Table Of ContentSpringer Optimization and Its Applications 145
Ioannis C. Demetriou
Panos M. Pardalos Editors
Approximation
and
Optimization
Algorithms, Complexity and
Applications
Springer Optimization and Its Applications
Volume 145
ManagingEditor
PanosM.Pardalos ,UniversityofFlorida
Editor-CombinatorialOptimization
Ding-ZhuDu,UniversityofTexasatDallas
AdvisoryBoard
J.Birge,UniversityofChicago
S.Butenko,TexasA&MUniversity
F.Giannessi,UniversityofPisa
S.Rebennack,KarlsruheInstituteofTechnology
T.Terlaky,LehighUniversity
Y.Ye,StanfordUniversity
AimsandScope
Optimizationhasbeenexpandinginalldirectionsatanastonishingrateduringthe
lastfewdecades.Newalgorithmicandtheoreticaltechniqueshavebeendeveloped,
thediffusionintootherdisciplineshasproceededatarapidpace,andourknowledge
ofallaspectsofthefieldhasgrownevenmoreprofound.Atthesametime,oneof
themoststrikingtrendsinoptimizationistheconstantlyincreasingemphasisonthe
interdisciplinarynatureofthefield.Optimizationhasbeenabasictoolinallareas
ofappliedmathematics,engineering,medicine,economicsandothersciences.
The series Springer Optimization and Its Applications publishes undergraduate
and graduate textbooks, monographs and state-of-the-art expository works that
focusonalgorithmsforsolvingoptimizationproblemsandalsostudyapplications
involvingsuchproblems.Someofthetopicscoveredincludenonlinearoptimization
(convex and nonconvex), network flow problems, stochastic optimization, optimal
control, discrete optimization, multi-objective programming, description of soft-
warepackages,approximationtechniquesandheuristicapproaches.
Moreinformationaboutthisseriesathttp://www.springer.com/series/7393
Ioannis C. Demetriou • Panos M. Pardalos
Editors
Approximation
and Optimization
Algorithms, Complexity and Applications
123
Editors
IoannisC.Demetriou PanosM.Pardalos
DepartmentofEconomics DepartmentofIndustrial&Systems
UniversityofAthens Engineering
Athens,Greece UniversityofFlorida
Gainesville,FL,USA
ISSN1931-6828 ISSN1931-6836 (electronic)
SpringerOptimizationandItsApplications
ISBN978-3-030-12766-4 ISBN978-3-030-12767-1 (eBook)
https://doi.org/10.1007/978-3-030-12767-1
©SpringerNatureSwitzerlandAG2019
Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof
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Preface
This volume contains most of the invited papers that were presented at the
Conference on Approximation and Optimization, held in Athens, Greece, on 29–
30June2017.
The occasion being the 180 years celebration of the National and Kapodistrian
UniversityofAthens,theconferencecoveredresearchissuesinapproximationand
optimization by focusing on the development of algorithms, the study of their
complexity,andrelevantapplications.
Theindividualpapershavebeenwrittenbyleadingexpertsandactiveresearchers
in their subjects. They are a mix of expository articles, surveys of new work, and
applications.Thetopicshavebeendrawnfromapproximationtodiscretenoisydata,
data-dependent approximation, evolutionary optimization, machine learning, non-
linearlyconstrainedoptimization,optimaldesignofsmartcomposites,optimization
of multiband electric filters, portfolio selection, tax evasion as an optimal control
problem,andtheno-free-lunchtheorem.
Thebookbycontent,expertise,andapplicationareaswillbeusefultoacademics,
researchers, industry experts, data science practitioners, business analysts, social
sciencesinvestigators,andgraduatestudents.
SupportforthisconferencecamefromtheM.Sc.PrograminBusinessAdminis-
tration, Analytics, and Information Systems of the University of Athens and the
Bank of Greece. We are grateful to our colleague Professor Yannis Stournaras,
Governor of the Bank of Greece. Their support was crucial to the academic
excellence of the program, to the participation from a wide range of countries, to
the social activities, and to the publication of these proceedings. The conference
received valuable assistance from the National and Kapodistrian University of
AthensthroughMrs.KaterinaSkoura(HeadofAdministration)intheorganization
oftheconferenceandstaffintheDepartmentofEconomics.Toall,weexpressour
sincerethanks.
Theauthorsofthepapersdeserveoureditorialthanksforproducingthepapers
so well and so promptly. Thanks are also due to the referees who were generous
withtheirtimeandeffort.AndthanksalsotoRaziaAmzadandthestaffofSpringer
v
vi Preface
fortheirhelpwithpublishingthisbook.Itisapleasuretoacknowledgeallofthese
contributions.
