On geometrical properties of preconditioners in IPMs for classes of block-angular problems

One of the most efficient interior-point methods for some classes of block-angular structured problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient for, respectively, the block and linking constraints. In this work we show that the choice of a good preconditioner depends on geometrical properties of the constraints structure. … Read more

A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method

We propose a cutting-plane approach (namely, Benders decomposition) for a class of capacitated multi-period facility location problems. The novelty of this approach lies on the use of a specialized interior-point method for solving the Benders subproblems. The primal block-angular structure of the resulting linear optimization problems is exploited by the interior-point method, allowing the (either … Read more

Exploiting total unimodularity for classes of random network problems

Network analysis is of great interest for the study of social, biological and technological networks, with applications, among others, in business, marketing, epidemiology and telecommunications. Researchers are often interested in assessing whether an observed feature in some particular network is expected to be found within families of networks under some hypothesis (named conditional random networks, … Read more