This paper develops a new error criterion for the approximate minimization of augmented Lagrangian subproblems. This criterion is practical in the sense that it requires only information that is ordinarily readily available, such as the gradient (or a subgradient) of the augmented Lagrangian. It is also “relative” in the sense of relative error criteria for … Read more
In the last years many results in the area of semidefinite programming were obtained for invariant (finite dimensional, or infinite dimensional) semidefinite programs – SDPs which have symmetry. This was done for a variety of problems and applications. The purpose of this handbook chapter is to give the reader the necessary background for dealing with … Read more
We prove that the sequences generate by the Douglas-Rachford method converge weakly to a solution of the inclusion problem Article Download View Weak convergence on Douglas-Rachford method
In this paper, we consider both a variant of Tseng’s modified forward-backward splitting method and an extension of Korpelevich’s method for solving generalized variational inequalities with Lipschitz continuous operators. By showing that these methods are special cases of the hybrid proximal extragradient (HPE) method introduced by Solodov and Svaiter, we derive iteration-complexity bounds for them … Read more
We present a robust optimization approach when the uncertainty in objective coefficients is described using multiple ranges for each coefficient. This setting arises when the value of the uncertain coefficients, such as cash flows, depends on an underlying random variable, such as the effectiveness of a new drug. Traditional robust optimization with a single range … Read more
Min-$k$-cut is the problem of partitioning vertices of a given graph or hypergraph into $k$ subsets such that the total weight of edges or hyperedges crossing different subsets is minimized. For the capacitated min-$k$-cut problem, each edge has a non-negative weight, and each subset has a possibly different capacity that imposes an upper bound on … Read more
We address a 1-dimensional cutting stock problem where, in addition to trim-loss minimization, we require that the set of cutting patterns forming the solution can be sequenced so that the number of stacks of parts maintained open throughout the process never exceeds a given $s$. For this problem, we propose a new integer linear programming … Read more
In this paper we present a generic algorithmic framework, namely, the accelerated stochastic approximation (AC-SA) algorithm, for solving strongly convex stochastic composite optimization (SCO) problems. While the classical stochastic approximation (SA) algorithms are asymptotically optimal for solving differentiable and strongly convex problems, the AC-SA algorithm, when employed with proper stepsize policies, can achieve optimal or … Read more
In this work, a nonsmooth multiobjective optimization problem involving generalized invexity with cone constraints and Applications (for short, (MOP)) is considered. The Kuhn-Tucker necessary and sufficient conditions for (MOP) are established by using a generalized alternative theorem of Craven and Yang. The relationship between weakly efficient solutions of (MOP) and vector valued saddle points of … Read more
In this paper we describe an algorithm to approximately solve a class of semidefinite programs called covering semidefinite programs. This class includes many semidefinite programs that arise in the context of developing algorithms for important optimization problems such as sparsest cut, wireless multicasting, and pattern classification. We give algorithms for covering SDPs whose dependence on … Read more