Sparse optimization for inverse problems in atmospheric modelling

We consider inverse problems in atmospheric modelling. Instead of using the ordinary least squares, we add a weighting matrix based on the topology of measurement points and show the connection with Bayesian modelling. Since the source–receptor sensitivity matrix is usually ill-conditioned, the problem is often regularized, either by perturbing the objective function or by modifying … Read more

Iteration Complexity Analysis of Multi-Block ADMM for a Family of Convex Minimization without Strong Convexity

The alternating direction method of multipliers (ADMM) is widely used in solving structured convex optimization problems due to its superior practical performance. On the theoretical side however, a counterexample was shown in [7] indicating that the multi-block ADMM for minimizing the sum of $N$ $(N\geq 3)$ convex functions with $N$ block variables linked by linear … Read more

Exactly solving packing problems with fragmentation

In packing problems with fragmentation a set of items of known weight is given, together with a set of bins of limited capacity; the task is to find an assignment of items to bins such that the sum of items assigned to the same bin does not exceed its capacity. As a distinctive feature, items … Read more

On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation

In this paper we address the stable numerical solution of nonlinear ill-posed systems by a trust-region method. We show that an appropriate choice of the trust-region radius gives rise to a procedure that has the potential to approach a solution of the unperturbed system. This regularizing property is shown theoretically and validated numerically. Citation Dipartimento … Read more

An implementation of the steepest descent method using retractions on riemannian manifolds

In 2008 Absil et al. published a book with optimization methods in Riemannian manifolds. The authors developed steepest descent, Newton, trust-region and conjugate gradients methods using an approximation of the geodesic called retraction. In this paper we present implementations of the of steepest descent method of Absil et al. using Matlab software. We show the … Read more

Convergence rates for forward-backward dynamical systems associated with strongly monotone inclusions

We investigate the convergence rates of the trajectories generated by implicit first and second order dynamical systems associated to the determination of the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space. We show that these trajectories strongly converge with exponential rate to … Read more

An extension of the projected gradient method to a Banach space setting with application in structural topology optimization

For the minimization of a nonlinear cost functional under convex constraints the relaxed projected gradient process is a well known method. The analysis is classically performed in a Hilbert space. We generalize this method to functionals which are differentiable in a Banach space. The search direction is calculated by a quadratic approximation of the cost … Read more

Compromise Ratio with weighting functions in a Tabu Search multi-criteria approach to examination timetabling

University examination scheduling is a difficult and heavily administrative task, particularly when the number of students and courses is high. Changes in educational paradigms, an increase in the number of students, the aggregation of schools, more flexible curricula, among others, are responsible for an increase in the difficulty of the problem. As a consequence, there … Read more

A Branch-and-Bound Algorithm for the Knapsack Problem with Conflict Graph

We study the Knapsack Problem with Conflict Graph (KPCG), an extension of the 0-1 Knapsack Problem, in which a conflict graph describing incompatibilities between items is given. The goal of the KPCG is to select the maximum profit set of compatible items while satisfying the knapsack capacity constraint. We present a new Branch-and-Bound approach to … Read more

Branch-and-Cut for Linear Programs with Overlapping SOS1 Constraints

SOS1 constraints require that at most one of a given set of variables is nonzero. In this article, we investigate a branch-and-cut algorithm to solve linear programs with SOS1 constraints. We focus on the case in which the SOS1 constraints overlap. The corresponding conflict graph can algorithmically be exploited, for instance, for improved branching rules, … Read more