In this paper, a new algorithm-approximate penalty function method is designed, which can be used to solve a bilevel optimization problem with linear constrained function. In this kind of bilevel optimization problem....In this paper, a new algorithm-approximate penalty function method is designed, which can be used to solve a bilevel optimization problem with linear constrained function. In this kind of bilevel optimization problem. the evaluation of the objective function is very difficult, so that only their approximate values can be obtained. This algorithm is obtained by combining penalty function method and approximation in bilevel programming. The presented algorithm is completely different from existing methods. That convergence for this algorithm is proved.展开更多
In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an i...In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.展开更多
The smoothing thin plate spline （STPS） interpolation using the penalty function method according to the optimization theory is presented to deal with transient heat conduction problems. The smooth conditions of the ...The smoothing thin plate spline （STPS） interpolation using the penalty function method according to the optimization theory is presented to deal with transient heat conduction problems. The smooth conditions of the shape functions and derivatives can be satisfied so that the distortions hardly occur. Local weak forms are developed using the weighted residual method locally from the partial differential equations of the transient heat conduction. Here the Heaviside step function is used as the test function in each sub-domain to avoid the need for a domain integral. Essential boundary conditions can be implemented like the finite element method （FEM） as the shape functions possess the Kronecker delta property. The traditional two-point difference method is selected for the time discretization scheme. Three selected numerical examples are presented in this paper to demonstrate the availability and accuracy of the present approach comparing with the traditional thin plate spline （TPS） radial basis functions.展开更多
Launch barge is an effective tool for transporting ship segments from one place to another in shipyards. During shifting of segments onto a barge, the slideway on the barge＇s deck must be adjusted to maintain the sam...Launch barge is an effective tool for transporting ship segments from one place to another in shipyards. During shifting of segments onto a barge, the slideway on the barge＇s deck must be adjusted to maintain the same level as the wharf and also the barge must be kept level by adjusting the water in the ballast tanks. When to open the adjusting valves is an important factor influencing the barge＇s trim during the water-adjustment process. Because these adjustments are complex a mathematical model was formulated,after analyzing the characteristics of the process of moving the segments onto the barges deck, and considering the effects of this movement＇s speed and variations in tidal levels during the move. Then the model was solved by the penalty function method, the grid method, and improved simulated annealing, respectively. The best optimization model and its corresponding solution were then determined. Finally, it was proven that the model and the method adopted are correct and suitable, by calculating and analysing an example.展开更多
In this paper, we study linear static Stac kelberg problems with multiple leaders-followers in which each decision maker wi thin his group may or may not cooperate. An exact penalty function method is dev eloped. The ...In this paper, we study linear static Stac kelberg problems with multiple leaders-followers in which each decision maker wi thin his group may or may not cooperate. An exact penalty function method is dev eloped. The duality gaps of the followers’ problems are appended to the leaders’ objective function with a penalty. The structure leads to the decomposition of the composite problem into a series of linear programmings leading to an efficie nt algorithm. We prove that local optimality is reached for an exact penalty fun ction and illustrate the method with three examples. The model in this paper ext ends the stackelberg leader-follower model.展开更多
文摘In this paper, a new algorithm-approximate penalty function method is designed, which can be used to solve a bilevel optimization problem with linear constrained function. In this kind of bilevel optimization problem. the evaluation of the objective function is very difficult, so that only their approximate values can be obtained. This algorithm is obtained by combining penalty function method and approximation in bilevel programming. The presented algorithm is completely different from existing methods. That convergence for this algorithm is proved.
基金supported by National Natural Science Foundation of China(72031009 and 71871171)the National Social Science Foundation of China(20&ZD058).
文摘In this paper,we propose an iterative algorithm to find the optimal incentive mechanism for the principal-agent problem under moral hazard where the number of agent action profiles is infinite,and where there are an infinite number of results that can be observed by the principal.This principal-agent problem has an infinite number of incentive-compatibility constraints,and we transform it into an optimization problem with an infinite number of constraints called a semi-infinite programming problem.We then propose an exterior penalty function method to find the optimal solution to this semi-infinite programming and illustrate the convergence of this algorithm.By analyzing the optimal solution obtained by the proposed penalty function method,we can obtain the optimal incentive mechanism for the principal-agent problem with an infinite number of incentive-compatibility constraints under moral hazard.
基金supported by the Key Program of the National Natural Science Foundation of China (Grand No. 51138001)the China-German Cooperation Project (Grand No. GZ566)+1 种基金the Innovative Research Groups Funded by the National Natural Science Foundation of China (Grand No. 51121005)the Special Funds for the Basic Scientific Research Expenses for the Central University (Grant No. DUT13LK16)
文摘The smoothing thin plate spline （STPS） interpolation using the penalty function method according to the optimization theory is presented to deal with transient heat conduction problems. The smooth conditions of the shape functions and derivatives can be satisfied so that the distortions hardly occur. Local weak forms are developed using the weighted residual method locally from the partial differential equations of the transient heat conduction. Here the Heaviside step function is used as the test function in each sub-domain to avoid the need for a domain integral. Essential boundary conditions can be implemented like the finite element method （FEM） as the shape functions possess the Kronecker delta property. The traditional two-point difference method is selected for the time discretization scheme. Three selected numerical examples are presented in this paper to demonstrate the availability and accuracy of the present approach comparing with the traditional thin plate spline （TPS） radial basis functions.
文摘Launch barge is an effective tool for transporting ship segments from one place to another in shipyards. During shifting of segments onto a barge, the slideway on the barge＇s deck must be adjusted to maintain the same level as the wharf and also the barge must be kept level by adjusting the water in the ballast tanks. When to open the adjusting valves is an important factor influencing the barge＇s trim during the water-adjustment process. Because these adjustments are complex a mathematical model was formulated,after analyzing the characteristics of the process of moving the segments onto the barges deck, and considering the effects of this movement＇s speed and variations in tidal levels during the move. Then the model was solved by the penalty function method, the grid method, and improved simulated annealing, respectively. The best optimization model and its corresponding solution were then determined. Finally, it was proven that the model and the method adopted are correct and suitable, by calculating and analysing an example.
文摘In this paper, we study linear static Stac kelberg problems with multiple leaders-followers in which each decision maker wi thin his group may or may not cooperate. An exact penalty function method is dev eloped. The duality gaps of the followers’ problems are appended to the leaders’ objective function with a penalty. The structure leads to the decomposition of the composite problem into a series of linear programmings leading to an efficie nt algorithm. We prove that local optimality is reached for an exact penalty fun ction and illustrate the method with three examples. The model in this paper ext ends the stackelberg leader-follower model.
