Yu and Liu’s strong duality theorem under the time-sharing property requires the Slater condition to hold for the considered general nonconvex problem, what is satisfied for the specific application. We further extend the scope of the theorem under Ky Fan convexity which is slightly weaker than Yu&Lui’s time-sharing property. Article Download View Comments on "Dual … Read more
We describe a version of randomization technique within a general framework of Euclidean Jordan algebras. It is shown how to use this technique to evaluate the quality of symmetric relaxations for several nonconvex optimization problems Citation Preprint, June 2007 Article Download View Jordan-algebraic aspects of optimization:randomization
We propose a new gradient based scheme to approximate Nash equilibria of large sequential two-player, zero-sum games. The algorithm uses modern smoothing techniques for saddle-point problems tailored specifically for the polytopes used in the Nash equilibrium problem. Citation Working Paper, Tepper School of Business, Carnegie Mellon University Article Download View A gradient-based approach for computing … Read more
The goal of this paper is to address the problem of evaluating the performance of a system running under unknown values for its stochastic parameters. A new approach called LAD for Simulation, based on simulation and classification software, is presented. It uses a number of simulations with very few replications and records the mean value … Read more
We present fourteen basic FORTRAN subroutines for large-scale unconstrained and box constrained optimization and large-scale systems of nonlinear equations. Subroutines {\tt PLIS} and {\tt PLIP}, intended for dense general optimization problems, are based on limited-memory variable metric methods. Subroutine {\tt PNET}, also intended for dense general optimization problems, is based on an inexact truncated Newton … Read more
We present a new computer system, called GraPHedron, which uses a polyhedral approach to help the user to discover optimal conjectures in graph theory. We define what should be optimal conjectures and propose a formal framework allowing to identify them. Here, graphs with n nodes are viewed as points in the Euclidian space, whose coordinates … Read more