CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and SYMMLQ’s solution could explode, while MINRES would give a least-squares solution but not necessarily the minimum-length (pseudoinverse) solution. This … Read more
A new continuous location model is presented and embedded in the literature on robustness in facility location. The multimodality of the model is investigated, and a branch and bound method based on dc optimization is described. Numerical experience is reported, showing that the developed method allows one to solve in a few seconds problems with … Read more
We analyze the impacts of adopting advanced weather forecasting systems at different levels of the decision-making hierarchy of the power grid. Using case studies, we show that state-of-the-art numerical weather prediction (NWP) models can provide high-precision forecasts and uncertainty information that can significantly enhance the performance of planning, scheduling, energy management, and feedback control systems. … Read more
We present a proactive energy management framework that integrates predictive dynamic building models and day-ahead forecasts of disturbances affecting efficiency and costs. This enables an efficient management of resources and an accurate prediction of the daily electricity demand profile. The strategy is based on the on-line solution of mixed-integer nonlinear programming problems. The framework is … Read more
Sparse covariance selection problems can be formulated as log-determinant (log-det) semidefinite programming (SDP) problems with large numbers of linear constraints. Standard primal-dual interior-point methods that are based on solving the Schur complement equation would encounter severe computational bottlenecks if they are applied to solve these SDPs. In this paper, we consider a customized inexact primal-dual … Read more
Channel-optimized index assignment of source codewords is arguably the simplest way of improving transmission error resilience, while keeping the source and/or channel codes intact. But optimal design of index assignment is an in- stance of quadratic assignment problem (QAP), one of the hardest optimization problems in the NP-complete class. In this paper we make a … Read more
The number of dual-career couples with children is growing fast. These couples face various challenging problems of organizing their lifes, in particular connected with childcare and time-management. As a typical example we study one of the difficult decision problems of a dual career couple from the point of view of operations research with a particular … Read more
The use of convex optimization for the recovery of sparse signals from incomplete or compressed data is now common practice. Motivated by the success of basis pursuit in recovering sparse vectors, new formulations have been proposed that take advantage of different types of sparsity. In this paper we propose an efficient algorithm for solving a … Read more
We consider the synthesis problem of Compressed Sensing: given $s$ and an $M\times n$ matrix $A$, extract from $A$ an $m\times n$ submatrix $A_m$, with $m$ as small as possible, which is $s$-good, that is, every signal $x$ with at most $s$ nonzero entries can be recovered from observation $A_m x$ by $\ell_1$ minimization: $x … Read more
The L1 norm has been applied in numerous variations of principal component analysis (PCA). L1-norm PCA is an attractive alternative to traditional L2-based PCA because it can impart robustness in the presence of outliers and is indicated for models where standard Gaussian assumptions about the noise may not apply. Of all the previously-proposed PCA schemes … Read more