The prize-collecting Steiner tree problem (PCSTP) is a well-known generalization of the classic Steiner tree problem in graphs, with a large number of practical applications. It attracted particular interest during the 11th DIMACS Challenge in 2014, and since then, several PCSTP solvers have been introduced in the literature. Although these new solvers further, and often … Read more
Designing policies for a network of agents is typically done by formulating an optimization problem where each agent has access to state measurements of all the other agents in the network. Such policy designs with centralized information exchange results in optimization problems that are typically hard to solve, require to establish substantial communication links, and … Read more
The ever-widening acceptance and deployment of drones in last-mile distribution continue to increase the need for planning and managing the delivery operations involving drones effectively. Motivated by the growing interest towards drone-assisted last-mile transportation, we study a hybrid delivery system in which (multiple) trucks and (multiple) drones operate in tandem. In particular, we introduce the … Read more
Two-stage stochastic models give rise to very large optimization problems. Several approaches have been devised for efficiently solving them, including interior-point methods (IPMs). However, using IPMs, the linking columns associated to first-stage decisions cause excessive fill-in for the solution of the normal equations. This downside is usually alleviated if variable splitting is applied to first-stage … Read more
Traffic jams cause economical damage which has been estimated between 10 and 100 billion Euros per year in Germany, also due to inefficient urban traffic. It is currently open how the situation will change with upcoming technological advances in autonomous and electric mobility. On the one hand, autonomous cars may lead to an increased number … Read more
We consider minimization of 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
We provide an overview of a class of iterative convex approximation methods for nonlinear optimization problems with convex-over-nonlinear substructure. These problems are characterized by outer convexities on the one hand, and nonlinear, generally nonconvex, but differentiable functions on the other hand. All methods from this class use only first order derivatives of the nonlinear functions … Read more
We consider the problem of fitting a polynomial function to a set of data points, each data point consisting of a feature vector and a response variable. In contrast to standard polynomial regression, we require that the polynomial regressor satisfy shape constraints, such as monotonicity, Lipschitz-continuity, or convexity. We show how to use semidefinite programming … Read more
The focus in this paper is interior-point methods for bound-constrained nonlinear optimization where the system of nonlinear equations that arise are solved with Newton’s method. There is a trade-off between solving Newton systems directly, which give high quality solutions, and solving many approximate Newton systems which are computationally less expensive but give lower quality solutions. … Read more
We design, analyze and test a golden ratio primal-dual algorithm (GRPDA) for solving structured convex optimization problem, where the objective function is the sum of two closed proper convex functions, one of which involves a composition with a linear transform. GRPDA preserves all the favorable features of the classical primal-dual algorithm (PDA), i.e., the primal … Read more