Robot Dance: a mathematical optimization platform for intervention against Covid-19 in a complex network

Robot Dance is a computational platform developed in response to the coronavirus outbreak, to support the decision making on public policies at a regional level. The tool is suitable for understanding and suggesting levels of intervention needed to contain the spread of diseases when the mobility of inhabitants through a regional network is a concern. … Read more

Optimization with Least Constraint Violation

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A … Read more

Improved Branch-and-Cut for the Inventory Routing Problem Based on a Two-Commodity Flow Formulation

This paper examines the Inventory Routing Problem (IRP) with Maximum Level inventory policy. The IRP is a broad class of hard to solve problems with numerous practical applications in the field of freight transportation and logistics. A supplier is responsible for determining the timing and the quantity of replenishment services offered to a set of … Read more

New efficient approach in finding a zero of a maximal monotone operator

In the paper, we provide a new efficient approach to find a zero of a maximal monotone operator under very mild assumptions. Using a regularization technique and the proximal point algorithm, we can construct a sequence that converges strongly to a solution with at least linear convergence rate. ArticleDownload View PDF

Optimal Steiner Trees Under Node and Edge Privacy Conflicts

In this work, we suggest concepts and solution methodologies for a series of strategic network design problems that find application in highly data-sensitive industries, such as, for instance, the high-tech, governmental, or military sector. Our focus is on the installation of widely used cost-efficient tree-structured communication infrastructure. As base model we use the well-known Steiner … Read more

Optimizing hypergraph-based polynomials modeling job-occupancy in queueing with redundancy scheduling

We investigate two classes of multivariate polynomials with variables indexed by the edges of a uniform hypergraph and coefficients depending on certain patterns of union of edges. These polynomials arise naturally to model job-occupancy in some queuing problems with redundancy scheduling policy. The question, posed by Cardinaels, Borstand van Leeuwaarden (arXiv:2005.14566, 2020), is to decide … Read more

Generalized Self-Concordant Analysis of Frank-Wolfe algorithms

Projection-free optimization via different variants of the Frank-Wolfe (FW) method has become one of the cornerstones in large scale optimization for machine learning and computational statistics. Numerous applications within these fields involve the minimization of functions with self-concordance like properties. Such generalized self-concordant (GSC) functions do not necessarily feature a Lipschitz continuous gradient, nor are … Read more

Risk-Averse Multistage Stochastic Programs with Expected Conditional Risk Measures

We study decomposition algorithms for risk-averse multistage stochastic programs with expected conditional risk measures (ECRMs). ECRMs are attractive because they are time-consistent, which means that a plan made today will not be changed in the future if the problem is re-solved given a realization of the random variables. We show that solving risk-averse problems based … Read more

Feasible rounding approaches for equality constrained mixed-integer optimization problems

A feasible rounding approach is a novel technique to compute good feasible points for mixed-integer optimization problems. The central idea of this approach is the construction of a continuously described inner parallel set for which any rounding of any of its elements is feasible in the original mixed-integer problem. It is known that this approach … Read more