Covering problems are well studied in the Operations Research literature under the assumption that both the set of users and the set of potential facilities are finite. In this paper we address the following variant, which leads to a Mixed Integer Nonlinear Program (MINLP): locations of p facilities are sought along the edges of a … Read more
We present a filter line-search algorithm that does not require inertia information about the linear system to ensure global convergence. The proposed approach performs curvature tests along the search step to ensure descent. This feature permits more modularity in the linear algebra, enabling the use of a wider range of iterative and decomposition strategies. We … Read more
Ordering problems are a special class of combinatorial optimization problems, where weights are assigned to each ordering of n objects and the aim is to find an ordering of maximum weight. Even for the simplest case of a linear cost function, ordering problems are known to be NP-hard, i.e. it is extremely unlikely that there … Read more
The main contributions of this thesis are the comparison of existing and the design of new exact approaches based on linear, quadratic and semidefinite relaxations for row layout problems and several applications in logistic. In particular we demonstrate that our suggested semidefinite approach is the strongest exact method to date for most row layout problems. … Read more
Abstract— The increasing penetration of uncertain generation such as wind and solar in power systems imposes new challenges to the Unit Commitment (UC) problem, one of the most critical tasks in power systems operations. The two most common approaches to address these challenges — stochastic and robust optimization — have drawbacks that prevent or restrict their … Read more
The $k$-Parallel Row Ordering Problem (kPROP) is an extension of the Single-Row Facility Layout Problem (SRFLP) that considers arrangements of the departments along more than one row. We propose an exact algorithm for the kPROP that extends the semidefinite programming approach for the SRFLP by modelling inter-row distances as products of ordering variables. For k=2 … Read more
We suggest a new variant of a row layout problem: Find an ordering of n departments with given lengths such that the total weighted sum of their distances to a given checkpoint is minimized. The Checkpoint Ordering Problem (COP) is both of theoretical and practical interest. It has several applications and is conceptually related to … Read more
When a weighted graph is an instance of the Distance Geometry Problem (DGP), certain types of vertex orders (called discretization orders) allow the use of a very efficient, precise and robust discrete search algorithm (called Branch-and-Prune). Accordingly, finding such orders is critically important in order to solve DGPs in practice. We discuss three types of … Read more
In this paper, based on the regularization techniques and projected gradient strategies, we present a quadratic regularization projected alternating Barzilai–Borwein (QRPABB) method for minimizing differentiable functions on closed convex sets. We show the convergence of the QRPABB method to a constrained stationary point for a nonmonotone line search. When the objective function is convex, we … Read more
We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two new preconditioners based on a full block matrix factorization of the Schur complement of the Jacobian matrices, where the active-set … Read more