A Geometric Analysis of Renegar’s Condition Number, and its interplay with Conic Curvature

For a conic linear system of the form Ax \in K, K a convex cone, several condition measures have been extensively studied in the last dozen years. Herein we show that Renegar’s condition number is bounded from above and below by certain purely geometric quantities associated with A and K, and highlights the role of … Read more

Robust Inventory Management Using Tractable Replenishment Policies

We propose tractable replenishment policies for a multi-period, single product inventory control problem under ambiguous demands, that is, only limited information of the demand distributions such as mean, support and deviation measures are available. We obtain the parameters of the tractable replenishment policies by solving a deterministic optimization problem in the form of second order … Read more

Exploiting group symmetry in truss topology optimization

We consider semidefinite programming (SDP) formulations of certain truss topology optimization problems, where a lower bound is imposed on the fundamental frequency of vibration of the truss structure. These SDP formulations were introduced in: [M. Ohsaki, K. Fujisawa, N. Katoh and Y. Kanno, Semi-definite programming for topology optimization of trusses under multiple eigenvalue constraints, Comp. … Read more

On the solution of stochastic multiobjective integer linear programming problems with a parametric study

In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as … Read more

Objective space for multiple objectives linear fractional programming

In this paper we give the construction of the objective space of multiple objectives linear fractional programming (MOLFP) with equal denominators under the linear fractional mapping .In this case the decision space maps to an objective space of less dimension. The important of this study is that the decision-Maker may depend on extreme points of … Read more

Modeling and Simulation of Metabolic Networks for Estimation of Biomass Accumulation Parameters

Metabolic networks are defined as the collection of biochemical reactions within a cell that define the functions of that cell. Due to the growing need to understand the functions of biological organisms for industrial and medical purposes, modeling and simulation of metabolic networks has attracted a lot of attention recently. Traditionally, metabolic networks are modeled … Read more

A reduced duality gaps simplex algorithm for linear programming

In this paper we devise a new version of primal simplex algorithms in which the classical iteration is decomposed two basic operations: the move and the pivot. The move operation decreases the primal objective value and the pivot operation increases the dual objective. We define the condition number of the pivot operation and present a … Read more

Polynomial interior point algorithms for general LCPs

Linear Complementarity Problems ($LCP$s) belong to the class of $\mathbb{NP}$-complete problems. Therefore we can not expect a polynomial time solution method for $LCP$s without requiring some special property of the matrix coefficient matrix. Our aim is to construct some interior point algorithms which, according to the duality theorem in EP form, gives a solution of … Read more

Accuracy Certificates for Computational Problems with Convex Structure

The goal of the current paper is to introduce the notion of certificates which verify the accuracy of solutions of computational problems with convex structure; such problems include minimizing convex functions, variational inequalities corresponding to monotone operators, computing saddle points of convex-concave functions and solving convex Nash equilibrium problems. We demonstrate how the implementation of … Read more

Production design for plate products in the steel industry

We describe an optimization tool for a multistage production process for rectangular steel plates. The problem we solve yields a production design (or plan) for rectangular plate products in a steel plant, i.e., a detailed list of operational steps and intermediate products on the way to producing steel plates. We decompose this problem into subproblems … Read more