In this paper, we study the approximation problem on the closed convex cone, and prove that there exists a unique solution of the approximation problem, then give the algorithm to compute the unique solution.
Some properties for convex cones are discussed, which are used to obtain an equivalent condition and another important property for nearly cone-subconvexlike set-valued functions. Under the nearly cone-subconvexlikene...Some properties for convex cones are discussed, which are used to obtain an equivalent condition and another important property for nearly cone-subconvexlike set-valued functions. Under the nearly cone-subconvexlikeness, some characterizations of the super efficiency are given in terms of scalarization and Lagrangian multipliers. Related results are generalized.展开更多
Some properties of convex cones are obtained and are used to derive several equivalent conditions as well as another important property for nearly cone-subconvexlike set-valued functions. Under the assumption of nearl...Some properties of convex cones are obtained and are used to derive several equivalent conditions as well as another important property for nearly cone-subconvexlike set-valued functions. Under the assumption of nearly cone-subconvexlikeness,a Lagrangian multiplier theorem on Benson proper efficiency is presented. Related results are generalized.展开更多
Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for sol...Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for solving NCCP problems when the objective function and constraints are convex but may be nonsmooth.At each iteration,VAPP generates a nonlinear approximation of the primal augmented Lagrangian model.The approximation incorporates both linearization and a distance-like proximal term,and then the iterations of VAPP are shown to possess a decomposition property for NCCP.Motivated by recent applications in big data analytics,there has been a growing interest in the convergence rate analysis of algorithms with parallel computing capabilities for large scale optimization problems.We establish O(1/t)convergence rate towards primal optimality,feasibility and dual optimality.By adaptively setting parameters at different iterations,we show an O(1/t2)rate for the strongly convex case.Finally,we discuss some issues in the implementation of VAPP.展开更多
In this paper, we consider a countable family of surjective mappings {Tn}n∈N satisfying certain quasi-contractive conditions. We also construct a convergent sequence { Xn } n c∈Nby the quasi-contractive conditions o...In this paper, we consider a countable family of surjective mappings {Tn}n∈N satisfying certain quasi-contractive conditions. We also construct a convergent sequence { Xn } n c∈Nby the quasi-contractive conditions of { Tn } n ∈N and the boundary condition of a given complete and closed subset of a cone metric space X with convex structure, and then prove that the unique limit x＂ of {xn}n∈N is the unique common fixed point of {Tn}n∈N. Finally, we will give more generalized common fixed point theorem for mappings {Ti,j}i,j∈N. The main theorems in this paper generalize and improve many known common fixed point theorems for a finite or countable family of mappings with quasi-contractive conditions.展开更多
A new common fixed point result for a countable family of non-self mappings defined on a closed subset of a cone metric space with the convex property is obtained, and from which, a more general result is given. Our m...A new common fixed point result for a countable family of non-self mappings defined on a closed subset of a cone metric space with the convex property is obtained, and from which, a more general result is given. Our main results improve and generalize many known common fixed point theorems.展开更多
In classical convex optimization theory, the Karush-Kuhn-Tucker (KKT) optimality conditions are necessary and sufficient for optimality if the objective as well as the constraint functions involved is convex. Recently...In classical convex optimization theory, the Karush-Kuhn-Tucker (KKT) optimality conditions are necessary and sufficient for optimality if the objective as well as the constraint functions involved is convex. Recently, Lassere [1] considered a scalar programming problem and showed that if the convexity of the constraint functions is replaced by the convexity of the feasible set, this crucial feature of convex programming can still be preserved. In this paper, we generalize his results by making them applicable to vector optimization problems (VOP) over cones. We consider the minimization of a cone-convex function over a convex feasible set described by cone constraints that are not necessarily cone-convex. We show that if a Slater-type cone constraint qualification holds, then every weak minimizer of (VOP) is a KKT point and conversely every KKT point is a weak minimizer. Further a Mond-Weir type dual is formulated in the modified situation and various duality results are established.展开更多
