4 resultados para Mathematical problem with complementarity constraints
em Universidad de Alicante
Resumo:
We address the optimization of discrete-continuous dynamic optimization problems using a disjunctive multistage modeling framework, with implicit discontinuities, which increases the problem complexity since the number of continuous phases and discrete events is not known a-priori. After setting a fixed alternative sequence of modes, we convert the infinite-dimensional continuous mixed-logic dynamic (MLDO) problem into a finite dimensional discretized GDP problem by orthogonal collocation on finite elements. We use the Logic-based Outer Approximation algorithm to fully exploit the structure of the GDP representation of the problem. This modelling framework is illustrated with an optimization problem with implicit discontinuities (diver problem).
Resumo:
The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.
Resumo:
We propose a public key cryptosystem based on block upper triangular matrices. This system is a variant of the Discrete Logarithm Problem with elements in a finite group, capable of increasing the difficulty of the problem while maintaining the key size. We also propose a key exchange protocol that guarantees that both parties share a secret element of this group and a digital signature scheme that provides data authenticity and integrity.
Resumo:
Self-organising neural models have the ability to provide a good representation of the input space. In particular the Growing Neural Gas (GNG) is a suitable model because of its flexibility, rapid adaptation and excellent quality of representation. However, this type of learning is time-consuming, especially for high-dimensional input data. Since real applications often work under time constraints, it is necessary to adapt the learning process in order to complete it in a predefined time. This paper proposes a Graphics Processing Unit (GPU) parallel implementation of the GNG with Compute Unified Device Architecture (CUDA). In contrast to existing algorithms, the proposed GPU implementation allows the acceleration of the learning process keeping a good quality of representation. Comparative experiments using iterative, parallel and hybrid implementations are carried out to demonstrate the effectiveness of CUDA implementation. The results show that GNG learning with the proposed implementation achieves a speed-up of 6× compared with the single-threaded CPU implementation. GPU implementation has also been applied to a real application with time constraints: acceleration of 3D scene reconstruction for egomotion, in order to validate the proposal.