Month: October 2017

DSCOVR: Randomized Primal-Dual Block Coordinate Algorithms for Asynchronous Distributed Optimization

  • Weizhu Chen
  • Qihang Lin
  • Lin Xiao
  • Wei Yu
    • Categories Convex and Nonsmooth Optimization, Parallel Algorithms Tags , , , , ,

    Machine learning with big data often involves large optimization models. For distributed optimization over a cluster of machines, frequent communication and synchronization of all model parameters (optimization variables) can be very costly. A promising solution is to use parameter servers to store different subsets of the model parameters, and update them asynchronously at different machines … Read more

    Using Neural Networks to Detect Line Outages from PMU Data

  • Stephen Wright
  • Ching-pei Lee
    • Categories Applications - Science and Engineering, Nonlinear Optimization Tags , , ,

    We propose an approach based on neural networks and the AC power flow equations to identify single- and double- line outages in a power grid using the information from phasor measurement unit sensors (PMUs). Rather than inferring the outage from the sensor data by inverting the physical model, our approach uses the AC model to … Read more

    Novel Radar Waveform Optimization for a Cooperative Radar-Communications System

  • Daniel W. Bliss
  • Hans D Mittelmann
  • Alex R. Chiriyath
  • Shankarachary Ragi
    • Categories Applications - Science and Engineering Tags , , , ,

    We develop and present the novel minimum estimation error variance waveform design method, that optimizes the spectral shape of a unimodular radar waveform such that the performance of a joint radar-communications system that shares spectrum is maximized. We also perform a numerical study to compare the performance of the new technique with the previously derived … Read more

    Enhanced Pseudo-Polynomial Formulations for Bin Packing and Cutting Stock Problems

  • Maxence Delorme
  • Manuel Iori
    • Categories (Mixed) Integer Linear Programming Tags , , , , ,

    We study pseudo-polynomial formulations for the classical bin packing and cutting stock problems. We first propose an overview of dominance and equivalence relations among the main pattern-based and pseudo-polynomial formulations from the literature. We then introduce reflect, a new formulation that uses just half of the bin capacity to model an instance and needs significantly … Read more

    Stochastic Dynamic Programming Using Optimal Quantizers

  • Georg Ch. Pflug
  • Anna Timonina-Farkas
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Stochastic Programming

    Multi-stage stochastic optimization is a well-known quantitative tool for decision-making under uncertainty, which applications include financial and investment planning, inventory control, energy production and trading, electricity generation planning, supply chain management and similar fields. Theoretical solution of multi-stage stochastic programs can be found explicitly only in very exceptional cases due to the complexity of the … Read more

    Using a Factored Dual in Augmented Lagrangian Methods for Semidefinite Programming

  • Marianna De Santis
  • Franz Rendl
  • Angelika Wiegele
    • Categories Linear, Cone and Semidefinite Programming Tags , ,

    In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint on the dual matrix by employing a factorization. Hints on how to deal with the resulting unconstrained maximization of the augmented Lagrangian are given. We further propose to use the approximate maximum of … Read more

    Relative-Continuity” for Non-Lipschitz Non-Smooth Convex Optimization using Stochastic (or Deterministic) Mirror Descent

  • Haihao Lu
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , ,

    The usual approach to developing and analyzing first-order methods for non-smooth (stochastic or deterministic) convex optimization assumes that the objective function is uniformly Lipschitz continuous with parameter $M_f$. However, in many settings the non-differentiable convex function $f(\cdot)$ is not uniformly Lipschitz continuous — for example (i) the classical support vector machine (SVM) problem, (ii) the … Read more

    Generalized ADMM with Optimal Inde nite Proximal Term for Linearly Constrained Convex Optimization

  • Xingju Cai
  • Fan Jiang
  • Zhongming Wu
    • Categories Convex Optimization Tags , , , , ,

    We consider the generalized alternating direction method of multipliers (ADMM) for linearly constrained convex optimization. Many problems derived from practical applications have showed that usually one of the subproblems in the generalized ADMM is hard to solve, thus a special proximal term is added. In the literature, the proximal term can be inde nite which plays … Read more

    Numerically tractable optimistic bilevel problems

  • Lorenzo Lampariello
  • Simone Sagratella
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization, Game Theory Tags , ,

    We consider fully convex lower level standard optimistic bilevel problems. We show that this class of mathematical programs is sufficiently broad to encompass significant real-world applications. We establish that the critical points of a relaxation of the original problem correspond to the equilibria of a suitably defined generalized Nash equilibrium problem. The latter game is … Read more

    Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact

  • Liu Sheng
    • Categories Applications - OR and Management Sciences, Supply Chain Management, Transportation

    This is the online external supplement for paper “Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact”. Article Download View Shared Mobility for Last-Mile Delivery: Design, Operational Prescriptions and Environmental Impact