Approximate resolution of a resource-constrained scheduling problem

This paper is devoted to the approximate resolution of a strongly NP-hard resource-constrained scheduling problem which arises in relation to the operability of certain high availability real time distributed systems. We present an algorithm based on the simulated annealing metaheuristic and, building on previous research on exact resolution methods, extensive computational results demonstrating its practical … Read more

Erratum: A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with (\sqrt{n}L)hBciteration complexity

We correct an error in Algorithm 2 from the paper with the same name that was published in Mathematical Programming, Ser. A, 100, 2(2004), 317–337. Citation submitted to Mathematical Programming Article Download View Erratum: A superlinearly convergent predictor-corrector method for degenerate LCP in a wide neighborhood of the central path with (sqrt{n}L)hBciteration complexity

A Column Generation Approach for Support Vector Machines

The widely used Support Vector Machine (SVM) method has shown to yield good results in Supervised Classification problems. Other methods such as Classification Trees have become more popular among practitioners than SVM thanks to their interpretability, which is an important issue in Data Mining. In this work, we propose an SVM-based method that automatically detects … Read more

Constructing self-concordant barriers for convex cones

In this paper we develop a technique for constructing self-concordant barriers for convex cones. We start from a simple proof for a variant of standard result on transformation of a $\nu$-self-concordant barrier for a set into a self-concordant barrier for its conic hull with parameter $(3.08 \sqrt{\nu} + 3.57)^2$. Further, we develop a convenient composition … Read more

Extreme inequalities for infinite group problems

In this paper we derive new properties of extreme inequalities for infinite group problems. We develop tools to prove that given valid inequalities for the infinite group problem are extreme. These results show that integer infinite group problems have discontinuous extreme inequalities. These inequalities are strong when compared to related classes of continuous extreme inequalities. … Read more