Chee-Khian Sim

An optimizer/operational researcher with numerous years of experience in teaching fundamental mathematics and advanced operational research courses, and academic research experience in modelling, solving optimisation problems, with industrial experience in information technology.

Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators

  • Renato D.C. Monteiro
  • Chee-Khian Sim
    • Categories Convex and Nonsmooth Optimization

    This paper considers the relaxed Peaceman-Rachford (PR) splitting method for fi nding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained in the setting of a non-Euclidean hybrid proximal extragradient framework, convergence of the iterates, as well as pointwise and ergodic … Read more

    Infinite horizon optimal policy for an inventory system with two types of products sharing common hardware platforms

  • Mabel C. Chou
  • Chee-Khian Sim
  • Xiao-Ming Yuan
    • Categories Applications - OR and Management Sciences

    We consider a periodic review inventory system and present its optimal policy in the infinite horizon setting. The optimal inventory policy that maximizes the infinite horizon expected discount profit for the model is analytically obtained by relating to the finite horizon setting using results from variational analysis. Results are provided that elucidate the operations of … Read more

    On Finding a Generalized Lowest Rank Solution to a Linear Semi-definite Feasibility Problem

  • Chee-Khian Sim
    • Categories Linear, Cone and Semidefinite Programming

    In this note, we generalize the affine rank minimization problem and the vector cardinality minimization problem and show that the resulting generalized problem can be solved by solving a sequence of continuous concave minimization problems. In the case of the vector cardinality minimization problem, we show that it can be solved by solving the continuous … Read more

    A Note on Superlinear Convergence of a Primal-dual Interior Point Method for Nonlinear Semi-definite Programming

  • Chee-Khian Sim
    • Categories Nonlinear Optimization

    We replace one of the assumptions (nondegeneracy assumption) in [9] to show that the main results in [9] still hold. We also provide a simple example to show that the new assumption is satisfied, while the original assumption is not satisfied, with other assumptions being satisfied. This example shows that the new assumption does not … Read more

    Superlinear Convergence of Infeasible Predictor-Corrector Path-Following Interior Point Algorithm for SDLCP using the HKM Direction

  • Chee-Khian Sim
    • Categories Semi-definite Programming

    Interior point method (IPM) defines a search direction at each interior point of a region. These search directions form a direction field which in turn gives rise to a system of ordinary differential equations (ODEs). The solutions of the system of ODEs can be viewed as underlying paths in the interior of the region. In … Read more