ADMM for monotone operators: convergence analysis and rates

We propose in this paper a unifying scheme for several algorithms from the literature dedicated to the solving of monotone inclusion problems involving compositions with linear continuous operators in infinite dimensional Hilbert spaces. We show that a number of primal-dual algorithms for monotone inclusions and also the classical ADMM numerical scheme for convex optimization problems, … Read more

Parallel Solvers for Mixed Integer Linear Optimization

In this article, we provide an overview of the current state of the art with respect to solution of mixed integer linear optimization problems (MILPS) in parallel. Sequential algorithms for solving MILPs have improved substantially in the last two decades and commercial MILP solvers are now considered effective off-the-shelf tools for optimization. Although concerted development … Read more

A two-phase gradient method for quadratic programming problems with a single linear constraint and bounds on the variables

We propose a gradient-based method for quadratic programming problems with a single linear constraint and bounds on the variables. Inspired by the GPCG algorithm for bound-constrained convex quadratic programming [J.J. More’ and G. Toraldo, SIAM J. Optim. 1, 1991], our approach alternates between two phases until convergence: an identification phase, which performs gradient projection iterations … Read more

Optimizing regular symmetric timetables: a method to reach the best modal split for railway

A regular timetable is a collection of events that repeat themselves every specific time span. This even structure, whenever applied at a whole network, leads to several benefits both for users and the company, although some issues are introduced, especially about dimensioning the service. It is therefore fundamental to properly consider the interaction between the … Read more

Packing, Partitioning, and Covering Symresacks

In this paper, we consider symmetric binary programs that contain set packing, partitioning, or covering inequalities. To handle symmetries as well as set packing, partitioning, or covering constraints simultaneously, we introduce constrained symresacks which are the convex hull of all binary points that are lexicographically not smaller than their image w.r.t. a coordinate permutation and … Read more

Airport Capacity Extension, Fleet Investment, and Optimal Aircraft Scheduling in a Multi-Level Market Model: On the Effects of Market Regulations

In this paper we present a four-level market model that accounts for airport capacity extension, fleet investment, aircraft scheduling, and ticket trade in a liberalized aviation market with independent decision makers. In particular, budget-constrained airports decide on the first level on their optimal runway capacity extension and on a corresponding airport charge. Airports anticipate optimal … Read more

A symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming

\ys{This paper introduces} a symmetric version of the generalized alternating direction method of multipliers for two-block separable convex programming \ys{with linear equality constraints, which inherits the superiorities of the classical alternating direction method of multipliers (ADMM), and extends the feasible set of the relaxation factor $\alpha$ of the generalized ADMM to the infinite interval $[1,+\infty)$}. … Read more

Partial Convolution for Total Variation Deblurring and Denoising by New Linearized Alternating Direction Method of Multipliers with Extension Step

In this paper, we propose a partial convolution model for image delburring and denoising. We also devise a new linearized alternating direction method of multipliers (ADMM) with extension step. On one hand, the computation of its subproblem is dominated by several FFTs, hence its per-iteration cost is low, on the other hand, the relaxed parameter … Read more

An Alternating Minimization Method for Robust Principal Component Analysis

We focus on solving robust principal component analysis (RPCA) arising from various applications such as information theory, statistics, engineering, and etc. We adopt a model to minimize the sum of observation error and sparsity measurement subject to the rank constraint. To solve this problem, we propose a two-step alternating minimization method. In one step, a … Read more

Optimal threshold classification characteristics

This study looks at the application of mathematical concepts of entropy and Fibonacci sequence in creating optimal dimensional relations of classification character. The paper is devoted to optimization of some numerical relations and integers as unified threshold characteristics of classification type, aimed for example at systemic optimizing the measuring information of various processes. The paper … Read more