On closedness conditions, strong separation, and convex dualit y

In the paper, we describe various applications of the closedness and duality theorems of [7] and [8]. First, the strong separability of a polyhedron and a linear image of a convex set is characterized. Then,it is shown how stability conditions (known from the generalized Fenchel-Rockafellar duality theory) can be reformulated as closedness conditions. Finally, we … Read more

Exact Solution of Emerging Quadratic Assignment Problems

We report on a growing class of assignment problems that are increasingly of interest and very challenging in terms of the difficulty they pose to attempts at exact solution. These problems address economic issues in the location and design of factories, hospitals, depots, transportation hubs and military bases. Others involve improvements in communication network design. … Read more

Integer Network Synthesis Problem for Hop Constrained Flows

Hop constraint is associated with modern communication network flows. We consider the problem of designing an optimal undirected network with integer-valued edge-capacities that meets a given set of single-commodity, hop-constrained network flow value requirements. We present a strongly polynomial, combinatorial algorithm for the problem with value of hop-parameter equal to three when values of flow … Read more

Robust Software Partitioning with Multiple Instantiation

The purpose of software partitioning is to assign code segments of a given computer program to a range of execution locations such as general purpose processors or specialist hardware components. These execution locations differ in speed, communication characteristics, and in size. In particular, hardware components offering high speed tend to accommodate only few code segments. … Read more

Optimizing radial basis functions by D.C. programming and its use in direct search for global derivative-free optimization

In this paper we address the global optimization of functions subject to bound and linear constraints without using derivatives of the objective function. We investigate the use of derivative-free models based on radial basis functions (RBFs) in the search step of direct-search methods of directional type. We also study the application of algorithms based on … Read more

Analysis of direct searches for non-Lipschitzian functions

It is known that the Clarke generalized directional derivative is nonnegative along the limit directions generated by directional direct-search methods at a limit point of certain subsequences of unsuccessful iterates, if the function being minimized is Lipschitz continuous near the limit point. In this paper we generalize this result for non-Lipschitzian functions using Rockafellar generalized … Read more

Biased random-key genetic algorithms for combinatorial optimization

Random-key genetic algorithms were introduced by Bean (1994) for solving sequencing problems in combinatorial optimization. Since then, they have been extended to handle a wide class of combinatorial optimization problems. This paper presents a tutorial on the implementation and use of biased random-key genetic algorithms for solving combinatorial optimization problems. Biased random-key genetic algorithms are … Read more

Matrix-Free Interior Point Method

In this paper we present a redesign of a linear algebra kernel of an interior point method to avoid the explicit use of problem matrices. The only access to the original problem data needed are the matrix-vector multiplications with the Hessian and Jacobian matrices. Such a redesign requires the use of suitably preconditioned iterative methods … Read more

An Interior Proximal Method in Vector Optimization

This paper studies the vector optimization problem of finding weakly ef- ficient points for maps from Rn to Rm, with respect to the partial order induced by a closed, convex, and pointed cone C ⊂ Rm, with nonempty inte- rior. We develop for this problem an extension of the proximal point method for scalar-valued convex … Read more

On approximate KKT condition and its extension to continuous variational inequalities

In this work we introduce a necessary natural sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality problem without constraint quali cations, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition … Read more