Subgradients of value functions in parametric dynamic programming

Subgradients of value functions in parametric dynamic programming q

We study in this paper the first-order behavior of value functions in parametric dynamic programming with linear constraints and nonconvex cost functions. By establishing an abstract result on the Fréchet subdifferential of value functions of parametric mathematical programming problems, some new formulas on the Fréchet subdifferential of value functions in parametric dynamic programming are ob...

An effective optimization algorithm for locally nonconvex Lipschitz functions based on mollifier subgradients

Mordukhovich Subgradients of the Value Function in a Parametric Optimal Control Problem

This paper is devoted to the study the first-order behavior of the value function of a parametric optimal control problem with linear constraints and a nonconvex cost function. By establishing an abstract result on the Mordukhovich subdifferential of the value function of a parametric mathematical programming problem, we derive a formula for computing the Mordukhovich subdifferential of the val...

Global optimization of mixed-integer polynomial programming problems: A new method based on Grobner Bases theory

Mixed-integer polynomial programming (MIPP) problems are one class of mixed-integer nonlinear programming (MINLP) problems where objective function and constraints are restricted to the polynomial functions. Although the MINLP problem is NP-hard, in special cases such as MIPP problems, an efficient algorithm can be extended to solve it. In this research, we propose an algorit...

Robust Design of Dynamic Cell Formation Problem Considering the Workers Interest

To enhance agility and quick responding to customers' demand, manufacturing processes are rearrenged according to different systems. The efficient execution of a manufacturing system depends on various factors. Among them, cell design and human issue are the pivotal ones. The proposed model designs cellular manufacturing systems using three objective functions from three different perspectives,...