Dynamic robust optimization deals with sequential, multi-stage decisions in the face of uncertain, worst-case scenarios. To manage its complexity and the curse of dimensionality, decision rules simplify the search for an optimal policy. This paper explores a middle ground between two common decision rules: simple but imprecise constant policies, and accurate but less scalable affine … Read more
This paper introduces novel alternate training procedures for hard-parameter sharing Multi-Task Neural Networks (MTNNs). Traditional MTNN training faces challenges in managing conflicting loss gradients, often yielding sub-optimal performance. The proposed alternate training method updates shared and task-specific weights alternately, exploiting the multi-head architecture of the model. This approach reduces computational costs, enhances training regularization, and … Read more
In this paper, we extend and investigate the properties of the semi-smooth Newton method when applied to a general projection equation in finite dimensional spaces. We first present results concerning Clarke’s generalized Jacobian of the projection onto a closed and convex cone. We then describe the iterative process for the general cone case and establish … Read more
Sequential optimality conditions have played a major role in proving strong global convergence properties of numerical algorithms for many classes of optimization problems. In particular, the way complementarity is dealt is fundamental to achieve a strong condition. Typically, one uses the inner product structure to measure complementarity, which gives a very general approach to a … Read more
Global convergence of augmented Lagrangian methods to a first-order stationary point is well-known to hold under considerably weak constraint qualifications. In particular, several constant rank-type conditions have been introduced for this purpose which turned out to be relevant also beyond this scope. In this paper we show that in fact under these conditions the sequence … Read more
In this paper, a novel approach is presented to address a challenging optimization problem known as Generalized Order Acceptance Scheduling. This problem involves scheduling a set of orders on a single machine with release dates, due dates, deadlines, and sequence-dependent setup times judiciously to maximize revenue. In view of resource constraints, not all orders can … Read more
We study the lift-and-project rank of the stable set polytopes of graphs with respect to the Lovász-Schrijver SDP operator LS_+, with a particular focus on finding and characterizing the smallest graphs with a given LS_+-rank (the least number of iterations of the LS_+ operator on the fractional stable set polytope to compute the stable set … Read more
Centrality metrics have become a popular concept in network science and optimization. Over the years, centrality has been used to assign importance and identify influential elements in various settings, including transportation, infrastructure, biological, and social networks, among others. That said, most of the literature has focused on nodal versions of centrality. Recently, group counterparts of … Read more
This article delves into the early development of the Column Generation technique. It begins with Kantorovich’s classic 1939 work, correcting widespread misconceptions about his contributions to the Cutting Stock Problem. Then, it brings to light Kantorovich and Zalgaller’s lesser-known 1951 book, which is revealed to contain a complete Column Generation algorithm. The article also places … Read more
Patient-to-room assignment (PRA) is a scheduling problem in decision support for large hospitals. This work proposes Integer Programming (IP) formulations for dynamic PRA, where either full, limited or uncertain information on incoming patients is available. The applicability is verified through a computational study. Results indicate that large, real world instances can be solved to a … Read more