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SIAMJO
2008
72views more  SIAMJO 2008»
13 years 7 months ago
A Sample Approximation Approach for Optimization with Probabilistic Constraints
We study approximations of optimization problems with probabilistic constraints in which the original distribution of the underlying random vector is replaced with an empirical dis...
James Luedtke, Shabbir Ahmed
SIAMJO
2008
92views more  SIAMJO 2008»
13 years 7 months ago
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints
For a mathematical program with complementarity constraints (MPCC), we propose an active-set Newton method, which has the property of local quadratic convergence under the MPCC lin...
Alexey F. Izmailov, Mikhail V. Solodov
DEDS
2010
157views more  DEDS 2010»
13 years 5 months ago
On-line Optimal Control of a Class of Discrete Event Systems with Real-Time Constraints
We consider Discrete Event Systems (DES) involving tasks with real-time constraints and seek to control processing times so as to minimize a cost function subject to each task mee...
Jianfeng Mao, Christos G. Cassandras
GLOBECOM
2009
IEEE
13 years 11 months ago
Distributed Power and Carrier Allocation in Multibeam Satellite Uplink with Individual SINR Constraints
Abstract--Current multibeam satellite systems perform centralized power and carrier allocation assuming a Multi-Frequency Time Division Multiple Access (MF-TDMA) scheme with fixed ...
J. E. Barcelo-Llado, Maria Angeles Vázquez-...
SIAMSC
2008
179views more  SIAMSC 2008»
13 years 7 months ago
Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Santi S. Adavani, George Biros