A Successive LP Approach with C-VaR Type Constraints for IMRT Optimization

Radiation therapy is considered to be one of important treatment protocols for cancers. Radiation therapy employs several beams of ionizing radiation to kill cancer tumors, but such irradiation also causes damage to normal tissues. Therefore, a treatment plan should satisfy dose-volume constraints (DVCs). Intensity-modulated radiotherapy treatment (IMRT) enables to control the beam intensities and gives … Read more

Rescaling Algorithms for Linear Programming Part I: Conic feasibility

We propose simple polynomial-time algorithms for two linear conic feasibility problems. For a matrix $A\in \R^{m\times n}$, the {\em kernel problem} requires a positive vector in the kernel of $A$, and the {\em image problem} requires a positive vector in the image of $A^\T$. Both algorithms iterate between simple first order steps and rescaling steps. … Read more

An improved version of Chubanov’s method for solving a homogeneous feasibility problem

We deal with a recently proposed method of Chubanov [1] for solving linear homogeneous systems with positive variables. Some improvements of Chubanov’s method and its analysis are presented. We propose a new and simple cut criterion and show that the cuts defined by the new criterion are at least as sharp as in [1]. The … Read more

Experiments with Conflict Analysis in Mixed Integer Programming

The analysis of infeasible subproblems plays an import role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications obtained by domain propagation that led to infeasibility. The … Read more

Fast approximate solution of large dense linear programs

We show how random projections can be used to solve large-scale dense linear programs approximately. This is a new application of techniques which are now fairly well known in probabilistic algorithms, but have never yet been systematically applied to the fundamental class of Linear Programming. We develop the necessary theoretical framework, and show that this … Read more

Rigorous results in electronic structure calculations

Electronic structure calculations, in particular the computation of the ground state energy, lead to challenging problems in optimization. These problems are of enormous importance in quantum chemistry for calculations of properties of solids and molecules. Minimization methods for computing the ground state energy can be developed by employing a variational approach, where the second-order reduced … Read more

Distributionally Robust Project Crashing with Partial or No Correlation Information

Crashing is a method for optimally shortening the project makespan by reducing the time of one or more activities in a project network by allocating resources to it. Activity durations are however uncertain and techniques in stochastic optimization, robust optimization and distributionally robust optimization have been developed to tackle this problem. In this paper, we … Read more

SPECTRA – a Maple library for solving linear matrix inequalities in exact arithmetic

This document briefly describes our freely distributed Maple library {\sc spectra}, for Semidefinite Programming solved Exactly with Computational Tools of Real Algebra. It solves linear matrix inequalities in exact arithmetic and it is targeted to small-size, possibly degenerate problems for which symbolic infeasibility or feasibility certificates are required. ArticleDownload View PDF

A Primal-Dual Homotopy Algorithm for l_1-Minimization with l_inf-Constraints

In this paper we propose a primal-dual homotopy method for $\ell_1$-minimization problems with infinity norm constraints in the context of sparse reconstruction. The natural homotopy parameter is the value of the bound for the constraints and we show that there exists a piecewise linear solution path with finitely many break points for the primal problem … Read more