The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first main result shows that, for sets described by one bipartite bilinear constraint together with bounds, it is always possible to sequentially lift a seed inequality that is valid … Read more
We present new constraint qualification conditions for nonlinear semidefinite programming that extend some of the constant rank-type conditions from nonlinear programming. As an application of these conditions, we provide a unified global convergence proof of a class of algorithms to stationary points without assuming neither uniqueness of the Lagrange multiplier nor boundedness of the Lagrange … Read more
Least squares estimators, when trained on a few target domain samples, may predict poorly. Supervised domain adaptation aims to improve the predictive accuracy by exploiting additional labeled training samples from a source distribution that is close to the target distribution. Given available data, we investigate novel strategies to synthesize a family of least squares estimator … Read more
We propose a method to generate cutting-planes from multiple covers of knapsack constraints. The covers may come from different knapsack inequalities if the weights in the inequalities form a totally-ordered set. Thus, we introduce and study the structure of a totally-ordered multiple knapsack set. The valid multi-cover inequalities we derive for its convex hull have … Read more
In this paper, we provide an equivalent condition for the Chvatal-Gomory (CG) closure of a closed convex set to be finitely-generated. Using this result, we are able to prove that, for any closed convex set that can be written as the Minkowski sum of a compact convex set and a closed convex cone, its CG … Read more
A small polygon is a polygon of unit diameter. The maximal perimeter and the maximal width of a convex small polygon with $n=2^s$ sides are unknown when $s \ge 4$. In this paper, we construct a family of convex small $n$-gons, $n=2^s$ with $s\ge 4$, and show that their perimeters and their widths are within … Read more
Motivated by examples from the energy sector, we consider market equilibrium problems (MEPs) involving players with nonconvex strategy spaces or objective functions, where the latter are assumed to be linear in market prices. We propose an algorithm that determines if an equilibrium of such an MEP exists and that computes an equilibrium in case of … Read more
In bike sharing systems, the spatiotemporal imbalance of bike flows leads to shortages of bikes in some areas and overages in some others, depending on the time of the day, resulting in user dissatisfaction. Repositioning needs to be performed timely to deal with the spatiotemporal imbalance and to meet customer demand in time. In this … Read more
Given a square matrix $A$ and a polynomial $p$, the Crouzeix ratio is the norm of the polynomial on the field of values of $A$ divided by the 2-norm of the matrix $p(A)$. Crouzeix’s conjecture states that the globally minimal value of the Crouzeix ratio is 0.5, regardless of the matrix order and polynomial degree, … Read more
In this paper, we consider a class of nonsmooth problem that is the sum of a Lipschitz differentiable function and a nonsmooth and proper lower semicontinuous function. We discuss here the convergence rate of the function values for a nonmonotone accelerated proximal gradient method, which proposed in “Huan Li and Zhouchen Lin: Accelerated proximal gradient … Read more