This article extends to the vector setting the results of our previous work Kruger et al. (2015) which refined and slightly strengthened the metric space version of the Borwein–Preiss variational principle due to Li and Shi, J. Math. Anal. Appl. 246(1), 308–319 (2000). We introduce and characterize two seemingly new natural concepts of epsilon-minimality, one … Read more
This paper considers a family of cutting planes, recently developed for mixed 0-1 polynomial programs and shows that they define facets for the maximum edge-weighted clique problem. There exists a polynomial time exact separation algorithm for these in- equalities. The result of this paper may contribute to the development of more efficient algorithms for the … Read more
We consider a single-server scheduling problem given a fixed sequence of appointment arrivals with random no-shows and service durations. The probability distribution of the uncertain parameters is assumed to be ambiguous and only the support and first moments are known. We formulate a class of distributionally robust (DR) optimization models that incorporate the worst-case expectation/conditional … Read more
In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search step (gradient descent or Quasi-Newton iteration) into these uniformly optimal convex programming methods, and then enforce a monotone decreasing property of … Read more
We present two algorithms for large-scale low-rank Euclidean distance matrix completion problems, based on semidefinite optimization. Our first method works by relating cliques in the graph of the known distances to faces of the positive semidefinite cone, yielding a combinatorial procedure that is provably robust and parallelizable. Our second algorithm is a first order method … Read more
We propose a novel approach using shape derivatives to solve inverse optimization problems governed by Maxwell’s equations, focusing on identifying hidden geometric objects in a predefined domain. The target functional is of tracking type and determines the distance between the solution of a 3D time-dependent Maxwell problem and given measured data in an $L_2$-norm. Minimization … Read more
This paper first proposes another proof of the \textit{necessary and sufficient conditions of solution uniqueness in 1-norm minimization} given recently by H. Zhang, W. Yin, and L. Cheng. The analysis avoids the need of the surjectivity assumption made by these authors and should be mainly appealing by its short length (it can therefore be proposed … Read more
In this paper we establish conditions under which uniqueness of market equilibrium is obtained in a setup where prior to trading of electricity, transmission capacities between different market regions are fixed. In our setup, firms facing fluctuating demand decide on the size and location of production facilities. They make production decisions constrained by the invested … Read more
Every quadratic programming problem with a mix of continuous and binary variables can be equivalently reformulated as a completely positive optimization problem, i.e., a linear optimization problem over the convex but computationally intractable cone of completely positive matrices. In this paper, we focus on general inner approximations of the cone of completely positive matrices on … Read more
In this paper, we consider the polyhedral structure of the integrated minimum-up/-down time and ramping polytope, which has broad applications in power generation scheduling problems. The generalized polytope we studied includes minimum-up/-down time, generation ramp-up/-down rate, logical, and generation upper/lower bound constraints. We derive strong valid inequalities for this polytope by utilizing its specialized structures. … Read more