In vector optimization, it is of increasing interest to study problems where the image space (a real linear space) is preordered by a not necessarily solid (and not necessarily pointed) convex cone. It is well-known that there are many examples where the ordering cone of the image space has an empty (topological / algebraic) interior, … Read more
We propose a new nonmonontone accelerated proximal gradient method with variable stepsize strategy for minimizing the sum of a nonsmooth function with a smooth one in the nonconvex setting. In this algorithm, the objective function value be allowed to increase discontinuously, but is decreasing from the overall point of view. The variable stepsize strategy don’t … Read more
In this paper, we discuss Optimal Control and Markov Decision Process (MDP) formulations of multistage optimization problems when the involved probability distributions are not known exactly, but rather are assumed to belong to specified ambiguity families. The aim of this paper is to clarify a connection between such distributionally robust approaches to multistage stochastic optimization. … Read more
Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from within an ambiguity set, respectively, and a decision is sought that minimizes a cost function under the most adverse outcome of the … Read more
This work proposes a model-free reinforcement learning approach to learn a long-term fleet planning problem subjected to air-travel demand uncertainty. The aim is to develop a dynamic fleet policy that adapts over time by intermediate assessments of the states. A Deep Q-network is trained to estimate the optimal fleet decisions based on the airline and … Read more
Spectral residual methods are powerful tools for solving nonlinear systems of equations without derivatives. In a recent paper, it was shown that an acceleration technique based on the Sequential Secant Method can greatly improve its efficiency and robustness. In the present work, an R implementation of the method is presented. Numerical experiments with a widely … Read more
In this paper, we consider the optimization problem of minimizing a continuously differentiable function subject to both convex constraints and sparsity constraints. By exploiting a mixed-integer reformulation from the literature, we define a necessary optimality condition based on a tailored neighborhood that allows to take into account potential changes of the support set. We then … Read more
Sector duration optimization (SDO) is a problem arising in treatment planning for stereotactic radiosurgery on Gamma Knife. Given a set of isocenter locations, SDO aims to select collimator size configurations and irradiation times thereof such that target tissues receive prescribed doses in a reasonable amount of treatment time, while healthy tissues nearby are spared. We … Read more
We aim to factorize a completely positive matrix by using an optimization approach which consists in the minimization of a nonconvex smooth function over a convex and compact set. To solve this problem we propose a projected gradient algorithm with parameters that take into account the effects of relaxation and inertia. Both projection and gradient … Read more
This paper studies a general class of interdiction problems in which the solution space of both the leader and follower are characterized by two discrete sets denoted the leader’s strategy set and the follower’s structure set. In this setting, the interaction between any strategy-structure pair is assumed to be binary, in the sense that the … Read more