Arc-Search Path-Following Interior-Point Algorithms for Linear Programming

Arc-search is developed in optimization algorithms. In this paper, simple analytic arcs are used to approximate the central path of the linear programming. The primal-dual path-following interior-point method is then used to search optimizers along the arcs for linear programming. They require fewer iterations to find the optimal solutions in all the tested problems in … Read more

Code verification by static analysis: a mathematical programming approach

Automatic verification of computer code is of paramount importance in embedded systems supplying essential services. One of the most important verification techniques is static code analysis by abstract interpretation: the concrete semantics of a programming language (i.e.the values $\chi$ that variable symbols {\tt x} appearing in a program can take during its execution) are replaced … Read more

Estimate sequence methods: extensions and approximations

The approach of estimate sequence offers an interesting rereading of a number of accelerating schemes proposed by Nesterov. It seems to us that this framework is the most appropriate descriptive framework to develop an analysis of the sensitivity of the schemes to approximations. We develop in this work a simple, self-contained, and unified framework for … Read more

Trioid: A generalization of matroid and the associated polytope

We consider a generalization of the well known greedy algorithm, called $m$-step greedy algorithm, where $m$ elements are examined in each iteration. When $m=1$ or $2$, the algorithm reduces to the standard greedy algorithm. For $m=3$ we provide a complete characterization of the independence system, called trioid, where the $m$-step greedy algorithm guarantees an optimal … Read more

Alternating Direction Augmented Lagrangian Methods for semidefinite programming

We present an alternating direction method based on an augmented Lagrangian framework for solving semidefinite programming (SDP) problems in standard form. At each iteration, the algorithm, also known as a two-splitting scheme, minimizes the dual augmented Lagrangian function sequentially with respect to the Lagrange multipliers corresponding to the linear constraints, then the dual slack variables … Read more

A note on Burer’s copositive representation of mixed-binary QPs

In an important paper, Burer recently showed how to reformulate general mixed-binary quadratic optimization problems (QPs) into copositive programs where a linear functional is minimized over a linearly constrained subset of the cone of completely positive matrices. In this note we interpret the implication from a topological point of view, showing that the Minkowski sum … Read more

GRASP with path relinking heuristics for the antibandwidth problem

This paper proposes a linear integer programming formulation and several heuristics based on GRASP and path relinking for the antibandwidth problem. In the antibandwidth problem, one is given an undirected graph with N nodes and must label the nodes in a way that each node receives a unique label from the set {1, 2, …, … Read more

Standard Bi-Quadratic Optimization Problems and Unconstrained Polynomial Reformulations

A so-called Standard Bi-Quadratic Optimization Problem (StBQP) consists in minimizing a bi-quadratic form over the Cartesian product of two simplices (so this is different from a Bi-Standard QP where a quadratic function is minimized over the same set). An application example arises in portfolio selection. In this paper we present a bi-quartic formulation of StBQP, … Read more

Local and superlinear convergence of a primal-dual interior point method for nonlinear semidefinite programming

In this paper, we consider a primal-dual interior point method for solving nonlinear semidefinite programming problems. We propose primal-dual interior point methods based on the unscaled and scaled Newton methods, which correspond to the AHO, HRVW/KSH/M and NT search directions in linear SDP problems. We analyze local behavior of our proposed methods and show their … Read more

Prediction of the binding affinities of peptides to class II MHC using a regularized thermodynamic model

The binding of peptide fragments of extracellular peptides to class II MHC is a crucial event in the adaptive immune response. Each MHC allotype generally binds a distinct subset of peptides and the enormous number of possible peptide epitopes prevents their complete experimental characterization. Computational methods can utilize the limited experimental data to predict the … Read more