A direct formulation for sparse PCA using semidefinite programming

We examine the problem of approximating, in the Frobenius-norm sense, a positive, semidefinite symmetric matrix by a rank-one matrix, with an upper bound on the cardinality of its eigenvector. The problem arises in the decomposition of a covariance matrix into sparse factors, and has wide applications ranging from biology to finance. We use a modification … Read more

Fuzzy Modeling with Adaptive Simulated Annealing

A new method for data-based fuzzy system modeling is presented. The approach uses Takagi-Sugeno models and Adaptive Simulated Annealing (ASA) to achieve its goal . The problem to solve is well defined – given a training set containing a finite number of input-output pairs, construct a fuzzy system that approximates the behavior of the real … Read more

Construction project scheduling problem with uncertain resource constraints

This paper discusses that major problem is the construction project scheduling mathematical model and a simple algorithm in the uncertain resource environments. The project scheduling problem with uncertain resource constraints comprised mainly three parties: one of which its maximal limited capacity is fixed throughout the project duration; second maximal limited resource capacity is random variable; … Read more

Inherent smoothness of intensity patterns for intensity modulated radiation therapy generated by simultaneous projection algorithms

The efficient delivery of intensity modulated radiation therapy (IMRT) depends on finding optimized beam intensity patterns that produce dose distributions, which meet given constraints for the tumor as well as any critical organs to be spared. Many optimization algorithms that are used for beamlet-based inverse planning are susceptible to large variations of neighboring intensities. Accurately … Read more

Pointillism via Linear Programming

Pointillism is a painting technique in which the painter places dots of paint on the canvas in such a way that they blend together into desired forms when viewed from a distance. In this brief note, we describe how to use linear programming to construct a pointillist portrait. Citation Dept. of Mathematics, Oberlin College, Oberlin, … Read more

Implementation of Infinite Dimensional Interior Point Method for Solving Multi-criteria Linear-Quadratic Control Problem

We describe an implementation of an infinite-dimensional primal-dual algorithm based on the Nesterov-Todd direction. Several applications to both continuous and discrete-time multi-criteria linear-quadratic control problems and linear-quadratic control problem with quadratic constraints are described. Numerical results show a very fast convergence (typically, within 3-4 iterations) to optimal solutions Citation Preprint, May, 2004, University of Notre … Read more

On the Relationship between Bilevel Decomposition Algorithms and Direct Interior-Point Methods

Engineers have been using \emph{bilevel decomposition algorithms} to solve certain nonconvex large-scale optimization problems arising in engineering design projects. These algorithms transform the large-scale problem into a bilevel program with one upper-level problem (the master problem) and several lower-level problems (the subproblems). Unfortunately, there is analytical and numerical evidence that some of these commonly used … Read more

A Local Convergence Analysis of Bilevel Decomposition Algorithms

Decomposition algorithms exploit the structure of large-scale optimization problems by breaking them into a set of smaller subproblems and a coordinating master problem. Cutting-plane methods have been extensively used to decompose convex problems. In this paper, however, we focus on certain nonconvex problems arising in engineering. Engineers have been using bilevel decomposition algorithms to tackle … Read more

Three-dimensional quasi-static frictional contact by using second-order cone linear complementarity problem

A new formulation is presented for the three-dimensional incremental quasi-static problems with unilateral frictional contact. Under the assumptions of small rotations and small strains, a Second-Order Cone Linear omplementarity Problem (SOCLCP) is formulated, which consists of complementarity conditions defined by the bilinear functions and the second-order cone constraints. The equilibrium configurations are obtained by using … Read more

Semidefinite descriptions of cones defining spectral mask constraints

We discuss in detail an additive structure of cones of trigonometric polynomials nonnegative on the union of finite number of pairwise disjoint segments of the unit circle. We derive new descriptions of these cones in terms of semidefinite constraints. We explain the results of M. Krein and A. Nudelman providing a description of dual cones … Read more