Robust PageRank: Stationary Distribution on a Growing Network Structure

PageRank (PR) is a challenging and important network ranking algorithm, which plays a crucial role in information technologies and numerical analysis due to its huge dimension and wide range of possible applications. The traditional approach to PR goes back to the pioneering paper of S. Brin and L. Page, who developed the initial method in … Read more

The Traveling Salesperson Problem with Forbidden Neighborhoods on Regular 3D Grids

We study the traveling salesperson problem with forbidden neighborhoods (TSPFN) on regular three-dimensional grids. The TSPFN asks for a shortest tour over all grid points such that successive points along a tour have at least some given distance. We present optimal solutions and explicit construction schemes for the Euclidean TSP and the TSPFN where edges … Read more

Equivalences and Differences in Conic Relaxations of Combinatorial Quadratic Optimization Problems

Various conic relaxations of quadratic optimization problems in nonnega- tive variables for combinatorial optimization problems, such as the binary integer quadratic problem, quadratic assignment problem (QAP), and maximum stable set problem have been proposed over the years. The binary and complementarity conditions of the combi- natorial optimization problems can be expressed in several ways, each … Read more

Self-concordant inclusions: A unified framework for path-following generalized Newton-type algorithms

We study a class of monotone inclusions called “self-concordant inclusion” which covers three fundamental convex optimization formulations as special cases. We develop a new generalized Newton-type framework to solve this inclusion. Our framework subsumes three schemes: full-step, damped-step and path-following methods as specific instances, while allows one to use inexact computation to form generalized Newton … Read more

Closed Almost Knight’s Tours on 2D and 3D Chessboards

Let a (generalized) chessboard in two or three dimensions be given. A closed knight’s tour is defined as a Hamiltonian cycle over all cells of the chessboard where all moves are knight’s moves, i.,e. have length 5^0.5. It is well-characterized for which chessboard sizes it is not possible to construct a closed knight’s tour. On … Read more

Measuring axial symmetry in convex cones

The problem of measuring the degree of central symmetry of a convex body has been treated by various authors since the early twentieth century. This work addresses the issue of measuring the degree of axial symmetry of a convex cone. Passing from central symmetry in convex bodies to axial symmetry in convex cones is not … Read more

Four good reasons to use an Interior Point solver within a MIP solver

“Interior point algorithms are a good choice for solving pure LPs or QPs, but when you solve MIPs, all you need is a dual simplex.” This is the common conception which disregards that an interior point solution provides some unique structural insight into the problem at hand. In this paper, we will discuss some of … Read more

Facets of a mixed-integer bilinear covering set with bounds on variables

We derive a closed form description of the convex hull of mixed-integer bilinear covering set with bounds on the integer variables. This convex hull description is determined by considering some orthogonal disjunctive sets defined in a certain way. This description does not introduce any new variables, but consists of exponentially many inequalities. An extended formulation … Read more

A Decomposition Method for MINLPs with Lipschitz Continuous Nonlinearities

Many mixed-integer optimization problems are constrained by nonlinear functions that do not possess desirable analytical properties like convexity or factorability or cannot even be evaluated exactly. This is, e.g., the case for problems constrained by differential equations or for models that rely on black-box simulation runs. For these problem classes, we present, analyze, and test … Read more

The Multiple Checkpoint Ordering Problem

The multiple Checkpoint Ordering Problem (mCOP) aims to find an optimal arrangement of n one-dimensional departments with given lengths such that the total weighted sum of their distances to m given checkpoints is minimized. In this paper we suggest an integer linear programming (ILP) approach and a dynamic programming (DP) algorithm, which is only exact … Read more