New Exact Approaches to Row Layout Problems

Given a set of departments, a number of rows and pairwise connectivities between these departments, the multi-row facility layout problem (MRFLP) looks for a non-overlapping arrangement of these departments in the rows such that the weighted sum of the center-to-center distances is minimized. As even small instances of the (MRFLP) are rather challenging, several special … Read more

The Budgeted Minimum Cost Flow Problem with Unit Upgrading Cost

The budgeted minimum cost flow problem (BMCF(K)) with unit upgrading costs extends the classical minimum cost flow problem by allowing to reduce the cost of at most K arcs. In this paper, we consider complexity and algorithms for the special case of an uncapacitated network with just one source. By a reduction from 3-SAT we … Read more

Strong duality and sensitivity analysis in semi-infinite linear programming

Finite-dimensional linear programs satisfy strong duality (SD) and have the “dual pricing” (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution that correctly “prices” the perturbation by computing the exact change in the optimal objective function value. These properties may fail in semi-infinite … Read more

An optimal first-order primal-dual gap reduction framework for constrained convex optimization

We introduce an analysis framework for constructing optimal first-order primal-dual methods for the prototypical constrained convex optimization tem- plate. While this class of methods offers scalability advantages in obtaining nu- merical solutions, they have the disadvantage of producing sequences that are only approximately feasible to the problem constraints. As a result, it is theoretically challenging … Read more

Another pedagogy for mixed-integer Gomory

We present a version of GMI (Gomory mixed-integer) cuts in a way so that they are derived with respect to a “dual form” mixed-integer optimization problem and applied on the standard-form primal side as columns, using the primal simplex algorithm. This follows the general scheme of He and Lee, who did the case of Gomory … Read more

Techniques in Iterative Proton CT Image Reconstruction

This is a review paper on some of the physics, modeling, and iterative algorithms in proton computed tomography (pCT) image reconstruction. The primary challenge in pCT image reconstruction lies in the degraded spatial resolution resulting from multiple Coulomb scattering within the imaged object. Analytical models such as the most likely path (MLP) have been proposed … Read more

On solving large-scale limited-memory quasi-Newton equations

We consider the problem of solving linear systems of equations with limited- memory members of the restricted Broyden class and symmetric rank-one matrices. In this paper, we present various methods for solving these linear systems, and propose a new approach based on a practical implementation of the compact representation for the inverse of these limited-memory … Read more

Steiner tree network scheduling with opportunity cost of time

This paper points out the impact of opportunity cost of time (high discount rate or high rate of time preference, time-dependent profits, etc.) in designing real-world Steiner trees like electricity, gas, water, or telecommunications networks. We present the Steiner Tree Scheduling Problem which consists of finding a Steiner tree in an activity-on-arc graph that spans … Read more

Robust Numerical Calibration for Implied Volatility Expansion Models

Implied volatility expansions allow calibration of sophisticated volatility models. They provide an accurate fit and parametrization of implied volatility surfaces that is consistent with empirical observations. Fine-grained higher order expansions offer a better fit but pose the challenge of finding a robust, stable and computationally tractable calibration procedure due to a large number of market … Read more

Rank aggregation in cyclic sequences

In this paper we propose the problem of finding the cyclic sequence which best represents a set of cyclic sequences. Given a set of elements and a precedence cost matrix we look for the cyclic sequence of the elements which is at minimum distance from all the ranks when the permutation metric distance is the … Read more