In this paper, we introduce the concept of a (weak) minimizer of order k for a nonsmooth vector optimization problem over cones. Generalized classes of higher-order cone-nonsmooth (F, ρ)-convex functions are introduc...In this paper, we introduce the concept of a (weak) minimizer of order k for a nonsmooth vector optimization problem over cones. Generalized classes of higher-order cone-nonsmooth (F, ρ)-convex functions are introduced and sufficient optimality results are proved involving these classes. Also, a unified dual is associated with the considered primal problem, and weak and strong duality results are established.展开更多
The author gives a dual characterization of solid cones in locally convex spaces. From this the author obtains some criteria for judging convex cones to be solid in various kinds of locally convex spaces. Using a gene...The author gives a dual characterization of solid cones in locally convex spaces. From this the author obtains some criteria for judging convex cones to be solid in various kinds of locally convex spaces. Using a general expression of the interior of a solid cone, the author obtains a number of necessary and sufficient conditions for convex cones to be solid in the framework of Banach spaces. In particular, the author gives a dual relationship between solid cones and generalized sharp cones. The related known results are improved and extended.展开更多
In this paper, the existence theorem of the cone weak subdifferential of set valued mapping in locally convex topological vector space is proved. Received March 30,1998. 1991 MR Subject Classification: 4...In this paper, the existence theorem of the cone weak subdifferential of set valued mapping in locally convex topological vector space is proved. Received March 30,1998. 1991 MR Subject Classification: 47H17,90C29.展开更多
柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以...柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以及无功补偿等设备的选址定容进行协同规划。首先,考虑分布式电源出力和负荷功率不确定性,采用基于改进高斯混合模型的聚类方法构建典型日场景。在此基础上,以年综合费用最小为目标函数,建立了考虑SOP接入的ADN扩展规划模型。然后,通过线性化和二阶锥松弛技术,将原始非凸非线性规划模型转化为混合整数二阶锥规划(mixed-integer second-order cone programming,MISOCP)模型,并提出逐次收缩凸松弛算法以获得凸松弛间隙足够小的原问题最优解。最后,在54节点主动配电网算例上验证了所提规划模型和求解算法的可行性与有效性。展开更多
基金Research supported by National Natural Science Foundation of China(10171031).
文摘In this paper, we study the approximation problem on the closed convex cone, and prove that there exists a unique solution of the approximation problem, then give the algorithm to compute the unique solution.
文摘Some properties for convex cones are discussed, which are used to obtain an equivalent condition and another important property for nearly cone-subconvexlike set-valued functions. Under the nearly cone-subconvexlikeness, some characterizations of the super efficiency are given in terms of scalarization and Lagrangian multipliers. Related results are generalized.
文摘Some properties of convex cones are obtained and are used to derive several equivalent conditions as well as another important property for nearly cone-subconvexlike set-valued functions. Under the assumption of nearly cone-subconvexlikeness,a Lagrangian multiplier theorem on Benson proper efficiency is presented. Related results are generalized.
基金This research was supported by the National Natural Science Foundation of China(Nos.71471112 and 71871140).
文摘Nonlinear convex cone programming(NCCP)models have found many practical applications.In this paper,we introduce a flexible first-order primal-dual algorithm,called the variant auxiliary problem principle(VAPP),for solving NCCP problems when the objective function and constraints are convex but may be nonsmooth.At each iteration,VAPP generates a nonlinear approximation of the primal augmented Lagrangian model.The approximation incorporates both linearization and a distance-like proximal term,and then the iterations of VAPP are shown to possess a decomposition property for NCCP.Motivated by recent applications in big data analytics,there has been a growing interest in the convergence rate analysis of algorithms with parallel computing capabilities for large scale optimization problems.We establish O(1/t)convergence rate towards primal optimality,feasibility and dual optimality.By adaptively setting parameters at different iterations,we show an O(1/t2)rate for the strongly convex case.Finally,we discuss some issues in the implementation of VAPP.
