Month: April 2015

Search-Enhanced Instantaneous Frequency Detection Algorithm: A Preliminary Design

  • Phen Chiak See
    • Categories Approximation Algorithms

    This paper presents a method developed for finding sinusoidal components within a nonlinear non-stationary time-series data using Genetic Algorithm (GA) (a global optimization technique). It is called Search-Enhanced Instantaneous Frequency Detection (SEIFD) algorithm. The GA adaptively define the configuration of the components by simulating the solution finding process as a series of genetic evolutions. The … Read more

    JuMP: A modeling language for mathematical optimization

  • Iain Dunning
  • Joey Huchette
  • Miles Lubin
    • Categories Modeling Languages and Systems Tags ,

    JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes advantage of advanced features of the Julia programming language to offer unique functionality while achieving performance on par with commercial modeling tools for standard … Read more

    A Lex-BFS-based recognition algorithm for Robinsonian matrices

  • Monique Laurent
  • Matteo Seminaroti
    • Categories Combinatorial Optimization

    Robinsonian matrices arise in the classical seriation problem and play an important role in many applications where unsorted similarity (or dissimilarity) information must be reordered. We present a new polynomial time algorithm to recognize Robinsonian matrices based on a new characterization of Robinsonian matrices in terms of straight enumerations of unit interval graphs. The algorithm … Read more

    First order optimality conditions for mathematical programs with second-order cone complementarity constraints

  • Jane J. Ye
  • Jinchuan Zhou
    • Categories Complementarity and Variational Inequalities, Nonsmooth Optimization, Second-Order Cone Programming Tags , , , , ,

    In this paper we consider a mathematical program with second-order cone complementarity constraints (SOCMPCC). The SOCMPCC generalizes the mathematical program with complementarity constraints (MPCC) in replacing the set of nonnegative reals by a second-order cone. We show that if the SOCMPCC is considered as an optimization problem with convex cone constraints, then Robinson’s constraint qualification … Read more

    A second-order sequential optimality condition associated to the convergence of optimization algorithms

  • Roberto Andreani
  • Gabriel Haeser
  • Alberto Ramos
  • Paulo J. S. Silva
    • Categories Constrained Nonlinear Optimization Tags , ,

    Sequential optimality conditions have recently played an important role on the analysis of the global convergence of optimization algorithms towards first-order stationary points and justifying their stopping criteria. In this paper we introduce the first sequential optimality condition that takes into account second-order information. We also present a companion constraint qualification that is less stringent … Read more

    Robust nonlinear optimization via the dual

  • Dick den Hertog
  • Bram L. Gorissen
    • Categories Robust Optimization Tags

    Robust nonlinear optimization is not as well developed as the linear case, and limited in the constraints and uncertainty sets it can handle. In this work we extend the scope of robust optimization by showing how to solve a large class of robust nonlinear optimization problems. The fascinating and appealing property of our approach is … Read more

    AN ASYMPTOTIC VISCOSITY SELECTION RESULT FOR THE REGULARIZED NEWTON DYNAMIC

  • Boushra Abbas
    • Categories Nonlinear Optimization

    Let $\Phi:\mathcal{H}\longrightarrow\mathbb{R\cup}\left\{ +\infty\right\} $ be a closed convex proper function on a real Hilbert space $\mathcal{H}$, and $\partial\Phi:\mathcal{H}\rightrightarrows\mathcal{H}$ its subdifferential. For any control function $\epsilon:\mathbb{R}_{+}\longrightarrow\mathbb{R}_{+}$ which tends to zero as $t$ goes to $+\infty$, and $\lambda$ a positive parameter, we study the asymptotic behavior of the trajectories of the regularized Newton dynamical system \begin{eqnarray*} & … Read more

    A mean-risk MINLP for transportation network protection

  • Akshay Gupte
  • Yongxi Huang
  • Jie Lu
    • Categories (Mixed) Integer Nonlinear Programming, Stochastic Approaches, Transportation Tags , , , ,

    This paper focuses on transportation network protection to hedge against extreme events such as earthquakes. Traditional two-stage stochastic programming has been widely adopted to obtain solutions under a risk-neutral preference through the use of expectations in the recourse function. In reality, decision makers hold different risk preferences. We develop a mean-risk two-stage stochastic programming model … Read more

    Relaxations and discretizations for the pooling problem

  • Shabbir Ahmed
  • Myun-Seok Cheon
  • Santanu S. Dey
  • Akshay Gupte
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Tags , , , ,

    The pooling problem is a folklore NP-hard global optimization problem that finds applications in industries such as petrochemical refining, wastewater treatment, and mining. This paper assimilates the vast literature on this problem that is dispersed over different areas and gives unifying arguments and new insights on prevalent techniques. We also present new ideas for computing … Read more