Sophie Demassey

Minimizing the difference of convex and weakly convex functions via bundle method

  • Ksenia Syrtseva
  • Welington de Oliveira
  • Sophie Demassey
  • Wim van Ackooij
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , , ,

    We consider optimization problems with objective and constraint being the difference of convex and weakly convex functions. This framework covers a vast family of nonsmooth and nonconvex optimization problems, particularly those involving Difference-of-Convex (DC) functions with known DC decomposition, functions whose gradient is Lipschitz continuous, as well as problems that comprise certain classes of composite … Read more

    Pump scheduling in drinking water distribution networks with an LP/NLP-based branch and bound

  • Gratien Bonvin
  • Andrea Lodi
  • Sophie Demassey
    • Categories Global Optimization Applications Tags , , ,

    This paper offers a novel approach for computing globally optimal solutions to the pump scheduling problem in drinking water distribution networks. A tight integer linear relaxation of the original non-convex formulation is devised and solved by branch and bound where integer nodes are investigated through non-linear programming to check the satisfaction of the non-convex constraints … Read more

    A bundle method for nonsmooth DC programming with application to chance-constrained problems

  • Welington de Oliveira
  • Sophie Demassey
  • Paul Javal
  • Hugo Morais
  • Bhargav Swaminathan
  • Wim van Ackooij
    • Categories Constrained Nonlinear Optimization, Nonsmooth Optimization Tags

    This work considers nonsmooth and nonconvex optimization problems whose objective and constraint functions are defined by difference-of-convex (DC) functions. We consider an infeasible bundle method based on the so-called improvement functions to compute critical points for problems of this class. Our algorithm neither employs penalization techniques nor solves subproblems with linearized constraints. The approach, which … Read more