Month: October 2017

The Inmate Assignment and Scheduling Problem and its Application in the PA Department of Correction

  • Kristofer B. Bucklen
  • Naga Venkata Chaitanya Gudapati
  • Tamás Terlaky
  • Louis J. Plebani
  • Mohammad Shahabsafa
  • Anshul Sharma
  • George R. Wilson
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Applications - Science and Engineering Tags , ,

    The inmate assignment project, in close collaboration with the Pennsylvania Department of Corrections (PADoC), took five years from start to successful implementation. In this project, we developed the Inmate Assignment Decision Support System (IADSS), where the primary goal is simultaneous and system-wide optimal assignment of inmates to correctional institutions (CIs). We develop a novel hier- … Read more

    On Pathological Disjunctions and Redundant Disjunctive Conic Cuts

  • Julio C. Góez
  • Tamás Terlaky
  • Mohammad Shahabsafa
    • Categories Integer Programming, Second-Order Cone Programming Tags , ,

    The development of Disjunctive Conic Cuts (DCCs) for Mixed Integer Second Order Cone Optimization (MISOCO) problems has recently gained significant interest in the optimization community. In this paper, we explore the pathological disjunctions where disjunctive cuts do not tighten the description of the feasible set. We focus on the identification of cases when the generated … Read more

    Pareto efficient solutions in multi-objective optimization involving forbidden regions

  • Christian Günther
    • Categories Facility Planning and Design, Generalized Convexity/Monoticity, Multi-Criteria Optimization

    In this paper, the aim is to compute Pareto efficient solutions of multi-objective optimization problems involving forbidden regions. More precisely, we assume that the vector-valued objective function is componentwise generalized-convex and acts between a real topological linear pre-image space and a finite-dimensional image space, while the feasible set is given by the whole pre-image space … Read more

    Adaptive Sampling Strategies for Stochastic Optimization

  • Raghu Bollapragada
  • Richard H. Byrd
  • Jorge Nocedal
    • Categories Convex Optimization, Nonlinear Optimization, Stochastic Programming Tags , ,

    In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the regular computation of full gradients, the proposed method reduces variance by increasing the sample size as needed. The decision to increase … Read more

    A derivative-free Gauss-Newton method

  • Coralia Cartis
  • Lindon Roberts
    • Categories Nonlinear Optimization Tags , , , , ,

    We present DFO-GN, a derivative-free version of the Gauss-Newton method for solving nonlinear least-squares problems. As is common in derivative-free optimization, DFO-GN uses interpolation of function values to build a model of the objective, which is then used within a trust-region framework to give a globally-convergent algorithm requiring $O(\epsilon^{-2})$ iterations to reach approximate first-order criticality … Read more

    Orbitopal fixing for the full (sub-)orbitope and application to the Unit Commitment Problem

  • Pascale Bendotti
  • Pierre Fouilhoux
  • Cécile Rottner
    • Categories 0-1 Programming, Branch and Cut Algorithms, Polyhedra

    It is common knowledge that symmetries arising in integer programs could impair the solution process, in particular when symmetric solutions lead to an excessively large branch and bound (B&B) search tree. Techniques like isomorphic pruning [11], orbital branching [16] and orbitopal fixing [8] have been shown to be essential to solve very symmetric instances from … Read more

    Quadratic convergence to the optimal solution of second-order conic optimization without strict complementarity

  • Ali Mohammad-Nezhad
  • Tamás Terlaky
    • Categories Second-Order Cone Programming

    Under primal and dual nondegeneracy conditions, we establish the quadratic convergence of Newton’s method to the unique optimal solution of second-order conic optimization. Only very few approaches have been proposed to remedy the failure of strict complementarity, mostly based on nonsmooth analysis of the optimality conditions. Our local convergence result depends on the optimal partition … Read more

    Algorithms and Software for the Golf Director Problem

  • Giacomo Benincasa
  • Donald Hearn
  • Konstantin Pavlikov
    • Categories Applications - OR and Management Sciences Tags , , ,

    The golf director problem introduced in Pavlikov et al. (2014) is a sports management problem that aims to find an allocation of golf players into fair teams for certain golf club competitions. The motivation for the problem is that club golf competitions are recreational events where the golf director wants to form teams that are … Read more

    Regularization via Mass Transportation

  • Daniel Kuhn
  • Peyman Mohajerin Esfahani
  • Soroosh Shafieezadeh-Abadeh
    • Categories Robust Optimization, Stochastic Programming Tags , ,

    The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce training data, overfitting is typically mitigated by adding regularization terms to the objective that penalize hypothesis complexity. In this paper … Read more

    Trust-Region Algorithms for Training Responses: Machine Learning Methods Using Indefinite Hessian Approximations

  • Jennifer B. Erway
  • Joshua D. Griffin
  • Roummel F. Marcia
  • Riadh Omheni
    • Categories Applications - Science and Engineering, Unconstrained Optimization Tags , , ,

    Machine learning (ML) problems are often posed as highly nonlinear and nonconvex unconstrained optimization problems. Methods for solving ML problems based on stochastic gradient descent are easily scaled for very large problems but may involve fine-tuning many hyper-parameters. Quasi-Newton approaches based on the limited-memory Broyden-Fletcher-Goldfarb-Shanno (BFGS) update typically do not require manually tuning hyper-parameters but … Read more