Eintrag in der Universitätsbibliographie der TU Chemnitz
Volltext zugänglich unter
URN: urn:nbn:de:bsz:ch1-qucosa-222660
Wilfer, Oleg
Löhne, Andreas (Prof. Dr.) ; Goberna, Miguel Angel (Prof. Dr.) (Gutachter)
Duality investigations for multi-composed optimization problems with applications in location theory
Kurzfassung in englisch
The goal of this thesis is two-fold. On the one hand, it pursues to provide a contribution to the conjugate duality by proposing a new duality concept, which can be understood as an umbrella for different meaningful perturbation methods. On the other hand, this thesis aims to investigate minimax location problems by means of the duality concept introduced in the first part of this work, followed by a numerical approach using epigraphical splitting methods.After summarizing some elements of the convex analysis as well as introducing important results needed later, we consider an optimization problem with geometric and cone constraints, whose objective function is a composition of n+1 functions. For this problem we propose a conjugate dual problem, where the functions involved in the objective function of the primal problem are
decomposed. Furthermore, we formulate generalized interior point regularity conditions for strong duality and give necessary and sufficient optimality conditions. As applications of this approach we determine the formulae of the conjugate as well as the biconjugate of the objective function of the primal problem and analyze an optimization problem having as objective function the sum of reciprocals of concave functions.
In the second part of this thesis we discuss in the sense of the introduced duality concept three classes of minimax location problems. The first one consists of nonlinear and linear single minimax location problems with geometric constraints, where the maximum of nonlinear or linear functions composed with gauges between pairs of a new and existing points will be minimized. The version of the nonlinear location problem is additionally considered with set-up costs. The second class of minimax location problems deals with multifacility location problems as suggested by Drezner (1991), where for each given point the sum of weighted distances to all facilities plus set-up costs is determined and the maximal value of these sums is to be minimized. As the last and third class the classical multifacility location problem with geometrical constraints is considered in a generalized form where the maximum of gauges between pairs of new facilities and the maximum of gauges between pairs of new and existing facilities will be minimized. To each of these location problems associated dual problems will be formulated as well as corresponding duality statements and necessary and sufficient optimality conditions. To illustrate the results of the duality approach and to give a more detailed characterization of the relations between the location problems and their corresponding duals, we consider examples in the Euclidean space.
This thesis ends with a numerical approach for solving minimax location problems by epigraphical splitting methods. In this framework, we give formulae for the projections onto the epigraphs of several sums of powers of weighted norms as well as formulae for the projection onto the epigraphs of gauges. Numerical experiments document the usefulness of our approach for the discussed location problems.
| Universität: | Technische Universität Chemnitz | |
| Institut: | Forschung Prof. Wanka | |
| Fakultät: | Fakultät für Mathematik | |
| Dokumentart: | Dissertation | |
| Betreuer: | Wanka, Gert (Prof. Dr. Dr. h.c. (NUM) | |
| URL/URN: | http://nbn-resolving.de/urn:nbn:de:bsz:ch1-qucosa-222660 | |
| SWD-Schlagwörter: | Dualitätstheorie , Konvexe Optimierung | |
| Freie Schlagwörter (Englisch): | composed functions , conjugate functions , Lagrange duality , conjugate duality , generalized interior point regularity conditions , weak and strong duality , optimality conditions , reciprocals of concave functions , power functions , gauges , nonlinear minimax location problems , multifacility minimax location problems , epigraphical projection , projection operators | |
| DDC-Sachgruppe: | Mathematik | |
| Tag der mündlichen Prüfung | 29.03.2017 |