基金supported by the National Natural Science Foundation of China (No. 11261062 and No. 11361064)
文摘In this paper, we consider a countable family of surjective mappings {Tn}n∈N satisfying certain quasi-contractive conditions. We also construct a convergent sequence { Xn } n c∈Nby the quasi-contractive conditions of { Tn } n ∈N and the boundary condition of a given complete and closed subset of a cone metric space X with convex structure, and then prove that the unique limit x＂ of {xn}n∈N is the unique common fixed point of {Tn}n∈N. Finally, we will give more generalized common fixed point theorem for mappings {Ti,j}i,j∈N. The main theorems in this paper generalize and improve many known common fixed point theorems for a finite or countable family of mappings with quasi-contractive conditions.
基金Foundation item： Supported by the National Natural Science Foundation of China（11361064）
文摘A new common fixed point result for a countable family of non-self mappings defined on a closed subset of a cone metric space with the convex property is obtained, and from which, a more general result is given. Our main results improve and generalize many known common fixed point theorems.
文摘In classical convex optimization theory, the Karush-Kuhn-Tucker (KKT) optimality conditions are necessary and sufficient for optimality if the objective as well as the constraint functions involved is convex. Recently, Lassere [1] considered a scalar programming problem and showed that if the convexity of the constraint functions is replaced by the convexity of the feasible set, this crucial feature of convex programming can still be preserved. In this paper, we generalize his results by making them applicable to vector optimization problems (VOP) over cones. We consider the minimization of a cone-convex function over a convex feasible set described by cone constraints that are not necessarily cone-convex. We show that if a Slater-type cone constraint qualification holds, then every weak minimizer of (VOP) is a KKT point and conversely every KKT point is a weak minimizer. Further a Mond-Weir type dual is formulated in the modified situation and various duality results are established.
文摘In this paper, we introduce the concept of a (weak) minimizer of order k for a nonsmooth vector optimization problem over cones. Generalized classes of higher-order cone-nonsmooth (F, ρ)-convex functions are introduced and sufficient optimality results are proved involving these classes. Also, a unified dual is associated with the considered primal problem, and weak and strong duality results are established.
基金the National Natural Science Foundation of China(10571035)
文摘The author gives a dual characterization of solid cones in locally convex spaces. From this the author obtains some criteria for judging convex cones to be solid in various kinds of locally convex spaces. Using a general expression of the interior of a solid cone, the author obtains a number of necessary and sufficient conditions for convex cones to be solid in the framework of Banach spaces. In particular, the author gives a dual relationship between solid cones and generalized sharp cones. The related known results are improved and extended.
文摘In this paper, the existence theorem of the cone weak subdifferential of set valued mapping in locally convex topological vector space is proved. Received March 30,1998. 1991 MR Subject Classification: 47H17,90C29.
文摘柔性互联装置的广泛应用给主动配电网(active distribution network,ADN)规划带来巨大挑战。该文提出一种考虑智能软开关(soft open point,SOP)接入的ADN扩展规划方法,对变电站新建及扩容,线路新建,智能软开关、分布式电源、储能系统以及无功补偿等设备的选址定容进行协同规划。首先,考虑分布式电源出力和负荷功率不确定性,采用基于改进高斯混合模型的聚类方法构建典型日场景。在此基础上,以年综合费用最小为目标函数,建立了考虑SOP接入的ADN扩展规划模型。然后,通过线性化和二阶锥松弛技术,将原始非凸非线性规划模型转化为混合整数二阶锥规划(mixed-integer second-order cone programming,MISOCP)模型,并提出逐次收缩凸松弛算法以获得凸松弛间隙足够小的原问题最优解。最后,在54节点主动配电网算例上验证了所提规划模型和求解算法的可行性与有效性。
