We show how to extract alternative solutions for optimization problems solved by Benders Decom- position. In practice, alternative solutions provide useful insights for complex applications; some solvers do support generation of alternative solutions but none appear to support such generation when using Benders Decomposition. We propose a new post-processing method that extracts multiple optimal and … Read more
Part I of this work [Gao25] establishes online scaled gradient methods (OSGM), a framework that utilizes online convex optimization to adapt stepsizes in gradient methods. This paper focuses on the practical aspects of OSGM. We leverage the OSGM framework to design new adaptive first-order methods and provide insights into their empirical behavior. The resulting method, … Read more
This work is concerned with the convergence rate analysis of the Dou- glas–Rachford splitting (DRS) method for finding a zero of the sum of two maximally monotone operators. We obtain an exact rate of convergence for the DRS algorithm and demonstrate its sharpness in the setting of convex feasibility problems. Further- more, we investigate the … Read more
The Bayesian paradigm offers principled tools for sequential decision-making under uncertainty, but its reliance on a probabilistic model for all parameters can hinder the incorporation of complex structural constraints. We introduce a minimalist Bayesian framework that places a prior only on the component of interest, such as the location of the optimum. Nuisance parameters are … Read more
In mathematical optimization, we want to find the best possible solution for a decision-making problem. Curiously, these problems are harder to solve if they have discrete decisions. Imagine that you would like to buy chocolate: you can buy no chocolate or one chocolate bar, but typically you cannot buy just half of a bar. Now … Read more
Wasserstein distributionally robust optimization (DRO), a leading paradigm in data-driven decision-making, entails the evaluation of worst-case risk over a high-dimensional Wasserstein ball–a major computational burden. In this paper, we study when the worst-case risk problem admits an exact reduction to the evaluation of risk over a one-dimensional projected Wasserstein ball—a property we refer to as … Read more
A widely used approximation concept in multiobjective optimization is the concept of enclosures. These are unions of boxes defined by lower and upper bound sets that are used to cover optimal sets of multiobjective optimization problems in the image space. The width of an enclosure is taken as a quality measure. In this paper, we … Read more
Hypervolume is most likely the most often used set quality indicator in (evolutionary) multi-objective optimization. It may be used to compare the quality of solution sets whose images in the objective space are approximations of the true Pareto front. Although in this way we may compare two or more approximations, our knowledge is limited without … Read more
In the Euclidean space \(\mathbb{R}^3\), we ask whether one can visit each of the \(27\) vertices of the grid \(G_3:=\{0,1,2\}^3\) exactly once using as few straight-line segments, connected end to end, as possible (an optimal polygonal chain). We give a constructive proof that there exists a \(13\)-segment perfect simple path (i.e., an optimal chain that … Read more
With e-commerce expanding rapidly, last-mile delivery challenges have been exacerbated, necessitating innovative logistics to reduce operational costs and improve delivery speed. This paper investigates a traveling salesman problem with drone stations, where a truck collaborates with multiple drones docked at candidate drone stations to serve customers. In contrast to existing studies that typically assume fixed … Read more