The aim of this paper is twofold. First, several basic mathematical concepts involved in the construction and study of Bregman type iterative algorithms are presented from a unified analytic perspective. Also, some gaps in the current knowledge about those concepts are filled in. Second, we employ existing results on total convexity, sequential consistency, uniform convexity … Read more
We study the problem of computing a $(1+\eps)$-approximation to the minimum volume covering ellipsoid of a given set $\cS$ of the convex hull of $m$ full-dimensional ellipsoids in $\R^n$. We extend the first-order algorithm of Kumar and \Yildirim~that computes an approximation to the minimum volume covering ellipsoid of a finite set of points in $\R^n$, … Read more
Given a finite set of outlets with joint normally distributed demands and identical holding and penalty costs, inventory centralization induces a cooperative cost allocation game with nonempty core. It is well known that for this newsvendor inventory setting the expected cost of centralization can be expressed as a constant multiple of the standard deviation of … Read more
In this paper, we study the conflict-free assignment of wavelengths to lightpaths in an optical network with the opportunity to place wavelength converters. To benchmark heuristics for the problem, we develop integer programming formulations and study their properties. Moreover, we study the computational performance of the column generation algorithm for solving the linear relaxation of … Read more
Given a graph where increasing the weight of an edge has a nondecreasing convex piecewise linear cost, we study the problem of finding a minimum cost increase of the weights so that the value of all minimum spanning trees is equal to some target value. We formulate this as a combinatorial linear program and give … Read more
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample average approximation method. The presented analysis is self contained and is based on a, relatively elementary, one dimensional Cramer’s Large Deviations Theorem. Citation Working paper, Georgia Institute of … Read more
We introduce two-stage stochastic semidefinite programs with recourse and present a Benders decomposition based linearly convergent interior point algorithms to solve them. This extends the results of Zhao, who showed that the logarithmic barrier associated with the recourse function of two-stage stochastic linear programs with recourse behaves as a strongly self-concordant barrier on the first … Read more
Generating Set Search method are one of the few alternatives for optimising high fidelity functions with numerical noise. These methods are usually only efficient when the number of variables is relatively small. This paper presents a modification to an existing Generating Set Search method, which makes it aware of the sparsity structure of the Hessian. … Read more
We introduce a new extension of Punnen’s exponential neighborhood for the traveling salesman problem (TSP). In contrast to an interesting generalization of Punnen’s neighborhood by De Franceschi, Fischetti and Toth (2005), our neighborhood is searchable in polynomial time, a feature that invites exploitation by heuristic and metaheuristic procedures for the TSP and related problems, including … Read more
In this paper we present a restructuring of the computations in Lenstra’s methods for solving mixed integer linear programs. We show that the problem of finding a good branching hyperplane can be formulated on an adjoint lattice of the Kernel lattice of the equality constraints without requiring any dimension reduction. As a consequence the short … Read more