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Optimizing equational programs
[chapter]

1987
*
Lecture Notes in Computer Science
*

*Equational*

*programming*[HO82b] involves replacing subterms in a term according to a set of

*equations*or rewrite rules. ... Each time an

*equation*is applied to the term, the subterm that matches the left hand side of the

*equation*is replaced by the corresponding right hand side. ... As an application of our result, we discuss source-to-source transformations of an

*equational*

*program*E to an

*equational*

*program*F . ...

##
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Dynamic programming equation for the mean field optimal stopping problem
[article]

2022
*
arXiv
*
pre-print

The effectiveness of our dynamic

arXiv:2103.05736v2
fatcat:4kktjepiezebzn5kdskbyzmeni
*programming**equation*is illustrated by various examples including the mean-variance*optimal*stopping problem. ... The corresponding dynamic*programming**equation*is an obstacle problem on the Wasserstein space, and is obtained by means of a general It\^o formula for flows of marginal laws of c\'adl\'ag semimartingales ... The corresponding dynamic*programming**equation*is as usual derived by means of Itô's formula. ...##
###
Pansystems optimization, generalized principles of optimality, and fundamental equations of dynamic programming

1997
*
Kybernetes
*

*optimality*which is equivalent to the fundamental recursive

*equation*of dynamic

*programming*. ... Fundamental

*equations*of

*optimality*Generalized dynamic

*programming*Let ∆ and W be non-empty sets. ...

##
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Narrowing approximations as an optimization for equational logic programs
[chapter]

1993
*
Lecture Notes in Computer Science
*

Solving

doi:10.1007/3-540-57186-8_93
fatcat:as5aukgkoza35gt7p3ppdpg53q
*equations*in*equational*theories is a relevant*programming*paradigm which integrates logic and*equational**programming*into one unified framework. ... We also report on experimental results which demonstrate that our*optimization*can result in significant speed-ups in*program*execution. ... Our experiments indicate that the strategy can be a useful tool in the*optimization*of*equational*logic*programs*. first solution found termination achieved Goal basic refined basic refined cT g(h(s(0)) ...##
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Lipschitz and Hölder stability of optimization problems and generalized equations

2015
*
Mathematical programming
*

This paper studies stability aspects of solutions of parametric mathematical

doi:10.1007/s10107-015-0914-1
fatcat:owxx6iqicnahdd6dq6jw6aumn4
*programs*and generalized*equations*, respectively, with disjunctive constraints. ... Furthermore, we apply the above results to parametric mathematical*programs*with equilibrium constraints and demonstrate, how some classical results for the nonlinear*programming*problem can be recovered ... Then, by duality theory of linear*optimization*, the dual*program*also has a solution v ∈ R n and ,ω) ). ...##
###
Mild solutions to the dynamic programming equation for stochastic optimal control problems
[article]

2017
*
arXiv
*
pre-print

We show via the nonlinear semigroup theory in L^1(R) that the 1-D dynamic

arXiv:1706.06824v1
fatcat:qd3jabbxynaotgbofdmuk2hb2a
*programming**equation*associated with a stochastic*optimal*control problem with multiplicative noise has a unique mild solution ...*programming**equation*(6) . ... The dynamic*programming**equation*corresponding to the stochastic*optimal*control problem (1) is given by (see, e.g., [7] , [11] ), ϕ t (t, x) + min u 1 2 σ 2 ϕ xx (t, x) u + H(u) +f (x) ϕ x ...##
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Primal-dual bilinear programming solution of the absolute value equation

2011
*
Optimization Letters
*

We propose a finitely terminating primal-dual bilinear

doi:10.1007/s11590-011-0347-6
fatcat:mjqzlic7wndv5k6mowk3knzxuy
*programming*algorithm for the solution of the NP-hard absolute value*equation*(AVE): Ax − |x| = b, where A is an n × n square matrix. ... The algorithm, which makes no assumptions on AVE other than solvability, consists of a finite number of linear*programs*terminating at a solution of the AVE or at a stationary point of the bilinear*program*... Bilinear*Programming*Algorithm for the Absolute Value*Equation*We begin by stating our bilinear algorithm as follows. Algorithm 3.1. ...##
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Dynamic programming principle for delayed stochastic recursive optimal control problem and HJB equation with non-Lipschitz generator
[article]

