On the convergence of the projected gradient method for vector optimization

In 2004, Graña Drummond and Iusem proposed an extension of the projected gradient method for constrained vector optimization problems. In that method, an Armijo-like rule, implemented with a backtracking procedure, was used in order to determine the steplengths. The authors just showed stationarity of all cluster points and, for another version of the algorithm (with … Read more

Solving log-determinant optimization problems by a Newton-CG primal proximal point algorithm

We propose a Newton-CG primal proximal point algorithm for solving large scale log-determinant optimization problems. Our algorithm employs the essential ideas of the proximal point algorithm, the Newton method and the preconditioned conjugate gradient solver. When applying the Newton method to solve the inner sub-problem, we find that the log-determinant term plays the role of … Read more

Molecular distance geometry methods: from continuous to discrete

Distance geometry problems arise from the need to position entities in the Euclidean $K$-space given some of their respective distances. Entities may be atoms (molecular distance geometry), wireless sensors (sensor network localization), or abstract vertices of a graph(graph drawing). In the context of molecular distance geometry, the distances are usually known because of chemical properties … Read more

A globally convergent modified conjugate-gradient line-search algorithm with inertia controlling

In this paper we have addressed the problem of unboundedness in the search direction when the Hessian is indefinite or near singular. A new algorithm has been proposed which naturally handles singular Hessian matrices, and is theoretically equivalent to the trust-region approach. This is accomplished by performing explicit matrix modifications adaptively that mimic the implicit … Read more

Two-Stage Quadratic Integer Programs with Stochastic Right-Hand Sides

We consider two-stage quadratic integer programs with stochastic right-hand sides, and present an equivalent reformulation using value functions. We fi rst derive some basic properties of value functions of quadratic integer programs. We then propose a two-phase solution approach. The first phase constructs the value functions of quadratic integer programs in both stages. The second phase … Read more

Solving Large Steiner Triple Covering Problems

Computing the 1-width of the incidence matrix of a Steiner Triple System gives rise to small set covering instances that provide a computational challenge for integer programming techniques. One major source of difficulty for instances of this family is their highly symmetric structure, which impairs the performance of most branch-and-bound algorithms. The largest instance in … Read more

Chebyshev approximation of the null function by an affine combination of complex exponential functions

We describe the theoretical solution of an approximation problem that uses a finite weighted sum of complex exponential functions. The problem arises in an optimization model for the design of a telescopes array occurring within optical interferometry for direct imaging in astronomy. The problem is to find the optimal weights and the optimal positions of … Read more

On the Stopping Criterion for Numerical Methods Used to Solve Linear Systems with Additive Gaussian Noise

We consider the inversion of a linear operator with centered Gaussian white noise by MAP estimation with a Gaussian prior distribution on the solution. The actual estimator is computed approximately by a numerical method. We propose a relation between the stationarity measure of this approximate solution to the mean square error of the exact solution. … Read more

Resource Allocation with Time Intervals

We study a resource allocation problem where jobs have the following characteristics: Each job consumes some quantity of a bounded resource during a certain time interval and induces a given profit. We aim to select a subset of jobs with maximal total profit such that the total resource consumed at any point in time remains … Read more

A continuous model for open pit mine planning

This paper proposes a new mathematical model for the open pit mine planning problem, based on continuous functional analysis. The traditional models for this problem have been constructed by using discrete 0-1 decision variables, giving rise to large-scale combinatorial and Mixed Integer Programming (MIP) problems. Instead, we use a continuous approach which allows for a … Read more