Liquefied Natural Gas contracts offer cancellation options that make their pricing difficult, especially if many gas storages need to be taken into account. We develop a valuation mechanism for such contracts from the buyer’s perspective, a large gas company whose main interest in these contracts is to provide a reliable supply of gas to its … Read more
In this work we consider the symmetric network equilibrium problem formulated as convex minimization problem whose variables are the path flows. In order to take into account the difficulties related to the large dimension of real network problems we adopt a column generation strategy and we employ a gradient projection method within an inexact decomposition … Read more
We consider multi-target linear-quadratic control problem on semi-infinite interval. We show that the problem can be reduced to a simple convex optimization problem on the simplex. CitationTo appear in Mathematical Problems in Engineering 2012 ArticleDownload View PDF
Orthogonal frequency division multiplexing (OFDM) is a technique that will prevail in the next generation wireless communication. Channel estimation is one of the key challenges in OFDM, since high-resolution channel estimation can significantly improve the equalization at the receiver and consequently enhance the communication performances. In this paper, we propose a system with an asymmetric … Read more
The old alternating direction method (ADM) has found many new applications recently, and its empirical efficiency has been well illustrated in various fields. However, the estimate of ADM’s convergence rate remains a theoretical challenge for a few decades. In this note, we provide a uniform proof to show the O(1/t) convergence rate for both the … Read more
The accelerated proximal gradient (APG) method, first proposed by Nesterov, and later refined by Beck and Teboulle, and studied in a unifying manner by Tseng has proven to be highly efficient in solving some classes of large scale structured convex optimization (possibly nonsmooth) problems, including nuclear norm minimization problems in matrix completion and $l_1$ minimization … Read more
We consider a time-optimal problem for the Reeds and Shepp model describing a moving point on a plane, with a free final direction of velocity. Using Pontryagin Maximum Principle, we obtain all types of extremals and, analysing them and discarding nonoptimal ones, construct the optimal synthesis. ArticleDownload View PDF
This paper presents a new two-phase solution approach to the beam angle and fluence map optimization problem in Intensity Modulated Radiation Therapy (IMRT) planning. We introduce Branch-and-Prune (B&P) to generate a robust feasible solution in the first phase. A local neighborhood search algorithm is developed to find a local optimal solution from the Phase I … Read more
In this paper, we present a general framework for designing approximation schemes for combinatorial optimization problems in which the objective function is a combination of more than one function. Examples of such problems include those in which the objective function is a product or ratio of two linear functions, parallel machine scheduling problems with the … Read more
We present a fully polynomial time approximation scheme (FPTAS) for optimizing a very general class of nonlinear functions of low rank over a polytope. Our approximation scheme relies on constructing an approximate Pareto-optimal front of the linear functions which constitute the given low-rank function. In contrast to existing results in the literature, our approximation scheme … Read more