Month: October 2019

Stochastic mesh adaptive direct search for blackbox optimization using probabilistic estimates

  • Charles Audet
  • Kwassi Joseph Dzahini
  • Michael Kokkolaras
  • Sébastien Le Digabel
    • Categories Nonlinear Optimization, Other Topics, Unconstrained Optimization Tags , , , ,

    We present a stochastic extension of the mesh adaptive direct search (MADS) algorithm originally developed for deterministic blackbox optimization. The algorithm, called StoMADS, considers the unconstrained optimization of an objective function f whose values can be computed only through a blackbox corrupted by some random noise following an unknown distribution. The proposed method is based … Read more

    The Outcome Range Problem in Interval Linear Programming

  • Monica Gentili
  • Mohsen Mohammadi
    • Categories Applications - OR and Management Sciences, Linear, Cone and Semidefinite Programming Tags , , , ,

    Quantifying extra functions, herein referred to as outcome functions, over optimal solutions of an optimization problem can provide decision makers with additional information on a system. This bears more importance when the optimization problem is subject to uncertainty in input parameters. In this paper, we consider linear programming problems in which input parameters are described … Read more

    Dual-density-based reweighted $\ell_{1}hBcalgorithms for a class of $\ell_{0}hBcminimization problems

  • Yun-Bin Zhao
    • Categories Convex and Nonsmooth Optimization Tags , , , , ,

    The optimization problem with sparsity arises in many areas of science and engineering such as compressed sensing, image processing, statistical learning and data sparse approximation. In this paper, we study the dual-density-based reweighted $\ell_{1}$-algorithms for a class of $\ell_{0}$-minimization models which can be used to model a wide range of practical problems. This class of … Read more

    Reformulations for integrated planning of railway traffic and network maintenance

  • Tomas Lidén
  • Hamish Waterer
    • Categories Transportation

    This paper addresses the scheduling problem of coordinating train services and network maintenance windows for a railway system. We present model reformulations, for a mixed integer linear optimization model, which give a mathematically stronger model and substantial improvements in solving performance – as demonstrated with computational experiments on a set of synthetic test instances. As … Read more

    Dynamic Optimization with Complementarity Constraints: Smoothing for Direct Shooting

  • Lorenz T. Biegler
  • Adrian Caspari
  • Alexander Mitsos
  • Pascal Schäfer
  • Lukas Lüken
  • Adel Mhamdi
  • Yannic Vaupel
    • Categories Complementarity and Variational Inequalities, Nonlinear Optimization, Systems governed by Differential Equations Optimization Tags , , ,

    We consider optimization of differential-algebraic equations (DAEs) with complementarity constraints (CCs) of algebraic state pairs. Formulating the CCs as smoothed nonlinear complementarity problem (NCP) functions leads to a smooth DAE, allowing for the solution in direct shooting. We provide sufficient conditions for well-posedness. Thus, we can prove that with the smoothing parameter going to zero, … Read more

    A sparse semismooth Newton based augmented Lagrangian method for large-scale support vector machines

  • Dunbiao Niu
  • Enbin Song
  • Peipei Tang
  • Qingsong Wang
  • Chengjing Wang
    • Categories Convex and Nonsmooth Optimization, Data-Mining Tags , ,

    Support vector machines (SVMs) are successful modeling and prediction tools with a variety of applications. Previous work has demonstrated the superiority of the SVMs in dealing with the high dimensional, low sample size problems. However, the numerical difficulties of the SVMs will become severe with the increase of the sample size. Although there exist many … Read more