In this paper, we propose three new tensor decompositions for even-order tensors corresponding respectively to the rank-one decompositions of some unfolded matrices. Consequently such new decompositions lead to three new notions of (even-order) tensor ranks, to be called the M-rank, the symmetric M-rank, and the strongly symmetric M-rank in this paper. We discuss the bounds … Read more
In this paper we propose a new way to compute a warm starting point for a challenging global optimization problem related to Earth imaging in geophysics. The warm start consists of a velocity model that approximately solves a full-waveform inverse problem at low frequency. Our motivation arises from the availability of massively parallel computing platforms … Read more
We consider a class of Newton-type methods for constrained systems of equations that involve complementarity conditions. In particular, at issue are the constrained Levenberg–Marquardt method and the recently introduced Linear Programming-Newton method, designed for the difficult case when solutions need not be isolated, and the equation mapping need not be differentiable at the solutions. We … Read more
We propose an exact algorithm for the Target Visitation Problem (TVP). The (TVP) is a composition of the Linear Ordering Problem and the Traveling Salesman Problem. It has several military and non-military applications, where two important, often competing factors are the overall distance traveled (e.g. by an unmanned aerial vehicle) and the visiting sequence of … Read more
The intermittent nature of wind energy generation has introduced a new degree of uncertainty to the tactical planning of energy systems. Short-term energy balancing decisions are no longer (fully) known, and it is this lack of knowledge that causes the need for strategic thinking. But despite this observation, strategic models are rarely set in an … Read more
Given a weighted undirected graph~$G$ and a nonnegative integer~$k$, the maximum~$k$-star colorable subgraph problem consists of finding an induced subgraph of~$G$ which has maximum weight and can be star colored with at most~$k$ colors; a star coloring does not color adjacent nodes with the same color and avoids coloring any 4-path with exactly two colors. … Read more
In this paper we consider the use of extended formulations in LP-based algorithms for mixed integer conic quadratic programming (MICQP). Extended formulations have been used by Vielma, Ahmed and Nemhauser (2008) and Hijazi, Bonami and Ouorou (2013) to construct algorithms for MICQP that can provide a significant computational advantage. The first approach is based on … Read more
Projection type methods are among the most important methods for solving monotone linear variational inequalities. In this note, we analyze the iteration complexity for two projection methods and accordingly establish their worst-case O(1/t) convergence rates measured by the iteration complexity in both the ergodic and nonergodic senses, where t is the iteration counter. Our analysis … Read more
In this paper, we consider the tensor generalized eigenvalue complementarity problem (TGEiCP), which is an interesting generalization of matrix eigenvalue complementarity problem (EiCP). First, we given an affirmative result showing that TGEiCP is solvable and has at least one solution under some reasonable assumptions. Then, we introduce two optimization reformulations of TGEiCP, thereby beneficially establishing … Read more
This paper proposes a new way to construct uncertainty sets for robust optimization. Our approach uses the available historical data for the uncertain parameters and is based on goodness-of-fit statistics. It guarantees that the probability that the uncertain constraint holds is at least the prescribed value. Compared to existing safe approximation methods for chance constraints, … Read more