A sequential optimality condition related to the quasinormality constraint qualification and its algorithmic consequences

  • Roberto Andreani
  • N. S. Fazzio
  • María Laura Schuverdt
  • Leonardo D. Secchin
    • Categories Constrained Nonlinear Optimization Tags , , ,

    In the present paper, we prove that the augmented Lagrangian method converges to KKT points under the quasinormality constraint qualification, which is associated with the external penalty theory. For this purpose, a new sequential optimality condition for smooth constrained optimization, called PAKKT, is defined. The new condition takes into account the sign of the dual … Read more

    Shaping and Trimming Branch-and-bound Trees

  • Philipp M. Christophel
  • Imre Pólik
    • Categories (Mixed) Integer Linear Programming, Optimization Software Design Principles Tags ,

    We present a new branch-and-bound type search method for mixed integer linear optimization problems based on the concept of offshoots (introduced in this paper). While similar to a classic branch-and-bound method, it allows for changing the order of the variables in a dive (shaping) and removing unnecessary branching variables from a dive (trimming). The regular … Read more

    Dynamic Relaxations for Online Bipartite Matching

  • Alejandro Toriello
  • Alfredo Torrico
    • Categories Dynamic Programming Tags , , ,

    Online bipartite matching (OBM) is a fundamental model underpinning many important applications, including search engine advertisement, website banner and pop-up ads, and ride-hailing. We study the i.i.d. OBM problem, where one side of the bipartition is fixed and known in advance, while nodes from the other side appear sequentially as i.i.d. realizations of an underlying … Read more

    Planar Maximum Coverage Location Problem with Partial Coverage and General Spatial Representation of Demand and Service Zones

  • Manish Bansal
    • Categories Approximation Algorithms, Nonlinear Optimization, Production and Logistics

    We introduce a new generalization of the classical planar maximum coverage location problem (PMCLP) in which demand zones and service zone of each facility are represented by spatial objects such as circles, polygons, etc., and are allowed to be located anywhere in a continuous plane. In addition, we allow partial coverage in its true sense, … Read more

    Exploiting sparsity for the min k-partition problem

  • Hassan L. Hijazi
  • Guanglei Wang
    • Categories 0-1 Programming, Semi-definite Programming Tags , , ,

    The minimum k-partition problem is a challenging combinatorial problem with a diverse set of applications ranging from telecommunications to sports scheduling. It generalizes the max-cut problem and has been extensively studied since the late sixties. Strong integer formulations proposed in the literature suffer from a prohibitive number of valid inequalities and integer variables. In this … Read more

    Bounds on entanglement dimensions and quantum graph parameters via noncommutative polynomial optimization

  • David de Laat
  • Monique Laurent
  • Sander Gribling
    • Categories Semi-definite Programming Tags , ,

    In this paper we study bipartite quantum correlations using techniques from tracial polynomial optimization. We construct a hierarchy of semidefinite programming lower bounds on the minimal entanglement dimension of a bipartite correlation. This hierarchy converges to a new parameter: the minimal average entanglement dimension, which measures the amount of entanglement needed to reproduce a quantum … Read more

    Lower bounds on matrix factorization ranks via noncommutative polynomial optimization

  • David de Laat
  • Monique Laurent
  • Sander Gribling
    • Categories Semi-definite Programming Tags ,

    We use techniques from (tracial noncommutative) polynomial optimization to formulate hierarchies of semidefinite programming lower bounds on matrix factorization ranks. In particular, we consider the nonnegative rank, the positive semidefinite rank, and their symmetric analogues: the completely positive rank and the completely positive semidefinite rank. We study the convergence properties of our hierarchies, compare them … Read more

    On the effectiveness of primal and dual heuristics for the transportation problem

  • Jonas Schwinn
  • Ralf Werner
    • Categories Linear Programming, Optimization Software Benchmark

    The transportation problem is one of the most popular problems in linear programming. Over the course of time a multitude of exact solution methods and heuristics have been proposed. Due to substantial progress of exact solvers since the mid of the last century, the interest in heuristics for the transportation problem over the last few … Read more

    FOM — A MATLAB Toolbox of First Order Methods for Solving Convex Optimization Problems

  • Amir Beck
  • Nili Guttmann-Beck
    • Categories Optimization Software and Modeling Systems

    This paper presents the FOM MATLAB toolbox for solving convex optimization problems using first order methods. The diverse features of the eight solvers included in the package are illustrated through a collection of examples of different nature. Article Download View FOM — A MATLAB Toolbox of First Order Methods for Solving Convex Optimization Problems

    The Adaptive Robust Multi-Period Alternating Current Optimal Power Flow Problem

  • Alvaro Lorca
  • Xu Andy Sun
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , ,

    This paper jointly addresses two major challenges in power system operations: i) dealing with non-convexity in the power flow equations, and ii) systematically capturing uncertainty in renewable power availability and in active and reactive power consumption at load buses. To overcome these challenges, this paper proposes a two-stage adaptive robust optimization model for the multi-period … Read more