A Branch-and-Cut Algorithm for Mixed Integer Bilevel Linear Optimization Problems and Its Implementation

  • S.T. DeNegre
  • Ted K. Ralphs
  • S. Tahernejad
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Optimization Software and Modeling Systems Tags , , ,

    In this paper, we describe an algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) by a generalized branch-and-cut approach. The framework presented merges features from existing algorithms (for both traditional mixed integer linear optimization and MIBLPs) with new techniques to produce a flexible and robust framework capable of solving a wide range … Read more

    A Hausdorff-type distance, a directional derivative of a set-valued map and applications in set optimization

  • Xuan Duc Ha Truong
    • Categories Generalized Convexity/Monoticity, Multi-Criteria Optimization Tags , , , ,

    In this paper, we follow Kuroiwa’s set approach in set optimization, which proposes to compare values of a set-valued objective map $F$ respect to various set order relations. We introduce a Hausdorff-type distance relative to an ordering cone between two sets in a Banach space and use it to define a directional derivative for $F$. … Read more

    A Note on the Forward-Douglas–Rachford Splitting for Monotone Inclusion and Convex Optimization

  • Hugo Raguet
    • Categories Biomedical Applications, Convex Optimization, Generalized Convexity/Monoticity

    We shed light on the structure of the “three-operator” version of the forward-Douglas–Rachford splitting algorithm for finding a zero of a sum of maximally monotone operators $A + B + C$, where $B$ is cocoercive, involving only the computation of $B$ and of the resolvent of $A$ and of $C$, separately. We show that it … Read more

    Generation techniques for linear and integer programming instances with controllable properties

  • Davaatseren Baatar
  • Hans D Mittelmann
  • Simon Bowly
  • Kate Smith-Miles
    • Categories (Mixed) Integer Linear Programming, Optimization Software and Modeling Systems Tags , ,

    This paper addresses the problem of generating synthetic test cases for experimentation in linear programming. We propose a method which maps instance generation and instance space search to an alternative encoded space. This allows us to develop a generator for feasible bounded linear programming instances with controllable properties. We show that this method is capable … Read more

    A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds

  • Serge Gratton
  • Clément W. Royer
  • Luis Nunes Vicente
    • Categories Nonlinear Optimization, Unconstrained Optimization Tags , , , , ,

    In order to be provably convergent towards a second-order stationary point, optimization methods applied to nonconvex problems must necessarily exploit both first and second-order information. However, as revealed by recent complexity analyzes of some of these methods, the overall effort to reach second-order points is significantly larger when compared to the one of approaching first-order … Read more

    Distributionally Robust Mechanism Design

  • Garud Iyengar
  • Çağıl Koçyiğit
  • Daniel Kuhn
  • Wolfram Wiesemann
    • Categories Robust Optimization Tags , , , ,

    We study a mechanism design problem where an indivisible good is auctioned to multiple bidders, for each of whom it has a private value that is unknown to the seller and the other bidders. The agents perceive the ensemble of all bidder values as a random vector governed by an ambiguous probability distribution, which belongs … Read more

    Facially dual complete (nice) cones and lexicographic tangents

  • Vera Roshchina
  • Levent Tunçel
    • Categories Convex Optimization, Linear, Cone and Semidefinite Programming Tags , , , , , ,

    We study the boundary structure of closed convex cones, with a focus on facially dual complete (nice) cones. These cones form a proper subset of facially exposed convex cones, and they behave well in the context of duality theory for convex optimization. Using the well-known and very commonly used concept of tangent cones in nonlinear … Read more

    Partially separable convexly-constrained optimization with non-Lipschitz singularities and its complexity

  • Xiaojun Chen
  • Philippe L. Toint
  • Hong Wang
    • Categories Nonsmooth Optimization Tags , ,

    An adaptive regularization algorithm using high-order models is proposed for partially separable convexly constrained nonlinear optimization problems whose objective function contains non-Lipschitzian $\ell_q$-norm regularization terms for $q\in (0,1)$. It is shown that the algorithm using an $p$-th order Taylor model for $p$ odd needs in general at most $O(\epsilon^{-(p+1)/p})$ evaluations of the objective function and … Read more

    Several variants of the primal-dual hybrid gradient algorithm with applications

  • Jianchao Bai
  • Jicheng Li
  • Zhie Wu
    • Categories Complementarity and Variational Inequalities, Convex Optimization

    By reviewing the primal-dual hybrid algorithm (PDHA) proposed by He, You and Yuan (SIAM J. Imaging Sci. 2014;7(4):2526-2537), in this paper we introduce four improved schemes for solving a class of generalized saddle-point problems. By making use of the variational inequality, weaker conditions are presented to ensure the global convergence of the proposed algorithms, where … Read more

    Bilevel optimization with a multiobjective problem in the lower level

  • Roberto Andreani
  • Sandra Augusta Santos
  • Viviana A. Ramirez
  • Leonardo D. Secchin
    • Categories Constrained Nonlinear Optimization, Multi-Criteria Optimization

    Bilevel problems model instances with a hierarchical structure. Aiming at an efficient solution of a constrained multiobjective problem according with some pre-defined criterion, we reformulate this optimization but non standard problem as a classic bilevel one. This reformulation intents to encompass all the objectives, so that the properly efficient solution set is recovered by means … Read more