This article addresses a general criterion providing a zero duality gap for convex programs in the setting of the real locally convex spaces. The main theorem of our work is formulated only in terms of the constraints of the program, hence it holds true for any objective function fulfilling a very general qualification condition, implied … Read more
In this paper we derive strong linear inequalities for sets of the form {(x, q) ∈ R^d × R : q ≥ Q(x), x ∈ R^d − int(P ) }, where Q(x) : R^d → R is a quadratic function, P ⊂ R^d and “int” denotes interior. Of particular but not exclusive interest is the … Read more
In this paper we consider robust models of surge capacity plans to be deployed in the event of a flu pandemic. In particular, we focus on managing critical staff levels at organizations that must remain operational during such an event. We develop efficient procedures for managing emergency resources so as to minimize the impact of … Read more
This note provides a simple proof on a O(1/k) convergence rate for the Douglas-Rachford operator splitting method where $k$ denotes the iteration counter. ArticleDownload View PDF
The paper develops a new approach to the study of metric regularity and related well-posedness properties of convex set-valued mappings between general Banach spaces by reducing them to unconstrained minimization problems with objectives given as the difference of convex (DC) functions. In this way we establish new formulas for calculating the exact regularity bound of … Read more
The quadratic traveling salesman problem asks for a tour of minimal costs where the costs are associated with each two arcs that are traversed in succession. This structure arises, e. g., if the succession of two arcs represents the costs of loading processes in transport networks or a switch between different technologies in communication networks. … Read more
We suggest an approach for finding the maximal and the minimal spectral radius of linear operators from a given compact family of operators, which share a common invariant cone (e.g. for a family of nonnegative matrices). In case of families with so-called product structure, this leads to efficient algorithms for optimizing the spectral radius and … Read more
Schedule disruptions are commonplace in the airline industry with many flight-delaying events occurring each day. Recently there has been a focus on introducing robustness into airline planning stages to reduce the effect of these disruptions. We propose a recoverable robustness technique as an alternative to robust optimisation to reduce the effect of disruptions and the … Read more
Two nonlinear Kalman smoothers are proposed using the Student’s t distribution. The first, which we call the T-Robust smoother, finds the maximum a posteriori (MAP) solution for Gaussian process noise and Student’s t observation noise. It is extremely robust against outliers, outperforming the recently proposed L1-Laplace smoother in extreme situations with data containing 20% or … Read more
We propose a new approach to optimize operations of hydro storage systems with multiple connected reservoirs which participate in wholesale electricity markets. Our formulation integrates short-term intraday with long-term interday decisions. The intraday problem considers bidding decisions as well as storage operation during the day and is formulated as a stochastic program. The interday problem … Read more