PDFO: A Cross-Platform Package for Powell’s Derivative-Free Optimization Solvers

The late Professor M. J. D. Powell devised five trust-region derivative-free optimization methods, namely COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He also carefully implemented them into publicly available solvers, which are renowned for their robustness and efficiency. However, the solvers were implemented in Fortran 77 and hence may not be easily accessible to some users. … Read more

Inefficiency of pure Nash equilibria in network congestion games: the impact of symmetry and graph structure

We study the inefficiency of pure Nash equilibria in symmetric unweighted network congestion games. We first explore the impact of symmetry on the worst-case PoA of network congestion games. For polynomial delay functions with highest degree p, we construct a family of symmetric congestion games over arbitrary networks which achieves the same worst-case PoA of … Read more

An Optimal Interpolation Set for Model-Based Derivative-Free Optimization Methods

This paper demonstrates the optimality of an interpolation set employed in derivative-free trust-region methods. This set is optimal in the sense that it minimizes the constant of well-poisedness in a ball centred at the starting point. It is chosen as the default initial interpolation set by many derivative-free trust-region methods based on underdetermined quadratic interpolation, … Read more

A Column Generation Approach for the Lexicographic Optimization of Intra-Hospital Transports

Over the last fewyears, the efficient design of processes in hospitals and medical facilities has received more and more attention, particularly when the improvement of the processes is aimed at relieving theworkload of medical staff. To this end,we have developed a method to determine optimal allocations of intra-hospital transports to hospital transport employees. When optimizing … Read more

Computational evaluation of cut-strengthening techniques in logic-based Benders’ decomposition

Cut-strengthening techniques have a significant impact on the computational effectiveness of the Logic-based Benders’ decomposition (LBBD) scheme. While there have been numerous cut-strengthening techniques proposed, very little is understood about which techniques achieve the best computational performance for the LBBD scheme. This is typically due to implementations of LBBD being problem specific and thus, no … Read more

On the Optimization Landscape of Burer-Monteiro Factorization: When do Global Solutions Correspond to Ground Truth?

In low-rank matrix recovery, the goal is to recover a low-rank matrix, given a limited number of linear and possibly noisy measurements. Low-rank matrix recovery is typically solved via a nonconvex method called Burer-Monteiro factorization (BM). If the rank of the ground truth is known, BM is free of sub-optimal local solutions, and its true solutions … Read more

Yet another fast variant of Newton’s method for nonconvex optimization

A second-order algorithm is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps. In most cases, the Hessian matrix is regularized with the square root of the current gradient and an additional term taking moderate negative curvature into account, a negative curvature step being taken only exceptionnally. As a … Read more

A Test Instance Generator for Multiobjective Mixed-integer Optimization

Application problems can often not be solved adequately by numerical algorithms as several difficulties might arise at the same time. When developing and improving algorithms which hopefully allow to handle those difficulties in the future, good test instances are required. These can then be used to detect the strengths and weaknesses of different algorithmic approaches. … Read more

Political districting to minimize county splits

When partitioning a state into political districts, a common criterion is that political subdivisions like counties should not be split across multiple districts. This criterion is encoded into most state constitutions and is sometimes enforced quite strictly by the courts. However, map drawers, courts, and the public typically do not know what amount of splitting … Read more

A successive centralized circumcentered-reflection method for the convex feasibility problem

In this paper, we present a successive centralization process for the circumcentered-reflection scheme with several control sequences for solving the convex feasibility problem in Euclidean space. Assuming that a standard error bound holds, we prove the linear convergence of the method with the most violated constraint control sequence. Moreover, under additional smoothness assumptions on the … Read more