We examine the convexity and tractability of the two-sided linear chance constraint model under Gaussian uncertainty. We show that these constraints can be applied directly to model a larger class of nonlinear chance constraints as well as provide a reasonable approximation for a challenging class of quadratic chance constraints of direct interest for applications in … Read more
A “facial reduction”-like regularization algorithm is established for conic optimization problems by relaxing requirements on the reduction certificates. It requires only a linear number of reduction certificates from a constant time-solvable auxiliary problem, but is challenged by representational issues of the exposed reductions. A condition for representability is presented, analyzed for Cartesian product cones, and … Read more
In traditional nonlinear programming, the technique of converting a problem with inequality constraints into a problem containing only equality constraints, by the addition of squared slack variables, is well-known. Unfortunately, it is considered to be an avoided technique in the optimization community, since the advantages usually do not compensate for the disadvantages, like the increase … Read more
The objective of this work is to study weak infeasibility in second order cone programming. For this purpose, we consider a relaxation sequence of feasibility problems that mostly preserve the feasibility status of the original problem. This is used to show that for a given weakly infeasible problem at most m directions are needed to … Read more
Shelter location and traffic allocation decisions are critical for an efficient evacuation plan. In this study, we propose a scenario-based two-stage stochastic evacuation planning model that optimally locates shelter sites and that assigns evacuees to nearest shelters and to shortest paths within a tolerance degree to minimize the expected total evacuation time. Our model considers … Read more
It is well known that convex SQP subproblems with a Euclidean norm trust region constraint can be reduced to second order cone programs for which the theory of Euclidean Jordan-algebras leads to efficient interior-point algorithms. Here, a brief and self-contained outline of the principles of such an implementation is given. All identities relevant for the … Read more
In the past, travel routes for civil passenger and cargo air traffic were aligned to the air traffic network (ATN). To resolve the network congestion problem, the free-flight system has recently been introduced in more and more regions around the globe, allowing flight operations to make full use of the four space-and-time dimensions. For the … Read more
In this paper, we study and analyze the algebraic structure of the circular cone. We establish a new efficient spectral decomposition, set up the Jordan algebra associated with the circular cone, and prove that this algebra forms a Euclidean Jordan algebra with a certain inner product. We then show that the cone of squares of … Read more
We study the design of robust truss structures under mechanical equilibrium, displacements and stress constraints. Our main objective is to minimize the total amount of material, for the purpose of finding the most economic structure. A robust design is found by considering load perturbations. The nature of the constraints makes the mathematical program nonconvex. In … Read more
This paper approximates simulation models by B-splines with a penalty on high-order finite differences of the coefficients of adjacent B-splines. The penalty prevents overfitting. The simulation output is assumed to be nonnegative. The nonnegative spline simulation metamodel is casted as a second-order cone programming model, which can be solved efficiently by modern optimization techniques. The … Read more