Turnpike theorems for convex problems with undiscounted integral functionals

In this paper the turnpike property is established for convex optimal control problems, involving undiscounted utility function and differential inclusions defined by multi-valued mapping having convex graph. Utility function is concave but not necessarily strictly concave. The turnpike theorem is proved under the main assumption that over any given line segment, either multi-valued mapping is … Read more

Optimal control modeling of cell division

This paper investigates the population dynamics of a system of identically prepared B cells whose proliferation trajectories have been individually tracked using live-cell imaging techniques. The main goal is to investigate whether the system behavior can be determined using an optimality criterion. In order to achieve this goal we assume the existence of an intracellular … Read more

A Primal Heuristic for MINLP based on Dual Information

We present a novel heuristic algorithm to identify feasible solutions of a mixed-integer nonlinear programming problem arising in natural gas transportation: the selection of new pipelines to enhance the network’s capacity to a desired level in a cost-efficient way. We solve this problem in a linear programming based branch-and-cut approach, where we deal with the … Read more

Application of the Moment-SOS Approach to Global Optimization of the OPF Problem

Finding a global solution to the optimal power flow (OPF) problem is difficult due to its nonconvexity. A convex relaxation in the form of semidefinite programming (SDP) has attracted much attention lately as it yields a global solution in several practical cases. However, it does not in all cases, and such cases have been documented … Read more

Multimaterial topology optimization by volume constrained Allen-Cahn system and regularized projected steepest descent method

A new computational algorithm is introduced in the present study to solve multimaterial topology optimization problems. It is based on the penalization of the objective functional by the multiphase volume constrained Cahn-Hilliard energy functional. The update procedure is based on the gradient flow of the objective functional by a fractional step projected steepest descent method. … Read more

A Parallel Quadratic Programming Method for Dynamic Optimization Problems

Quadratic programming problems (QPs) that arise from dynamic optimization problems typically exhibit a very particular structure. We address the ubiquitous case where these QPs are strictly convex and propose a dual Newton strategy that exploits the block-bandedness similarly to an interior-point method. Still, the proposed method features warmstarting capabilities of active-set methods. We give details … Read more

A First-Order Algorithm for the A-Optimal Experimental Design Problem: A Mathematical Programming Approach

We develop and analyse a first-order algorithm for the A-optimal experimental design problem. The problem is first presented as a special case of a parametric family of optimal design problems for which duality results and optimality conditions are given. Then, two first-order (Frank-Wolfe type) algorithms are presented, accompanied by a detailed time-complexity analysis of the … Read more

Strongly Agree or Strongly Disagree?: Rating Features in Support Vector Machines

In linear classifiers, such as the Support Vector Machine (SVM), a score is associated with each feature and objects are assigned to classes based on the linear combination of the scores and the values of the features. Inspired by discrete psychometric scales, which measure the extent to which a factor is in agreement with a … Read more

Conic separation of finite sets:The homogeneous case

This work addresses the issue of separating two finite sets in $\mathbb{R}^n $ by means of a suitable revolution cone $$ \Gamma (z,y,s)= \{x \in \mathbb{R}^n : s\,\Vert x-z\Vert – y^T(x-z)=0\}.$$ The specific challenge at hand is to determine the aperture coefficient $s$, the axis $y$, and the apex $z$ of the cone. These parameters … Read more

Conic separation of finite sets: The non-homogeneous case

We address the issue of separating two finite sets in $\mathbb{R}^n $ by means of a suitable revolution cone $$ \Gamma (z,y,s)= \{x \in \mathbb{R}^n :\, s\,\Vert x-z\Vert – y^T(x-z)=0\}.$$ One has to select the aperture coefficient $s$, the axis $y$, and the apex $z$ in such a way as to meet certain optimal separation … Read more