Finding Efficient Solutions for Multicriteria Optimization Problems with SOS-convex Polynomials
نویسندگان
چکیده
منابع مشابه
An Efficient Interior-Point Method for Convex Multicriteria Optimization Problems
In multicriteria optimization, several objective functions, conflicting with each other, have to be minimized simultaneously. We propose a new efficient method for approximating the solution set of a multiobjective programming problem, where the objective functions involved are arbitary convex functions and the set of feasible points is convex. The method is based on generating warm-start point...
متن کاملEfficient Convex Optimization for Minimal Partition Problems with Volume Constraints
Minimal partition problems describe the task of partitioning a domain into a set of meaningful regions. Two important examples are image segmentation and 3D reconstruction. They can both be formulated as energy minimization problems requiring minimum boundary length or surface area of the regions. This common prior often leads to the removal of thin or elongated structures. Volume constraints i...
متن کاملA first order method for finding minimal norm-like solutions of convex optimization problems
We consider a general class of convex optimization problems in which one seeks to minimize a strongly convex function over a closed and convex set which is by itself an optimal set of another convex problem. We introduce a gradient-based method, called the minimal norm gradient method, for solving this class of problems, and establish the convergence of the sequence generated by the algorithm a...
متن کاملFinding Robust Solutions to Dynamic Optimization Problems
Most research in evolutionary dynamic optimization is based on the assumption that the primary goal in solving Dynamic Optimization Problems (DOPs) is Tracking Moving Optimum (TMO). Yet, TMO is impractical in cases where keeping changing solutions in use is impossible. To solve DOPs more practically, a new formulation of DOPs was proposed recently, which is referred to as Robust Optimization Ov...
متن کاملOptimization Algorithm for Finding Solutions in Linear Programming Problems
When speaking about linear programming problems of big dimensions with rare matrix of the system, solved through simplex method, it is necessary, at each iteration, to calculate the inverse of the base matrix, which leads to the loss of the rarity character of the matrix. The paper proposes the replacement of the calculus of the inverse of the base matrix with solving through iterative parallel...
متن کاملذخیره 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: Taiwanese Journal of Mathematics
سال: 2019
ISSN: 1027-5487
DOI: 10.11650/tjm/190101