In this paper, we revisit the convergence theory of the inexact restoration paradigm for non-linear optimization. The paper first identifies the basic elements of a globally convergent method based on merit functions. Then, the inexact restoration method that employs a two-phase iteration is introduced as a special case. A specific implementation is presented that is … Read more
This paper presents a game-theoretical framework for data classification and network discovery, focusing on pairwise influences in multivariate choices. The framework consists of two complementary games in which individuals, connected through a signed weighted graph, exhibit network similarity. A voting rule captures the influence of an individual’s neighbors, categorized as attractive (friend-like) or repulsive (enemy-like), … Read more
In this paper, we focus on a linearly constrained composite minimization problem whose objective function is possibly nonsmooth and nonconvex. Unlike the traditional construction of augmented Lagrangian function, we provide a proximal-perturbed augmented Lagrangian and then develop a new Bregman Alternating Direction Method of Multipliers (ADMM). Under mild assumptions, we show that the novel augmented … Read more
We study bilevel problems with a convex quadratic mixed-integer upper-level and a nonconvex quadratic, purely continuous lower-level problem. We prove $\Sigma_p^2$-hardness of this class of problems, derive an iterative lower- and upper-bounding scheme, and show its finiteness and correctness in the sense that it computes globally optimal points or proves infeasibility of the instance. To … Read more
The traveling salesman problem is a widely studied classical combinatorial problem for which there are several integer linear formulations. In this work, we consider the Miller-Tucker-Zemlin (MTZ), Desrochers-Laporte (DL) and Single Commodity Flow (SCF) formulations. We argue that the choice of some parameters of these formulations is arbitrary and, therefore, there are families of formulations … Read more
Given graph G = (V,E) with vertex set V and edge set E, the max k-cut problem seeks to partition the vertex set V into at most k subsets that maximize the weight (number) of edges with endpoints in different parts. This paper proposes a graph folding procedure (i.e., a procedure that reduces the number … Read more
In this paper, we reveal a new characterization of the super-efficiency model for Data Envelopment Analysis (DEA). In DEA, the efficiency of each decision making unit (DMU) is measured by the ratio the weighted sum of outputs divided by the weighted sum of inputs.In order to measure efficiency of a DMU, ${\rm DMU}_j$, say, in CCR … Read more
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in Subramanyam (2022). We first present a simple counterexample where the original conditions are insufficient, highlight where the original proof fails, and then provide modified conditions along with a correct proof of their validity. Finally, although … Read more
The scenario approach is widely used in robust control system design and chance-constrained optimization, maintaining convexity without requiring assumptions about the probability distribution of uncertain parameters. However, the approach can demand large sample sizes, making it intractable for safety-critical applications that require very low levels of constraint violation. To address this challenge, we propose a … Read more
Abstract This paper deals with operational models for integrated shift and task scheduling problem. Staff scheduling problem is a special case of this with staff requirements as given input to the problem. Both problems become hard to solve when the problems are considered with flexible shifts. Current literature on these problems leaves good scope … Read more