Cesar Beltran

Proximal-ACCPM: a versatile oracle based optimization method

  • Frédéric Babonneau
  • Cesar Beltran
  • Jean-Philippe Vial
  • Alain Haurie
  • Claude Tadonki
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Optimization Software and Modeling Systems Tags , , , , , ,

    Oracle Based Optimization (OBO) conveniently designates an approach to handle a class of convex optimization problems in which the information pertaining to the function to be minimized and/or to the feasible set takes the form of a linear outer approximation revealed by an oracle. We show, through three representative examples, how difficult problems can be … Read more

    Semi-Lagrangian relaxation

  • Cesar Beltran
  • Jean-Philippe Vial
  • Claude Tadonki
    • Categories Combinatorial Optimization Tags , , ,

    Lagrangian relaxation is commonly used in combinatorial optimization to generate lower bounds for a minimization problem. We propose a modified Lagrangian relaxation which used in (linear) combinatorial optimization with equality constraints generates an optimal integer solution. We call this new concept semi-Lagrangian relaxation and illustrate its practical value by solving large-scale instances of the p-median … Read more