Can Kizilkale The accelerated gradient algorithm is known to have non-monotonic, periodic convergence behavior in the high momentum regime. If important function parameters like the condition number are known, the momentum can be adjusted to get linear convergence. Unfortunately these parameters are usually not accessible, so instead heuristics are used for deciding when to restart. One of … Read more
In multi-objective optimization the objective is to reach a point which is Pareto ecient. However we usually encounter many such points and choosing a point amongst them possesses another problem. In many applications we are required to choose a point having a good spread over all objective functions which is a direct consequence of the … Read more
We provide a family of polytopes P in [0, 1]^n whose Gomory-Chvátal rank is at least ((1 + 1/6)n – 4). CitationRutcor 640 Bartholomew Road Piscataway, NJ 08854-8003 , July,2012ArticleDownload View PDF
In this short and self contained paper we are proposing a simple penalty, which is a modification on the constraint set. We show that duality gap is eliminated under certain conditions. CitationMay,2010ArticleDownload View PDF