Generalized Stochastic Frank-Wolfe Algorithm with Stochastic “Substitute” Gradient for Structured Convex Optimization

  • Robert M. Freund
  • Haihao Lu
    • Categories Convex Optimization, Nonlinear Optimization, Stochastic Programming Tags , , ,

    The stochastic Frank-Wolfe method has recently attracted much general interest in the context of optimization for statistical and machine learning due to its ability to work with a more general feasible region. However, there has been a complexity gap in the guaranteed convergence rate for stochastic Frank-Wolfe compared to its deterministic counterpart. In this work, … Read more

    Probabilistic Envelope Constrained Multiperiod Stochastic Emergency Medical Services Location Model and Decomposition Scheme

  • Erick Delage
  • Jinlin Li
  • Chun Peng
    • Categories Production and Logistics, Stochastic Programming, Transportation Tags , , , , ,

    This paper considers a multiperiod Emergency Medical Services (EMS) location problem and introduces two two-stage stochastic programming formulations that account for uncertainty about emergency demand. While the first model considers both a constraint on the probability of covering the realized emergency demand and minimizing the expected cost of doing so, the second one employs probabilistic … Read more

    A new drayage problem with different customer services and container requirements

  • Federica Bomboi
  • Jonas Prünte
    • Categories Transportation Tags , , ,

    This paper investigates a drayage problem generalizing a previously proposed, which is motivated by a case study of a real maritime carrier. To serve export and import customer requests in the hinterland of a port, a fleet of trucks able to carry one or two containers of the same size is adopted. The aim of … Read more

    ACQUIRE: an inexact iteratively reweighted norm approach for TV-based Poisson image restoration

  • Daniela di Serafino
  • Germana Landi
  • Marco Viola
    • Categories Applications - Science and Engineering, Convex and Nonsmooth Optimization Tags , , , ,

    We propose a method, called ACQUIRE, for the solution of constrained optimization problems modeling the restoration of images corrupted by Poisson noise. The objective function is the sum of a generalized Kullback-Leibler divergence term and a TV regularizer, subject to nonnegativity and possibly other constraints, such as flux conservation. ACQUIRE is a line-search method that … Read more

    A Wolfe line search algorithm for vector optimization

  • L. R. Lucambio Pérez
  • Leandro Fonseca Prudente
    • Categories Multi-Criteria Optimization

    In a recent paper, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step-size satisfying the strong Wolfe conditions in the vector optimization setting. Well definiteness and finite termination results are provided. We discuss practical aspects related to the algorithm and present … Read more

    A two-stage stochastic optimization model for the bike-sharing allocation and rebalancing problem

  • Rossana Cavagnini
  • Francesca Maggioni
  • Luca Bertazzi
  • Mike Hewitt
    • Categories Production and Logistics, Stochastic Programming Tags , , ,

    The Bike-sharing allocation and rebalancing problem is the problem of determining the initial daily allocation of bikes to stations in a bike-sharing system composed of one depot and multiple capacitated stations, in which bikes can be rebalanced at a point in time during the day. Due to the uncertain demand in each station, we propose … Read more

    Seamless Multimodal Transportation Scheduling

  • David Bergman
  • John Hooker
  • Arvind U. Raghunathan
  • Thiago Serra
  • Shingo Kobori
    • Categories Applications - OR and Management Sciences, Scheduling, Transportation

    Ride-hailing services have expanded the role of shared mobility in passenger transportation systems, creating new markets and creative planning solutions for major urban centers. In this paper, we consider their use for last-mile passenger transportation in coordination with a mass transit service to provide a seamless multimodal transportation experience for the user. A system that … Read more

    All Cyclic Group Facets Inject

  • Matthias Köppe
  • Yuan Zhou
    • Categories Cutting Plane Approaches Tags

    We give a variant of Basu–Hildebrand–Molinaro’s approximation theorem for continuous minimal valid functions for Gomory–Johnson’s infinite group problem by piecewise linear two-slope extreme functions [Minimal cut-generating functions are nearly extreme, IPCO 2016]. Our theorem is for piecewise linear minimal valid functions that have only rational breakpoints (in 1/q Z for some q ∈ N) and … Read more

    Mixed-Integer Programming Techniques for the Connected Max-k-Cut Problem

  • Christopher Hojny
  • Imke Joormann
  • Martin Schmidt
  • Hendrik Lüthen
    • Categories (Mixed) Integer Linear Programming, 0-1 Programming, Branch and Cut Algorithms Tags , , ,

    We consider an extended version of the classical Max-k-Cut problem in which we additionally require that the parts of the graph partition are connected. For this problem we study two alternative mixed-integer linear formulations and review existing as well as develop new branch-and-cut techniques like cuts, branching rules, propagation, primal heuristics, and symmetry breaking. The … Read more

    Efficient heuristic algorithm for identifying critical nodes in planar networks

  • Gang Cui
  • Dalaijargal Purevusren
    • Categories Combinatorial Optimization, Network Optimization Tags , , , ,

    This paper presents a new method for identifying critical nodes in planar networks. We propose an efficient method to evaluate the quality of solutions by using special properties of planar networks. It enables us to develop a computationally efficient heuristic algorithm for the problem. The proposed algorithm assisted on randomly generated planar networks. The experimental … Read more