2022
*
arXiv
*
pre-print

First, the dynamic

arXiv:2205.03052v2
fatcat:j42i66xeqfbybgb4rypisvrnii
*programming*principle for this control problem is obtained. ... solution of the associated Hamilton-Jacobi-Bellman*equation*. ... Tang-Zhang [27] obtained the dynamic*programming*principle in a pathdependent case and studied the associated path-dependent Bellman*equations*. ...##
###
Analysis And Optimization Of A Hybrid Linear Equation Solver Using Task-Based Parallel Programming Models

2013
*
Zenodo
*

This final step is accomplished by using the OmpSs task-based parallel

doi:10.5281/zenodo.806944
fatcat:b73jpgqtdngy5ii5jibgelgw3u
*programming*language. ... This paper describes a methodology and tools to analyze and*optimize*the performance of task-based parallel applications. ... Tools and methodologies are necessary to efficiently*optimize*applications that follow a task-based parallel*programming*model. ...##
###
Absolute Value Equation Solution Via Linear Programming

2013
*
Journal of Optimization Theory and Applications
*

By utilizing a dual complementarity property, we propose a new linear

doi:10.1007/s10957-013-0461-y
fatcat:qezmz7inkvc2hnsz4lcvzqrni4
*programming*method for solving the NP-hard absolute value*equation*(AVE): The algorithm makes no assumptions on the AVE other than ... solvability and consists of solving a few linear*programs*, typically less than four. ... in the next section, where u is a dual*optimal*u of a previous linear*programming*iteration. ...##
###
Resolution and simplification of Dombi-fuzzy relational equations and latticized optimization programming on Dombi FREs
[article]

2022
*
arXiv
*
pre-print

It is proved that the algorithm can find the exact

arXiv:2207.07500v1
fatcat:dimw6as5urdi7b3tfvhrfgtqeu
*optimal*solution and an example is presented to illustrate the proposed algorithm. ... In this paper, we introduce a type of latticized*optimization*problem whose objective function is the maximum component function and the feasible region is defined as a system of fuzzy relational equalities ... CONCLUSIONS Considering the practical applications of the max-Dombi fuzzy relational*equations*in FRE theory and that of the latticized*programming*, a nonlinear*optimization*problem was studied with the ...##
###
Knapsack feasibility as an absolute value equation solvable by successive linear programming

2008
*
Optimization Letters
*

linear

doi:10.1007/s11590-008-0102-9
fatcat:lfj4tb5wjzedvbc277hyupkccy
*programs*for solving the AVE. ... We formulate the NP-hard n-dimensional knapsack feasibility problem as an equivalent absolute value*equation*(AVE) in an n-dimensional noninteger real variable space and propose a finite succession of ...*optimality*condition for the quadratic*program*(6), points satisfying (27) have been very effective in solving nonconvex*optimization*problems such as those in [8, 7, 6] as well as our quadratic*program*...##
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Sensitivity Analysis of Parametrized Programs via Generalized Equations

1994
*
SIAM Journal of Control and Optimization
*

In this paper, we study sensitivity analysis of generalized

doi:10.1137/s0036139992230296
fatcat:fnkddwwybrhfvjv4hrp33utcbi
*equations*(variational inequalities) with nonpolyhedral set constraints. ... This leads us to the introduction of an additional term representing a curvature of the constraint set in a linearization of the generalized*equations*. ... Unfortunately, it is not easy to extend the corresponding results from*optimization*problems to generalized*equations*(variational inequalities). ...##
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Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations
[article]

2007
*
arXiv
*
pre-print

*equations*. ... We will give the dynamic

*programming*principle for this kind of

*optimal*control problem and show that the value function is the unique viscosity solution of the obstacle problem for the corresponding Hamilton-Jacobi-Bellman ... Shige Peng for his elicitation and inspiring idea in recursive stochastic dynamic

*programming*principle. The authors also thank Dr. Juan Li and Mingyu Xu for their helpful discussions and suggestions. ...

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On the Dynamic Programming Approach for the 3D Navier–Stokes Equations

2007
*
Applied Mathematics and Optimization
*

The dynamic

doi:10.1007/s00245-007-9024-7
fatcat:pryjrsrjqzfs5lzewjz73telg4
*programming*approach for the control of a 3D flow governed by the stochastic Navier-Stokes*equations*for incompressible fluid in a bounded domain is studied. ... Finally, existence of an*optimal*control through the feedback formula and of an*optimal*state is discussed. ... Then we shall justify the dynamic*programming*approach only for determinated classes of solution of the controlled*equation*, which depend on a given solution of the HJB*equation*. ...
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