996 resultados para Convex Analysis
Resumo:
This work is related with the proposition of a so-called regular or convex solver potential to be used in numerical simulations involving a certain class of constitutive elastic-damage models. All the mathematical aspects involved are based on convex analysis, which is employed aiming a consistent variational formulation of the potential and its conjugate one. It is shown that the constitutive relations for the class of damage models here considered can be derived from the solver potentials by means of sub-differentials sets. The optimality conditions of the resulting minimisation problem represent in particular a linear complementarity problem. Finally, a simple example is present in order to illustrate the possible integration errors that can be generated when finite step analysis is performed. (C) 2003 Elsevier Ltd. All rights reserved.
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The result that we treat in this article allows to the utilization of classic tools of convex analysis in the study of optimality conditions in the optimal control convex process for a Volterra-Stietjes linear integral equation in the Banach space G([a, b],X) of the regulated functions in [a, b], that is, the functions f : [a, 6] → X that have only descontinuity of first kind, in Dushnik (or interior) sense, and with an equality linear restriction. In this work we introduce a convex functional Lβf(x) of Nemytskii type, and we present conditions for its lower-semicontinuity. As consequence, Weierstrass Theorem garantees (under compacity conditions) the existence of solution to the problem min{Lβf(x)}. © 2009 Academic Publications.
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This article provides results guarateeing that the optimal value of a given convex infinite optimization problem and its corresponding surrogate Lagrangian dual coincide and the primal optimal value is attainable. The conditions ensuring converse strong Lagrangian (in short, minsup) duality involve the weakly-inf-(locally) compactness of suitable functions and the linearity or relative closedness of some sets depending on the data. Applications are given to different areas of convex optimization, including an extension of the Clark-Duffin Theorem for ordinary convex programs.
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Optimization of quantum measurement processes has a pivotal role in carrying out better, more accurate or less disrupting, measurements and experiments on a quantum system. Especially, convex optimization, i.e., identifying the extreme points of the convex sets and subsets of quantum measuring devices plays an important part in quantum optimization since the typical figures of merit for measuring processes are affine functionals. In this thesis, we discuss results determining the extreme quantum devices and their relevance, e.g., in quantum-compatibility-related questions. Especially, we see that a compatible device pair where one device is extreme can be joined into a single apparatus essentially in a unique way. Moreover, we show that the question whether a pair of quantum observables can be measured jointly can often be formulated in a weaker form when some of the observables involved are extreme. Another major line of research treated in this thesis deals with convex analysis of special restricted quantum device sets, covariance structures or, in particular, generalized imprimitivity systems. Some results on the structure ofcovariant observables and instruments are listed as well as results identifying the extreme points of covariance structures in quantum theory. As a special case study, not published anywhere before, we study the structure of Euclidean-covariant localization observables for spin-0-particles. We also discuss the general form of Weyl-covariant phase-space instruments. Finally, certain optimality measures originating from convex geometry are introduced for quantum devices, namely, boundariness measuring how ‘close’ to the algebraic boundary of the device set a quantum apparatus is and the robustness of incompatibility quantifying the level of incompatibility for a quantum device pair by measuring the highest amount of noise the pair tolerates without becoming compatible. Boundariness is further associated to minimum-error discrimination of quantum devices, and robustness of incompatibility is shown to behave monotonically under certain compatibility-non-decreasing operations. Moreover, the value of robustness of incompatibility is given for a few special device pairs.
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This work consists of a theoretical part and an experimental one. The first part provides a simple treatment of the celebrated von Neumann minimax theorem as formulated by Nikaid6 and Sion. It also discusses its relationships with fundamental theorems of convex analysis. The second part is about externality in sponsored search auctions. It shows that in these auctions, advertisers have externality effects on each other which influence their bidding behavior. It proposes Hal R.Varian model and shows how adding externality to this model will affect its properties. In order to have a better understanding of the interaction among advertisers in on-line auctions, it studies the structure of the Google advertisements networ.k and shows that it is a small-world scale-free network.
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We are concerned with two-level optimization problems called strongweak Stackelberg problems, generalizing the class of Stackelberg problems in the strong and weak sense. In order to handle the fact that the considered two-level optimization problems may fail to have a solution under mild assumptions, we consider a regularization involving ε-approximate optimal solutions in the lower level problems. We prove the existence of optimal solutions for such regularized problems and present some approximation results when the parameter ǫ goes to zero. Finally, as an example, we consider an optimization problem associated to a best bound given in [2] for a system of nondifferentiable convex inequalities.
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Obnoxious single facility location models are models that have the aim to find the best location for an undesired facility. Undesired is usually expressed in relation to the so-called demand points that represent locations hindered by the facility. Because obnoxious facility location models as a rule are multimodal, the standard techniques of convex analysis used for locating desirable facilities in the plane may be trapped in local optima instead of the desired global optimum. It is assumed that having more optima coincides with being harder to solve. In this thesis the multimodality of obnoxious single facility location models is investigated in order to know which models are challenging problems in facility location problems and which are suitable for site selection. Selected for this are the obnoxious facility models that appear to be most important in literature. These are the maximin model, that maximizes the minimum distance from demand point to the obnoxious facility, the maxisum model, that maximizes the sum of distance from the demand points to the facility and the minisum model, that minimizes the sum of damage of the facility to the demand points. All models are measured with the Euclidean distances and some models also with the rectilinear distance metric. Furthermore a suitable algorithm is selected for testing multimodality. Of the tested algorithms in this thesis, Multistart is most appropriate. A small numerical experiment shows that Maximin models have on average the most optima, of which the model locating an obnoxious linesegment has the most. Maximin models have few optima and are thus not very hard to solve. From the Minisum models, the models that have the most optima are models that take wind into account. In general can be said that the generic models have less optima than the weighted versions. Models that are measured with the rectilinear norm do have more solutions than the same models measured with the Euclidean norm. This can be explained for the maximin models in the numerical example because the shape of the norm coincides with a bound of the feasible area, so not all solutions are different optima. The difference found in number of optima of the Maxisum and Minisum can not be explained by this phenomenon.
