Month: March 2020

Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty under Wasserstein Ambiguity

  • Nam Ho-Nguyen
  • Fatma Kılınç-Karzan
  • Simge Küçükyavuz
  • Dabeen Lee
    • Categories (Mixed) Integer Linear Programming, Stochastic Programming Tags , , ,

    We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are known to have weak continuous relaxation bounds, and, consequently, for hard instances with small radius, or with a large number of scenarios, the branch-and-bound based solution processes suffer … Read more

    Bregman primal–dual first-order method and application to sparse semidefinite programming

  • Xin Jiang
  • Lieven Vandenberghe
    • Categories Semi-definite Programming Tags , , ,

    We present a new variant of the Chambolle–Pock primal–dual method with Bregman distances, analyze its convergence, and apply it to the centering problem in sparse semidefinite programming. The novelty in the method is a line search procedure for selecting suitable step sizes. The line search obviates the need for estimating the norm of the constraint … Read more

    On the convergence of augmented Lagrangian strategies for nonlinear programming

  • Roberto Andreani
  • A. R. V. Cárdenas
  • Alberto Ramos
  • Ademir A. Ribeiro
  • Leonardo D. Secchin
    • Categories Nonlinear Optimization Tags , , , ,

    Augmented Lagrangian algorithms are very popular and successful methods for solving constrained optimization problems. Recently, the global convergence analysis of these methods have been dramatically improved by using the notion of the sequential optimality conditions. Such conditions are optimality conditions independently of the fulfilment of any constraint qualifications and provide theoretical tools to justify stopping … Read more

    A K-Nearest Neighbor Heuristic for Real-Time DC Optimal Transmission Switching

  • Shabbir Ahmed
  • Santanu S. Dey
  • Jean-Paul Watson
  • Emma S. Johnson
    • Categories Applications - OR and Management Sciences Tags , , ,

    While transmission switching is known to reduce power generation costs, the difficulty of solving even DC optimal transmission switching (DCOTS) has prevented optimal transmission switching from becoming commonplace in real-time power systems operation. In this paper, we present a k-nearest neighbors (KNN) heuristic for DCOTS which relies on the insight that, for routine operations on … Read more

    A numerical study of transformed mixed-integer optimal control problems

  • Sebastian Sager
  • Manuel Tetschke
  • Clemens Zeile
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Theory, Systems governed by Differential Equations Optimization Tags , , , ,

    Time transformation is a ubiquitous tool in theoretical sciences, especially in physics. It can also be used to transform switched optimal con trol problems into control problems with a fixed switching order and purely continuous decisions. This approach is known either as enhanced time transformation, time-scaling, or switching time optimization (STO) for mixed-integer optimal control. … Read more

    Stability in the the Hospitals / Residents problem with Couples and Ties: Mathematical models and computational studies

  • Maxence Delorme
  • Jacek Gondzio
  • William Pettersson
  • Sergio García
  • Joerg Kalcsics
  • David Manlove
    • Categories Applications - OR and Management Sciences, Combinatorial Optimization, Integer Programming Tags , , ,

    In the well-known Hospitals/Residents problem (HR), the objective is to find a stable matching of doctors (or residents) to hospitals based on their preference lists. In this paper, we study HRCT, the extension of HR in which doctors are allowed to apply in couples, and in which doctors and hospitals can include ties in their … Read more

    Optimizing the Response for Arctic Mass Rescue Events

  • Mustafa Can Camur
  • Clare Dorsey
  • Martha Grabowski
  • Thomas C. Sharkey
  • William A. Wallace
    • Categories Applications - OR and Management Sciences, Network Optimization Tags , ,

    We study a model that optimizes the response to a mass rescue event in Arctic Alaska. The model contains dynamic logistics decisions for a large-scale maritime evacuation with the objectives of minimizing the impact of the event on the evacuees and the average evacuation time. Our proposed optimization model considers two interacting networks – the … Read more

    The Star Degree Centrality Problem: A Decomposition Approach

  • Mustafa Can Camur
  • Thomas C. Sharkey
  • Chrysafis Vogiatzis
    • Categories 0-1 Programming, Cutting Plane Approaches, Network Optimization Tags , ,

    We consider the problem of identifying the induced star with the largest cardinality open neighborhood in a graph. This problem, also known as the star degree centrality (SDC) problem, has been shown to be 𝒩𝒫-complete. In this work, we first propose a new integer programming (IP) formulation, which has a fewer number of constraints and … Read more

    A proximal bundle variant with optimal iteration-complexity for a large range of prox stepsizes

  • Jiaming Liang
  • Renato D.C. Monteiro
    • Categories Convex and Nonsmooth Optimization, Nonlinear Optimization Tags , , ,

    This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex nonsmooth composite optimization problems. Like other proximal bundle variants, RPB solves a sequence of prox bundle subproblems whose objective functions are regularized composite cutting-plane models. Moreover, RPB uses a novel condition to decide whether to perform a serious … Read more

    A note on the Lasserre hierarchy for different formulations of the maximum independent set problem

  • Miguel F. Anjos
  • Youssouf Emine
  • Andrea Lodi
  • Zhao Sun
    • Categories Integer Programming, Linear, Cone and Semidefinite Programming, Network Optimization Tags , , ,

    In this note, we consider several polynomial optimization formulations of the max- imum independent set problem and the use of the Lasserre hierarchy with these different formulations. We demonstrate using computational experiments that the choice of formulation may have a significant impact on the resulting bounds. We also provide theoretical justifications for the observed behavior. … Read more