Energy Security: a robust optimization approach to design a robust European energy supply via TIAM

Energy supply routes to a given TIAM region (say E.U.) are subject to randomness, resulting in partial or total closure of a route (corridor). For instance: a pipeline may be subject to technical problems that reduce its capacity. Or, oil supply by tanker may be reduced for political reasons or because of equipment mishaps at … Read more

Minimax optimization for handling range and setup uncertainties in proton therapy

Purpose: Intensity modulated proton therapy (IMPT) is sensitive to errors, mainly due to high stopping power dependency and steep beam dose gradients. Conventional margins are often insufficient to ensure robustness of treatment plans. In this article, a method is developed that takes the uncertainties into account during the plan optimization. Methods: Dose contributions for a … Read more

PySP: Modeling and Solving Stochastic Programs in Python

Although stochastic programming is a powerful tool for modeling decision-making under uncertainty, various impediments have historically prevented its wide-spread use. One key factor involves the ability of non-specialists to easily express stochastic programming problems as extensions of deterministic models, which are often formulated first. A second key factor relates to the difficulty of solving stochastic … Read more

Interior Point Methods for Computing Optimal Designs

In this paper we study interior point (IP) methods for solving optimal design problems. In particular, we propose a primal IP method for solving the problems with general convex optimality criteria and establish its global convergence. In addition, we reformulate the problems with A-, D- and E-criterion into linear or log-determinant semidefinite programs (SDPs) and … Read more

Information-theoretic lower bounds on the oracle complexity of convex optimization

Relative to the large literature on upper bounds on complexity of convex optimization, lesser attention has been paid to the fundamental hardness of these problems. Given the extensive use of convex optimization in machine learning and statistics, gaining an understanding of these complexity-theoretic issues is important. In this paper, we study the complexity of stochastic … Read more

Inclusion Certificates and Simultaneous Convexification of Functions

We define the inclusion certificate as a measure that expresses each point in the domain of a collection of functions as a convex combination of other points in the domain. Using inclusion certificates, we extend the convex extensions theory to enable simultaneous convexification of functions. We discuss conditions under which the domain of the functions … Read more

A polynomial case of cardinality constrained quadratic optimization problem

We investigate in this paper a fixed parameter polynomial algorithm for the cardinality constrained quadratic optimization problem, which is NP-hard in general. More specifically, we prove that, given a problem of size $n$, the number of decision variables, and $s$, the cardinality, if, for some $0