Search results for "Semi-infinite"
showing 10 items of 17 documents
Dyakonov-like surface waves in semi-infinite metal-dielectric lattices
2012
We demonstrated the existence of Dyakonov-like surface waves propagating at the boundary between a metal-insulator lattice and an isotropic dielectric. A range of propagation angles substantially greater than that for conventional birefringent materials is obtained, and with reasonably small losses.
An optimality test for semi-infinite linear programming
1992
In this paper we present a test to characterize the optimal solutions for the continuous semi-infinite linear programming problem. This optimality characterization is a condition of Kuhn–Tucker type. The resolution of a linear program permits to check the optimality of a feasible point,to detect the unboundedness of the problem and to find descent directions. We give some illustrative examples. We show that the local Mangasarian–Fromovitz constraint qualification is almost equivalent to Slater qualification for this problem. Furthermore, it follows from our study that this optimality condition is always necessary for a wide class of semi-infinite linear programming problems
Unbounded C*-seminorms and biweights on partial *-algebras
2005
Unbounded C*-seminorms generated by families of biweights on a partial *-algebra are considered and the admissibility of biweights is characterized in terms of unbounded C*-seminorms they generate. Furthermore, it is shown that, under suitable assumptions, when the family of biweights consists of all those ones which are relatively bounded with respect to a given C*-seminorm q, it can be obtained an expression for q analogous to that one which holds true for the norm of a C*-algebra.
Farkas-Minkowski systems in semi-infinite programming
1981
The Farkas-Minkowski systems are characterized through a convex cone associated to the system, and some sufficient conditions are given that guarantee the mentioned property. The role of such systems in semi-infinite programming is studied in the linear case by means of the duality, and, in the nonlinear case, in connection with optimality conditions. In the last case the property appears as a constraint qualification.
Isometries of weighted spaces of holomorphic functions on unbounded domains
2009
We study isometries between weighted spaces of holomorphic functions on unbounded domains in ℂn. We show that weighted spaces of holomorphic functions on unbounded domains may exhibit behaviour different from that observed on bounded domains. We calculate the isometries for specific weights on the complex plane and the right half-plane.
Portfolios with fuzzy returns: Selection strategies based on semi-infinite programming
2008
AbstractThis paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The corresponding optimal portfolio is derived using semi-infinite programming in a soft framework. The return on each asset and their membership functions are described using historical data. The investment risk is approximated by mean intervals which evaluate the downside risk for a given fuzzy portfolio. This approach is illustrated with a numerical example.
Optimality conditions for nondifferentiable convex semi-infinite programming
1983
This paper gives characterizations of optimal solutions to the nondifferentiable convex semi-infinite programming problem, which involve the notion of Lagrangian saddlepoint. With the aim of giving the necessary conditions for optimality, local and global constraint qualifications are established. These constraint qualifications are based on the property of Farkas-Minkowski, which plays an important role in relation to certain systems obtained by linearizing the feasible set. It is proved that Slater's qualification implies those qualifications.
A purification algorithm for semi-infinite programming
1992
Abstract In this paper we present a purification algorithm for semi-infinite linear programming. Starting with a feasible point, the algorithm either finds an improved extreme point or concludes with the unboundedness of the problem. The method is based on the solution of a sequence of linear programming problems. The study of some recession conditions has allowed us to establish a weak assumption for the finite convergence of this algorithm. Numerical results illustrating the method are given.
On the numerical treatment of linearly constrained semi-infinite optimization problems
2000
Abstract We consider the application of two primal algorithms to solve linear semi-infinite programming problems depending on a real parameter. Combining a simplex-type strategy with a feasible-direction scheme we obtain a descent algorithm which enables us to manage the degeneracy of the extreme points efficiently. The second algorithm runs a feasible-direction method first and then switches to the purification procedure. The linear programming subproblems that yield the search direction involve only a small subset of the constraints. These subsets are updated at each iteration using a multi-local optimization algorithm. Numerical test examples, taken from the literature in order to compar…
Optimization under Uncertainty and Linear Semi-Infinite Programming: A Survey
2001
This paper deals with the relationship between semi-infinite linear programming and decision making under uncertainty in imprecise environments. Actually, we have reviewed several set-inclusive constrained models and some fuzzy programming problems in order to see if they can be solved by means of a linear semi-infinite program. Finally, we present some numerical examples obtained by using a primal semi-infinite programming method.