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We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse functions. This formula can be used to obtain an efficient implementation of Stochastic Dual Dynamic Programming applied to convex nonlinear problems. We prove the almost sure convergence of these decomposition methods when the relatively complete recourse assumption holds. We also prove the almost sure convergence of these algorithms when applied to risk-averse multistage stochastic linear programs that do not satisfy the relatively complete recourse assumption. The analysis is first done assuming the underlying stochastic process is interstage independent and discrete, with a finite set of possible realizations at each stage. We then indicate two ways of extending the methods and convergence analysis to the case when the process is interstage dependent.
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The main goal of this paper is to analyse the sensitivity of a vector convex optimization problem according to variations in the right-hand side. We measure the quantitative behavior of a certain set of Pareto optimal points characterized to become minimum when the objective function is composed with a positive function. Its behavior is analysed quantitatively using the circatangent derivative for set-valued maps. Particularly, it is shown that the sensitivity is closely related to a Lagrange multiplier solution of a dual program.
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In this paper, we propose an approach to the transient and steady-state analysis of the affine combination of one fast and one slow adaptive filters. The theoretical models are based on expressions for the excess mean-square error (EMSE) and cross-EMSE of the component filters, which allows their application to different combinations of algorithms, such as least mean-squares (LMS), normalized LMS (NLMS), and constant modulus algorithm (CMA), considering white or colored inputs and stationary or nonstationary environments. Since the desired universal behavior of the combination depends on the correct estimation of the mixing parameter at every instant, its adaptation is also taken into account in the transient analysis. Furthermore, we propose normalized algorithms for the adaptation of the mixing parameter that exhibit good performance. Good agreement between analysis and simulation results is always observed.
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Study Design. Prospective clinical electromyographic study in adolescents with idiopathic scoliosis and control group. Objective. To evaluate electromyographic amplitude from erector spinae muscles of patients with idiopathic scoliosis in comparison with control volunteers without spinal deformities. Summary of Background Data. Previous studies have indicated an increased electromyographic activity in paravertebral muscles in the convex side of the scoliotic curvature. However, in previous studies there is the absence or poor description of methods used, and some studies were conducted before the recording and processing recommendations for surface electromyographic signals had been described. Methods. Thirty individuals, matched by sex, age, and body mass index, were divided into two groups: scoliosis and control. The electric activity of the erector spinae muscles was determined by surface electromyography on both sides of the three levels of spine: T8, L2, and L5. Results. Normalized electromyographic amplitudes of erector spinae muscles, in the convex and concave sides of the apex region of the scoliotic curve in the thoracic and lumbar regions, were not significantly different. Also, there was no significant difference between the muscles of these regions when the scoliosis group was compared with the control group. The erector spinae muscle at the L5 level, representing the lower vertebral limit of the lumbar scoliotic curve, had significantly higher electromyographic activity on the convex side. However, the same alteration was shown in the control group homologous muscle (on the left side). Conclusion. Erector spinae muscles on the convex and concave sides at the curvature apex in patients with idiopathic scoliosis and small magnitude of curves did not show significant differences in electromyographic amplitude. Future studies should evaluate whether intragroup activation differences, at the L5 level in 80% of the maximum voluntary isometric contractions with predominance of the left side of the vertebral column, have any relation to the condition.
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The critically endangered black-faced lion tamarin, Leontopithecus caissara, has a restricted geographical distribution consisting of small mainland and island populations, each with distinct habitats in coastal southeastern Brazil. Necessary conservation management actions require an assessment of whether differences in habitats are reflected in use of space by the species. We studied two tamarin groups on the mainland at Sao Paulo state between August 2005 and March 2007, and compared the results with data from Superagui Island. Three home range estimators were used: minimum convex polygon (MCP), Kernel, and the new technique presented dissolved monthly polygons (DMP). These resulted, respectively, in home ranges of 345, 297, and 282 ha for the 12-month duration of the study. Spatial overlap of mainland groups was extensive, whereas temporal overlap was not, a pattern that indicates resource partitioning is an important strategy to avoid intraspecific competition. L. caissara large home ranges seem to be dynamic, with constant incorporation of new areas and abandonment of others through time. The main difference between mainland and island groups is the amount and variety of sleeping sites. A better understanding of the home range sizes, day range lengths, and territorial behavior of this species will aid in developing better management strategies for its protection. Additionally, the presented DMP protocol is a useful improvement over the MCP method as it results in more realistic home range sizes for wildlife species. Am. J. Primatol. 73: 1114-1126, 2011. (C) 2011 Wiley Periodicals, Inc.