An Inexact Primal-Dual Smoothing Framework for Large-Scale Non-Bilinear Saddle Point Problems

We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing methods, our framework yields a significant improvement over the primal oracle complexity, while it has competitive dual oracle complexity. In addition, we consider the situation where the primal-dual coupling term has … Read more

A Dynamic Traveling Salesman Problem with Stochastic Arc Costs

We propose a dynamic traveling salesman problem (TSP) with stochastic arc costs motivated by applications, such as dynamic vehicle routing, in which a decision’s cost is known only probabilistically beforehand but is revealed dynamically before the decision is executed. We formulate the problem as a dynamic program (DP) and compare it to static counterparts to … Read more