار گرفته است.پخش بار بهینه توابع هدف یک سیستم قدرت از جمله تابع هزینه سوخت ،آلودگی ،تلفات را بهینه می کند،و هم زمان قیود سیستم قدرت را نیز برآورده می کند.در کلی ترین حالتopf یک مساله بهینه سازی غیر خطی ،غیر محدب،مقیاس بزرگ،و ایستا می باشد که می تواند شامل متغیرهای کنترلی پیوسته و گ...

The Newton Bracketing Method for Convex Minimization

An iterative method for the minimization of convex functions f : R → R, called a Newton Bracketing (NB) method, is presented. The NB method proceeds by using Newton iterations to improve upper and lower bounds on the minimum value. The NB method is valid for n = 1, and in some cases for n > 1 (sufficient conditions given here). The NB method is applied to large scale Fermat–Weber location probl...

متن کامل

Newton-Product Integration for a Stefan Problem with Kinetics

Stefan problem with kinetics is reduced to a system of nonlinear Volterra integral equations of second kind and Newton's method is applied to linearize it. Product integration solution of the linear form is found and sufficient conditions for convergence of the numerical method are given. An example is provided to illustrated the applicability of the method.

متن کامل

Dual Greedy Algorithm for Conic Optimization Problem

In the paper we propose an algorithm for nding approximate sparse solutions of convex optimization problem with conic constraints and examine convergence properties of the algorithm with application to the index tracking problem and unconstrained l1-penalized regression.

متن کامل

A second-order conic optimization-based method for visual servoing

0957-4158/$ see front matter 2012 Elsevier Ltd. A doi:10.1016/j.mechatronics.2012.01.010 ⇑ Corresponding author. Tel.: +1 416 979 5000x709 E-mail addresses: [email protected], eissa.nemato Nematollahi), [email protected] (A. V (F. Janabi-Sharifi). 1 Present address: Rotman School of Management, U This work presents a novel method for the visual servoing control problem based on second...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Optimization Methods and Software

سال: 2020

ISSN: 1055-6788,1029-4937

DOI: 10.1080/10556788.2020.1782906