Scatter search algorithms for the single row facility layout problem

The single row facility layout problem (SRFLP) is the problem of arranging facilities with given lengths on a line, with the objective of minimizing the weighted sum of the distances between all pairs of facilities. The problem is NP-hard and research has focused on heuristics to solve large instances of the problem. In this paper … Read more

Approximate Maximum Principle for Discrete Approximations of Optimal Control Systems with Nonsmooth Objectives and Endpoint Constraints

The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of … Read more

MILP formulation for islanding of power networks

In this paper, a mathematical formulation for the islanding of power networks is presented. Given an area of uncertainty in the network, the proposed approach uses mixed integer linear programming to isolate uncertain components and create islands, by intentionally (i) cutting lines, (ii) shedding loads and (iii) switching generators, while maximizing load supply. A key … Read more

A Low-Memory Approach For Best-State Estimation Of Hidden Markov Models With Model Error

We present a low-memory approach for the best-state estimate (data assimilation) of hidden Markov models where model error is considered. In particular, our findings apply for the 4D- Var framework. The novelty of our approach resides in the fact that the storage needed by our estimation framework, while including model error, is dramatically reduced from … Read more

On optimizing the sum of the Rayleigh quotient and the generalized Rayleigh quotient on the unit sphere

Given symmetric matrices $B,D\in R^{n\times n}$ and a symmetric positive definite matrix $W\in R^{n\times n},$ maximizing the sum of the Rayleigh quotient $x^T Dx$ and the generalized Rayleigh quotient $x^T Bx/x^TWx$ on the unit sphere not only is of mathematical interest in its own right, but also finds applications in practice. In this paper, we … Read more

Reweighted $\ell_1hBcMinimization for Sparse Solutions to Underdetermined Linear Systems

Numerical experiments have indicated that the reweighted $\ell_1$-minimization performs exceptionally well in locating sparse solutions of underdetermined linear systems of equations. Thus it is important to carry out a further investigation of this class of methods. In this paper, we point out that reweighted $\ell_1$-methods are intrinsically associated with the minimization of the so-called merit … Read more

Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory

Piecewise linear quadratic (PLQ) penalties play a crucial role in many applications, including machine learning, robust statistical inference, sparsity promotion, and inverse problems such as Kalman smoothing. Well known examples of PLQ penalties include the l2, Huber, l1 and Vapnik losses. This paper builds on a dual representation for PLQ penalties known from convex analysis. … Read more

A competitive genetic algorithm for single row facility layout

The single row facility layout is the NP-Hard problem of arranging facilities with given lengths on a line, so as to minimize the weighted sum of the distances between all pairs of facilities. Owing to the computational complexity of the problem, researchers have developed several heuristics to obtain good quality solutions. In this paper, we … Read more

Sensitivity analysis for the outages of nuclear power plants

Nuclear power plants must be regularly shut down in order to perform refueling and maintenance operations. The scheduling of the outages is the first problem to be solved in electricity production management. It is a hard combinatorial problem for which an exact solving is impossible. Our approach consists in modelling the problem by a two-level … Read more

A Fast Algorithm for Constructing Efficient Event-Related fMRI Designs

We propose a novel, ecient approach for obtaining high-quality experimental designs for event-related functional magnetic resonance imaging (ER-fMRI). Our approach combines a greedy hillclimbing algorithm and a cyclic permutation method. When searching for optimal ER-fMRI designs, the proposed approach focuses only on a promising restricted class of designs with equal frequency of occurrence across stimulus … Read more