The minimization of an objective function over a constraint set can often be simplified if the “active manifold” of the constraints set can be correctly identified. In this work we present a simple subproblem, which can be used inside of any (convergent) optimization algorithm, that will identify the active manifold of a “prox-regular partly smooth” … Read more
In this paper we discuss the issue of solving stochastic optimization problems by means of sample average approximations. Our focus is on rates of convergence of estimators of optimal solutions and optimal values with respect to the sample size. This is a well-studied problem in case the samples are independent and identically distributed (i.e., when … Read more
While dealing with uncertainty in linear programs, the robust optimization framework proposed by Bertsimas and Sim appears as relevant. In particular, it can readily be extended for integer linear programming. This paper outlines the polyhedral impacts of this robust model for the 0-1 knapsack problem. It shows especially how the classical cover cuts can be … Read more
In this paper we derive the efficiency estimates of the regularized Newton’s method as applied to constrained convex minimization problems and to variational inequalities. We study a one-step Newton’s method and its multistep accelerated version, which converges on smooth convex problems as $O({1 \over k^3})$, where $k$ is the iteration counter. We derive also the … Read more
We consider a polynomial programming problem P on a compact basic semi-algebraic set K described by m polynomial inequalities $g_j(X)\geq0$, and with polynomial criterion $f$. We propose a hierarchy of semidefinite relaxations in the spirit those of Waki et al. [9]. In particular, the SDP-relaxation of order $r$ has the following two features: (a) The … Read more
In this paper we propose two new nonsymmetric primal-dual potential-reduction methods for conic problems. Both methods are based on {\em primal-dual lifting}. This procedure allows to construct a strictly feasible primal-dual pair linked by an exact {\em scaling} relation even if the cones are not symmetric. It is important that all necessary elements of our … Read more
This paper is devoted to the exact resolution of a strongly NP-hard resource-constrained scheduling problem, the Process Move Programming problem, which arises in relation to the operability of certain high availability real time distributed systems. Based on the study of the polytope defined as the convex hull of the incidence vectors of the admissible process … Read more
We correct an error in Algorithms 4.1 and 4.8 from the paper with the same title that was published in Optimization Methods and Software, 20, 1 (2005), 145–168. Citation submitted to Optimization Methods and Software Article Download View Erratum: Predictor-corrector methods for sufficient linear complementarity problems in a wide neighborhood of the central path,
Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path Citation Technical Report UMBC, TR2006-22, January 2005, Revised: March 2006. Article Download View Corrector-predictor methods for sufficient linear complementarity problems in a wide neighborhood of the central path
This paper is devoted to the study of a resource-constrained scheduling problem which arises in relation to the operability of certain high availability real-time distributed systems. After a brief survey of the literature, we prove the NP-hardness of the problem and exhibit a few polynomial special cases. We then present a branch-and-bound algorithm for the … Read more