A parallel computational method SDPARA-C is presented for SDPs (semidefinite programs). It combines two methods SDPARA and SDPA-C proposed by the authors who developed a software package SDPA. SDPARA is a parallel implementation of SDPA and it features parallel computation of the elements of the Schur complement equation system and a parallel Cholesky factorization of … Read more
It is well known that a sparse Jacobian matrix can be determined with fewer function evaluations or automatic differentiation \emph{passes} than the number of independent variables of the underlying function. In this paper we show that by grouping together rows into blocks one can reduce this number further. We propose a graph coloring technique for … Read more
We provide two new, simple proofs of Afriat’s celebrated theorem stating that a finite set of price-quantity observations is consistent with utility maximization if, and only if, the observations satisfy a variation of the Strong Axiom of Revealed Preference known as the Generalized Axiom of Revealed Preference. CitationTechnical Report No. 1381, School of Operations Research … Read more
A Greedy Randomized Adaptive Search Procedure (GRASP) is a metaheuristic for combinatorial optimization. It usually consists of a construction procedure based on a greedy randomized algorithm and local search. Path-relinking is an intensification strategy that explores trajectories that connect high quality solutions. We analyze two parallel strategies for GRASP with path-relinking and propose a criterion … Read more
We present a multi-exchange local search algorithm for approximating the capacitated facility location problem (CFLP), where a new local improvement operation is introduced that possibly exchanges multiple facilities simultaneously. We give a tight analysis for our algorithm and show that the performance guarantee of the algorithm is between $3+2\sqrt{2}-\epsilon$ and $3+2\sqrt{2}+\epsilon$ for any given constant … Read more
We study the maximum stable set problem. For a given graph, we establish several transformations among feasible solutions of different formulations of Lov{\’a}sz’s theta function. We propose reductions from feasible solutions corresponding to a graph to those corresponding to its subgraphs. We develop an efficient, polynomial-time algorithm to extract a maximum stable set in a … Read more
This document contains references related to GRASP (greedy randomized adaptive search procedure) that have either appeared in the literature or as technical reports. If you are aware of any uncited reference, incorrectly cited reference, or update to a cited reference, please contact Mauricio G. C. Resende at the address given at the end of this … Read more
A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The phylogeny problem consists in finding a phylogeny with the minimum number of evolutionary steps. We propose a new neighborhood structure for the phylogeny problem. A GRASP heuristic based on this neighborhood structure and using VND for … Read more
A phylogeny is a tree that relates taxonomic units, based on their similarity over a set of characters. The problem of finding a phylogeny with the minimum number of evolutionary steps (the so-called parsimony criterion) is one of the main problems in comparative biology. In this work, we study different heuristic approaches to the phylogeny … Read more
We consider the problem of scheduling a set of tasks related by precedence constraints to a set of processors, so as to minimize their makespan. Each task has to be assigned to a unique processor and no preemption is allowed. A new integer programming formulation of the problem is given and strong valid inequalities are … Read more