Athens,Greece IoannisC.Demetriou
Gainesville,FL,USA PanosM.Pardalos
Contents
Introduction ...................................................................... 1
IoannisC.DemetriouandPanosM.Pardalos
EvaluationComplexityBoundsforSmoothConstrainedNonlinear
OptimizationUsingScaledKKTConditionsandHigh-OrderModels .... 5
CoraliaCartis,NicholasI.M.Gould,andPhilippeL.Toint
Data-DependentApproximationinSocialComputing....................... 27
WeiliWu,YiLi,PanosM.Pardalos,andDing-ZhuDu
Multi-Objective Evolutionary Optimization Algorithms for
MachineLearning:ARecentSurvey .......................................... 35
Stamatios-Aggelos N. Alexandropoulos, Christos K. Aridas,
SotirisB.Kotsiantis,andMichaelN.Vrahatis
NoFreeLunchTheorem:AReview ........................................... 57
StavrosP.Adam,Stamatios-AggelosN.Alexandropoulos,
PanosM.Pardalos,andMichaelN.Vrahatis
PiecewiseConvex–ConcaveApproximationintheMinimaxNorm........ 83
MichaelP.Cullinan
A Decomposition Theorem for the Least Squares Piecewise
MonotonicDataApproximationProblem..................................... 119
IoannisC.Demetriou
RecentProgressinOptimizationofMultibandElectricalFilters .......... 135
AndreiBogatyrëv
ImpactofErrorinParameterEstimationsonLargeScalePortfolio
Optimization...................................................................... 151
ValeryA.KalyaginandSergeyV.Slashchinin
vii
viii Contents
OptimalDesignofSmartComposites.......................................... 185
GeorgiosK.Tairidis,GeorgiaFoutsitzi,andGeorgiosE.Stavroulakis
Tax Evasion as an Optimal Solution to a Partially Observable
MarkovDecisionProcess........................................................ 219
ParaskeviPapadopoulouandDimitriosHristu-Varsakelis
Contributors
StavrosP.Adam DepartmentofInformaticsandTelecommunications,University
ofIoannina,Arta,Greece
Computational Intelligence Laboratory – CILab, Department of Mathematics,
UniversityofPatras,Patras,Greece
Stamatios-Aggelos N. Alexandropoulos Computational Intelligence Laboratory
–CILab,DepartmentofMathematics,UniversityofPatras,Patras,Greece
ChristosK.Aridas ComputationalIntelligenceLaboratory–CILab,Department
ofMathematics,UniversityofPatras,Patras,Greece
Andrei Bogatyrëv Institute for Numerical Mathematics, Russian Academy of
Sciences,Moscow,Russia
CoraliaCartis MathematicalInstitute,OxfordUniversity,Oxford,UK
MichaelP.Cullinan MaryvaleInstitute,Birmingham,UK
Ioannis C. Demetriou Department of Economics, University of Athens, Athens,
Greece
Ding-Zhu Du Department of Computer Science, University of Texas at Dallas,
Richardson,TX,USA
GeorgiaFoutsitzi DepartmentofInformaticsandTelecommunication,University
ofIoannina,Preveza,Greece
Nicholas I. M. Gould Numerical Analysis Group, Rutherford Appleton Labora-
tory,Chilton,UK
Dimitrios Hristu-Varsakelis Computational Methods and Operations Research
Laboratory, Department of Applied Informatics, University of Macedonia, Thes-
saloniki,Greece
ix
x Contributors
Valery A. Kalyagin Laboratory of Algorithms and Technologies for Network
Analysis, National Research University Higher School of Economics, Nizhny
Novgorod,Russia
SotirisB.Kotsiantis ComputationalIntelligenceLaboratory–CILab,Department
ofMathematics,UniversityofPatras,Patras,Greece
YiLi DepartmentofComputerScience,UniversityofTexasatDallas,Richardson,
TX,USA
ParaskeviPapadopoulou ComputationalMethodsandOperationsResearchLab-
oratory, Department of Applied Informatics, University of Macedonia, Thessa-
loniki,Greece
PanosM.Pardalos DepartmentofIndustrial&SystemsEngineering,University
ofFlorida,Gainesville,FL,USA
Sergey V. Slashchinin Laboratory of Algorithms and Technologies for Network
Analysis, National Research University Higher School of Economics, Nizhny
Novgorod,Russia
Georgios E. Stavroulakis School of Production Engineering and Management,
TechnicalUniversityofCrete,InstituteofComputationalMechanicsandOptimiza-
tion,Chania,Greece
Georgios K. Tairidis School of Production Engineering and Management, Tech-
nicalUniversityofCrete,InstituteofComputationalMechanicsandOptimization,
Chania,Greece
Philippe L. Toint Namur Center for Complex Systems (naXys) and Department
ofMathematics,UniversityofNamur,Namur,Belgium
MichaelN.Vrahatis ComputationalIntelligenceLaboratory–CILab,Department
ofMathematics,UniversityofPatras,Patras,Greece
Weili Wu Department of Computer Science, University of Texas at Dallas,
Richardson,TX,USA
