In the first part of the paper we focus on two problems: (a) regularized least squares and (b) nonsmooth minimization over an affine subspace. For these problems we establish the connection between the primal-dual method of Chambolle-Pock and Tseng’s proximal gradient method. For problem (a) it allows us to derive a nonergodic $O(1/k^2)$ convergence rate … Read more
This paper contemplates the use of robust optimization as a framework for addressing problems that involve endogenous uncertainty, i.e., uncertainty that is affected by the decision maker’s strategy. To that end, we extend generic polyhedral uncertainty sets typically considered in robust optimization into sets that depend on the actual decisions. We present the derivation of … Read more
Unmanned Aerial Vehicles (UAVs) are becoming increasingly popular over the past few years. The complexity of routing UAVs has not been fully investigated in the literature. In this survey, we aim to review recent contributions in UAV trajectory optimisation, UAV routing and contributions addressing these two problems simultaneously. A unified framework is introduced to describe … Read more
The job shop scheduling literature has been dominated by a focus on regular objective functions — in particular the makespan — in its half a century long history. The last twenty years have encountered a spike of interest in other objectives, such as the total weighted tardiness, but research on non-regular objective functions has always … Read more
We propose a nested decomposition scheme for infinite-horizon stochastic linear programs. Our approach can be seen as a provably convergent extension of stochastic dual dynamic programming to the infinite-horizon setting: we explore a sequence of finite-horizon problems of increasing length until we can prove convergence with a given confidence level. The methodology alternates between a … Read more
We explore the power of semidefinite programming (SDP) for finding additive epsilon-approximate Nash equilibria in bimatrix games. We introduce an SDP relaxation for a quadratic programming formulation of the Nash equilibrium (NE) problem and provide a number of valid inequalities to improve the quality of the relaxation. If a rank-1 solution to this SDP is … Read more
We study the problem of repositioning autonomous vehicles in a shared mobility system in order to simultaneously minimize the unsatisfied demand and the total operating cost. We first present a mixed integer linear programming formulation for the deterministic version of the problem, and based on that we develop an extended formulation that is easier to … Read more
Demand for healthcare services is growing rapidly in Australia and across the world, and rising healthcare expenditure is increasing pressure on sustainability of government-funded healthcare systems. In Australia, elective surgery waiting lists are growing and hospitals are struggling with a capacity shortage. To keep up with the rising demand, we need to be more efficient … Read more
Semidefinite programming (SDP) relaxations have been intensively used for solving discrete quadratic optimization problems, in particular in the binary case. For the general non-convex integer case with box constraints, the branch-and-bound algorithm Q-MIST has been proposed [11], which is based on an extension of the well-known SDP-relaxation for max-cut. For solving the resulting SDPs, Q-MIST … Read more
We study the linear extension complexity of stable set polytopes of perfect graphs. We make use of known structural results permitting to decompose perfect graphs into basic perfect graphs by means of two graph operations: 2-join and skew partitions. Exploiting the link between extension complexity and the nonnegative rank of an associated slack matrix, we … Read more