Month: March 2015

Extension and Implementation of Homogeneous Self-dual Methods for Symmetric Cones under Uncertainty

  • Baha Alzalg
  • Francesca Maggioni
  • Sebastiano Vitali
    • Categories Linear, Cone and Semidefinite Programming, Stochastic Programming

    Homogeneous self-dual algorithms for stochastic semidefinite programs with finite event space has been proposed by Jin et al. in [12]. Alzalg [8], has adopted their work to derive homogeneous self-dual algorithms for stochastic second-order programs with finite event space. In this paper, we generalize these two results to derive homogeneous self-dual algorithms for stochastic programs … Read more

    Calibration by Optimization Without Using Derivatives

  • Florian Jarre
  • Markus Lazar
    • Categories Bound-constrained Optimization, Mechanical Engineering, Optimization Software and Modeling Systems Tags , , ,

    Applications in engineering frequently require the adjustment of certain parameters. While the mathematical laws that determine these parameters often are well understood, due to time limitations in every day industrial life, it is typically not feasible to derive an explicit computational procedure for adjusting the parameters based on some given measurement data. This paper aims … Read more

    Parallelizing the dual revised simplex method

  • J. A. Julian Hall
  • Q. Huangfu
    • Categories Linear Programming, Parallel Algorithms

    This paper introduces the design and implementation of two parallel dual simplex solvers for general large scale sparse linear programming problems. One approach, called PAMI, extends a relatively unknown pivoting strategy called suboptimization and exploits parallelism across multiple iterations. The other, called SIP, exploits purely single iteration parallelism by overlapping computational components when possible. Computational … Read more

    Stochastic versus Robust Optimization for a Transportation Problem

  • Marida Bertocchi
  • Francesca Maggioni
  • Florian A. Potra
    • Categories Robust Optimization, Stochastic Programming, Transportation Tags , ,

    In this paper we consider a transportation problem under uncertainty related to gypsum replenishment for a cement producer. The problem is to determine the number of vehicles to book at the beginning of each week to replenish gypsum at all the cement factories of the producer in order to minimize the total cost, given by … Read more

    Transmission and Generation Investment in Electricity Markets: The Effects of Market Splitting and Network Fee Regimes

  • Veronika Grimm
  • Martin Schmidt
  • Alexander Martin
  • Weibelzahl Martin
  • Gregor Zöttl
    • Categories (Mixed) Integer Nonlinear Programming, Finance and Economics, Network Optimization Tags , , , , ,

    We propose an equilibrium model that allows to analyze the long-run impact of the regulatory environment on transmission line expansion by the regulator and investment in generation capacity by private firms in liberalized electricity markets. The model incorporates investment decisions of the transmission operator and private firms in expectation of an energy-only market and cost-based … Read more

    A Three-Operator Splitting Scheme and its Optimization Applications

  • Damek Davis
  • Wotao Yin
    • Categories Convex and Nonsmooth Optimization

    Operator splitting schemes have been successfully used in computational sciences to reduce complex problems into a series of simpler subproblems. Since 1950s, these schemes have been widely used to solve problems in PDE and control. Recently, large-scale optimization problems in machine learning, signal processing, and imaging have created a resurgence of interest in operator-splitting based … Read more

    On an Extension of One-Shots Methods to Incorporate Additional Constraints

  • Nicolas R. Gauger
  • Natalie Richert
  • Andrea Walther
    • Categories Systems governed by Differential Equations Optimization Tags

    For design optimization tasks, quite often a so-called one-shot approach is used. It augments the solution of the state equation with a suitable adjoint solver yielding approximate reduced derivatives that can be used in an optimization iteration to change the design. The coordination of these three iterative processes is well established when only the state … Read more

    Inexact Proximal Point Methods for Quasiconvex Minimization on Hadamard Manifolds

  • Nancy Baygorrea
  • Nelson Maculan
  • Erik Alex Papa Quiroz
    • Categories Generalized Convexity/Monoticity, Global Optimization, Nonsmooth Optimization Tags , , , ,

    In this paper we present two inexact proximal point algorithms to solve minimization problems for quasiconvex objective functions on Hadamard manifolds. We prove that under natural assumptions the sequence generated by the algorithms are well defined and converge to critical points of the problem. We also present an application of the method to demand theory … Read more

    Optimization Problems in Natural Gas Transportation Systems: A State-of-the-Art Review

  • Conrado Borraz-Sanchez
  • Roger Z. Rios-Mercado
    • Categories Transportation

    This paper provides a review on the most relevant research works conducted to solve natural gas transportation problems via pipeline systems. The literature reveals three major groups of gas pipeline systems, namely gathering, transmission, and distribution systems. In this work, we aim at presenting a detailed discussion of the efforts made in optimizing natural gas … Read more

    Successive Rank-One Approximations of Nearly Orthogonally Decomposable Symmetric Tensors

  • Donald Goldfarb
  • Daniel Hsu
  • Cun Mu
    • Categories Data-Mining, Global Optimization Applications, Statistics Tags , , ,

    Many idealized problems in signal processing, machine learning and statistics can be reduced to the problem of finding the symmetric canonical decomposition of an underlying symmetric and orthogonally decomposable (SOD) tensor. Drawing inspiration from the matrix case, the successive rank-one approximations (SROA) scheme has been proposed and shown to yield this tensor decomposition exactly, and … Read more