We provide upper bounds on the Hausdorff distances between the efficient set and its discretization in the decision space, and between the Pareto set (also called the Pareto front) and its discretization in the objective space, in the context of bi-objective convex quadratic optimization on a compact feasible set. Our results imply that if t … Read more
The clique problem with multiple-choice constraints (CPMC), i.e. the problem of finding a k-clique in a k-partite graph with known partition, occurs as a substructure in many real-world applications, in particular scheduling and railway timetabling. Although CPMC is NP-complete in general, it is known to be solvable in polynomial time when the so-called dependency graph … Read more
We address a single-machine scheduling problem motivated by a last-mile-delivery setting for a food company. Customers place orders, each characterized by a delivery point (customer location) and an ideal delivery time. An order is considered on time if it is delivered to the customer within a time window given by the ideal delivery time ± … Read more
This paper concerns the issue of asymptotic acceptance of the true Hessian and the full step by the sequential quadratic programming algorithm for equality-constrained optimization problems. In order to enforce global convergence, the algorithm is equipped with a standard Armijo linesearch procedure for a nonsmooth exact penalty function. The specificity of considerations here is that … Read more
We consider the problem of minimizing composite functions of the form $f(g(x))+h(x)$, where~$f$ and~$h$ are convex functions (which can be nonsmooth) and $g$ is a smooth vector mapping. In addition, we assume that $g$ is the average of finite number of component mappings or the expectation over a family of random component mappings. We propose … Read more
A previous authors’ paper introduces an accelerated composite gradient (ACG) variant, namely AC-ACG, for solving nonconvex smooth composite optimization (N-SCO) problems. In contrast to other ACG variants, AC-ACG estimates the local upper curvature of the N-SCO problem by using the average of the observed upper-Lipschitz curvatures obtained during the previous iterations, and uses this estimation … Read more
A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally tractable convex relaxations. We invoke the matrix perspective function — the matrix analog of the perspective function — and characterize explicitly … Read more
In the known Interval Scheduling Problem with Machine Availabilities (ISMA), each machine has a contiguous availability interval and each job has a specific time interval which has to be scheduled. The objective is to schedule all jobs such that the machines’ availability intervals are respected or to decide that there exists no such schedule. We … Read more
Difference of Convex (DC) optimization problems have objective functions that are differences between two convex functions. Representative ways of solving these problems are the proximal DC algorithms, which require that the convex part of the objective function have L-smoothness. In this article, we propose the Bregman Proximal DC Algorithm (BPDCA) for solving large-scale DC optimization … Read more
We study separable plus quadratic (SPQ) polynomials, i.e., polynomials that are the sum of univariate polynomials in different variables and a quadratic polynomial. Motivated by the fact that nonnegative separable and nonnegative quadratic polynomials are sums of squares, we study whether nonnegative SPQ polynomials are (i) the sum of a nonnegative separable and a nonnegative … Read more