Global Optimization for Nonconvex Programs via Convex Proximal Point Method

The nonconvex program plays an important role in the field of optimization and has a lot of applications in practice. However, for general nonconvex programming problems, the lack of verifiable global optimal conditions and the multiple local minimizers make global optimization hard in computation. In this paper, a convex proximal point algorithm (CPPA) is considered … Read more

A Polynomial-time Algorithm with Tight Error Bounds for Single-period Unit Commitment Problem

This paper proposes a Lagrangian dual based polynomial-time approximation algorithm for solving the single-period unit commitment problem, which can be formulated as a mixed integer quadratic programming problem and proven to be NP-hard. Tight theoretical bounds for the absolute errors and relative errors of the approximate solutions generated by the proposed algorithm are provided. Computational … Read more

Robust Sensitivity Analysis for Linear Programming with Ellipsoidal Perturbation

Given an originally robust optimal decision and allowing perturbation parameters of the linear programming problem to run through a maximum uncertainty set controlled by a variable of perturbation radius, we do robust sensitivity analysis for the robust linear programming problem in two scenarios. One is to keep the original decision still robust optimal, the other … Read more

On-line Service Scheduling

This paper is concerned with a scheduling problem that occurs in service systems, where customers are classified as `ordinary’ and `special’. Ordinary customers can be served on any service facility, while special customers can be served only on the flexible service facilities. Customers arrive dynamically over time and their needs become known upon arrival. We … Read more