In this paper we study the link between a semi-infinite chance-constrained optimization problem and its randomized version, i.e. the problem obtained by sampling a finite number of its constraints. Extending previous results on the feasibility of randomized convex programs, we establish here the feasibility of the solution obtained after the elimination of a portion of … Read more
This paper presents seven test problems with all the optimal solutions known on the background of the layout optimization problem of a simplified international communication satellite module, aiming to evaluate the algorithm performance on solving three-dimensional packing problem with behavior constraints. The test problems are constructed in the following step. First, place N (=217) cylinders … Read more
In this paper we consider several facility location problems with applications to cost and social welfare optimization, when the area map is encoded as a binary (0,1) mxn matrix. We present algorithmic solutions for all the problems. Some cases are too particular to be used in practical situations, but they are at least a starting … Read more
In this paper we present several algorithmic techniques for inferring the structure of a company when only a limited amount of information is available. We consider problems with two types of inputs: the number of pairs of employees with a given property and restricted information about the hierarchical structure of the company. We provide dynamic … Read more
Progressive hedging (PH) is a scenario-based decomposition technique for solving stochastic programs. While PH has been successfully applied to a number of problems, a variety of issues arise when implementing PH in practice, especially when dealing with very difficult or large-scale mixed-integer problems. In particular, decisions must be made regarding the value of the penalty … Read more
In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM. However, we show that in this situation it is also possible … Read more
We propose novel necessary and sufficient conditions for a sensing matrix to be “s-good” — to allow for exact L1-recovery of sparse signals with s nonzero entries when no measurement noise is present. Then we express the error bounds for imperfect L1-recovery (nonzero measurement noise, nearly s-sparse signal, near-optimal solution of the optimization problem yielding … Read more
The scope of this dissertation addresses numerical and theoretical issues in the impulsive control of hybrid finite-dimensional Lagrangian systems. In order to treat these aspects, a modeling framework is presented based on the measure-differential inclusion representation of the Lagrangian dynamics. The main advantage of this representation is that it enables the incorporation of set-valued force … Read more
Lecture notes for the tutorial at the workshop HPOPT 2008 – 10th International Workshop on High Performance Optimization Techniques (Algebraic Structure in Semidefinite Programming), June 11th to 13th, 2008, Tilburg University, The Netherlands. CitationarXiv:0809.2017v1 [math.OC]ArticleDownload View PDF
We study the mixing inequalities which were introduced by Gunluk and Pochet (2001). We show that a mixing inequality which mixes n MIR inequalities has MIR rank at most n if it is a type I mixing inequality and at most n-1 if it is a type II mixing inequality. We also show that these … Read more