Sciweavers

2958 search results - page 62 / 592
» Optimal Transportation Problem by Stochastic Optimal Control
Sort
View
PROCEDIA
2010
173views more  PROCEDIA 2010»
13 years 6 months ago
Combination of an adaptive multilevel SQP method and a space-time adaptive PDAE solver for optimal control problems
We present an adaptive multilevel generalized SQP method to solve PDAE-constrained optimization problems. It explicitly allows the use of independent integration schemes such that...
Debora Clever, Jens Lang, Stefan Ulbrich, J. Carst...
FOCS
2004
IEEE
13 years 11 months ago
Approximating the Stochastic Knapsack Problem: The Benefit of Adaptivity
We consider a stochastic variant of the NP-hard 0/1 knapsack problem in which item values are deterministic and item sizes are independent random variables with known, arbitrary d...
Brian C. Dean, Michel X. Goemans, Jan Vondrá...
CEC
2008
IEEE
14 years 2 months ago
Differential evolution for discrete optimization: An experimental study on Combinatorial Auction problems
: Differential evolutionary (DE) mutates solution vectors by the weighted difference of other vectors using arithmetic operations. As these operations cannot be directly extended t...
Jingqiao Zhang, Viswanath Avasarala, Arthur C. San...
MCS
2008
Springer
13 years 8 months ago
A nonsmooth Newton's method for control-state constrained optimal control problems
We investigate optimal control problems subject to mixed control-state constraints. The necessary conditions are stated in terms of a local minimum principle. By use of the Fischer...
Matthias Gerdts
APPROX
2005
Springer
111views Algorithms» more  APPROX 2005»
14 years 1 months ago
Sampling Bounds for Stochastic Optimization
A large class of stochastic optimization problems can be modeled as minimizing an objective function f that depends on a choice of a vector x ∈ X, as well as on a random external...
Moses Charikar, Chandra Chekuri, Martin Pál