Inexact reduced gradient methods in nonconvex optimization

This paper proposes and develops new linesearch methods with inexact gradient information for finding stationary points of nonconvex continuously differentiable functions on finite-dimensional spaces. Some abstract convergence results for a broad class of linesearch methods are established. A general scheme for inexact reduced gradient (IRG) methods is proposed, where the errors in the gradient approximation … Read more

Learning to Accelerate the Global Optimization of Quadratically-Constrained Quadratic Programs

We learn optimal instance-specific heuristics for the global minimization of nonconvex quadratically-constrained quadratic programs (QCQPs). Specifically, we consider partitioning-based mixed-integer programming relaxations for nonconvex QCQPs and propose the novel problem of strong partitioning to optimally partition variable domains without sacrificing global optimality. We design a local optimization method for solving this challenging max-min strong partitioning … Read more

A Robust Location-Allocation Model for Optimizing a Multi-Echelon Blood Supply Chain Network Under Uncertainty

Designing and planning blood supply chains is very complicated due to its uncertain nature, such as uncertain blood demand, high vulnerability to disruptions, irregular donation, and blood perishability. In this vein, this paper seeks to optimize a multi-echelon blood supply chain network under uncertainty by designing a robust location-allocation model. The magnitude of the earthquake … Read more

Stochastic Dynamic Lot-sizing with Supplier-Driven Substitution and Service Level Constraints

We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost. Considering the uncertainty in future demands, the firm wishes to make ordering decisions in every period such that the probability that … Read more