Adding cuts based on copositive matrices, we propose to improve Lovász’ bound on the clique number and its tightening introduced by McEliece, Rodemich, Rumsey, and Schrijver. Candidates for cheap and efficient copositivity cuts of this type are obtained from graphs with known clique number. The cost of previously established semidefinite programming bound hierarchies rapidly increases … Read more
We introduce a continuous analogue of the Hirsch conjecture and a discrete analogue of the result of Dedieu, Malajovich and Shub. We prove a continuous analogue of the result of Holt and Klee, namely, we construct a family of polytopes which attain the conjectured order of the largest total curvature. Citation AdvOL-Report #2006/09 Advanced Optimization … Read more
We consider a class of two-stage linear stochastic programming problems, introduced by Shmoys and Swamy (2004), motivated by a relaxation of a stochastic set cover problem. We show that the sample size required to solve this problem by the sample average approximation (SAA) method with a relative accuracy $\kappa>0$ and confidence $1-\alpha$ is polynomial in … Read more
We consider the problem of computing the outer-radii of point sets. In this problem, we are given integers $n, d, k$ where $k \le d$, and a set $P$ of $n$ points in $R^d$. The goal is to compute the {\em outer $k$-radius} of $P$, denoted by $\kflatr(P)$, which is the minimum, over all $(d-k)$-dimensional … Read more
We formulate the sensor network localization problem as finding the global minimizer of a quartic polynomial. Then sum of squares (SOS) relaxations can be applied to solve it. However, the general SOS relaxations are too expensive to implement for large problems. Exploiting the special features of this polynomial, we propose a new structured SOS relaxation, … Read more
An explicit description of the convex hull of solutions to the uncapacitated lot-sizing problem with backlogging, in its natural space of production, setup, inventory and backlogging variables, has been an open question for many years. In this paper, we identify facet-defining inequalities that subsume all previously known valid inequalities for this problem. We show that … Read more
Perfect graphs constitute a well-studied graph class with a rich structure, reflected by many characterizations w.r.t different concepts. Perfect graphs are, e.g., characterized as precisely those graphs G where the stable set polytope STAB(G) coincides with the clique constraint stable set polytope QSTAB(G). For all imperfect graphs STAB(G) \subset QSTAB(G) holds and, therefore, it is … Read more
The Lovasz theta number of a graph G can be viewed as a semidefinite programming relaxation of the stability number of G. It has recently been shown that a copositive strengthening of this semidefinite program in fact equals the stability number of G. We introduce a related strengthening of the Lovasz theta number toward the … Read more
A notorious open problem in the field of rendezvous search is to decide the rendezvous value of the symmetric rendezvous search problem on the line, when the initial distance apart between the two players is 2. We show that the symmetric rendezvous value is within the interval (4.1520, 4.2574), which considerably improves the previous best … Read more
Exploiting sparsity is essential to improve the efficiency of solving large optimization problems. We present a method for recognizing the underlying sparsity structure of a nonlinear partially separable problem, and show how the sparsity of the Hessian matrices of the problem’s functions can be improved by performing a nonsingular linear transformation in the space corresponding … Read more