In this paper we propose a new Riemannian conjugate gradient method for optimization on the Stiefel manifold. We introduce two novel vector transports associated with the retraction constructed by the Cayley transform. Both of them satisfy the Ring-Wirth nonexpansive condition, which is fundamental for convergence analysis of Riemannian conjugate gradient methods, and one of them … Read more
We study the vehicle routing problem with roaming delivery locations in which the goal is to find a least-cost set of delivery routes for a fleet of capacitated vehicles and in which a customer order has to be delivered to the trunk of the customer’s car during the time that the car is parked at … Read more
We consider a distributionally robust optimization problem where the ambiguity set of probability distributions is characterized by a tractable conic representable support set and expectation constraints. Specifically, we propose and motivate a new class of infinitely constrained ambiguity sets in which the number of expectation constraints could potentially be infinite. We show how the infinitely … Read more
The max-$k$-sum of a set of real scalars is the maximum sum of a subset of size $k$, or alternatively the sum of the $k$ largest elements. We study two extensions: First, we show how to obtain smooth approximations to functions that are pointwise max-$k$-sums of smooth functions. Second, we discuss how the max-$k$-sum can … Read more
In this paper we address the problem of visualizing a set of individuals, which have attached a statistical value given as a proportion, and a dissimilarity measure. Each individual is represented as a region within the unit square, in such a way that the area of the regions represent the proportions and the distances between … Read more
We consider the problem of minimizing a smooth convex objective function subject to the set of minima of another differentiable convex function. In order to solve this problem, we propose an algorithm which combines the gradient method with a penalization technique. Moreover, we insert in our algorithm an inertial term, which is able to take … Read more
We consider the problem of minimization of the energy consumed by an electrical vehicle performing quite long travels with slopes. The model we address here, takes into account the electrical and mechanical differential equations of the vehicle. This yields a mixed-integer optimal control problem that can be approximated, using a methodology based on some decomposition … Read more
The paper proposes a linesearch for the primal-dual method. Each iteration of the linesearch requires to update only the dual (or primal) variable. For many problems, in particular for regularized least squares, the linesearch does not require any additional matrix-vector multiplications. We prove convergence of the proposed method under the standard assumptions. We also show … Read more
We consider a variant of the vehicle routing problems with time windows, where the objective includes the inconvenience cost modeled by a convex function on each node. We formulate this mixed integer convex program using a novel set partitioning formulation, by considering all combinations of routes and block structures over the routes. We apply a … Read more
The graph bisection problem is the problem of partitioning the vertex set of a graph into two sets of given sizes such that the sum of weights of edges joining these two sets is optimized. We present a semidefinite programming relaxation for the graph bisection problem with a matrix variable of order $n$ – the … Read more