Crashing is a method for optimally shortening the project makespan by reducing the time of one or more activities in a project network by allocating resources to it. Activity durations are however uncertain and techniques in stochastic optimization, robust optimization and distributionally robust optimization have been developed to tackle this problem. In this paper, we … Read more
Many problems reduce to the fixed-point problem of solving $x=T(x)$. To this problem, we apply the coordinate-update algorithms, which update only one or a few components of $x$ at each step. When each update is cheap, these algorithms are faster than the full fixed-point iteration (which updates all the components). In this paper, we focus … Read more
We present a generalization of the average shadow price in 0-1-Mixed Integer Linear Programming problems and its relation with bottlenecks including the analysis relative to the coefficients matrix of resource constraints. A mathematical programming approach to find the strategy for investment in resources is presented. CitationEscuela de Computación, Facultad de Ciencias, Universidad Central de VenezuelaArticleDownload … Read more
A base node seeks to receive a broadcast with its own observation in addition to side-information provided via a local area network (LAN) from several ‘helper nodes,’potentially occluded by an external interferer. Ideally, helpers would convey their precise observations to the base but the LAN has limited capacity, so helpers must compress and forward. Bounds … Read more
Recently, Chubanov proposed an interesting new polynomial-time algorithm for linear program. In this paper, we extend his algorithm to second-order cone programming. ArticleDownload View PDF
This document briefly describes our freely distributed Maple library {\sc spectra}, for Semidefinite Programming solved Exactly with Computational Tools of Real Algebra. It solves linear matrix inequalities in exact arithmetic and it is targeted to small-size, possibly degenerate problems for which symbolic infeasibility or feasibility certificates are required. ArticleDownload View PDF
We focus on efficient preconditioning techniques for sequences of KKT linear systems arising from the interior point solution of large convex quadratic programming problems. Constraint Preconditioners (CPs), though very effective in accelerating Krylov methods in the solution of KKT systems, have a very high computational cost in some instances, because their factorization may be the … Read more
The extended second order cones were introduced by S. Z. Németh and G. Zhang in [S. Z. Németh and G. Zhang. Extended Lorentz cones and variational inequalities on cylinders. J. Optim. Theory Appl., 168(3):756-768, 2016] for solving mixed complementarity problems and variational inequalities on cylinders. R. Sznajder in [R. Sznajder. The Lyapunov rank of extended … Read more
We present a linear-time approximation algorithm for minimum subset sum, which has better worst-case approximation factor (6/5) than previous linear-time algorithms for this problem. We also present a generalization of the scheme used to derive the algorithm, which can be used to obtain algorithms with approximation ratios of (k+1)/k. In addition, we present a family … Read more
This paper considers the relaxed Peaceman-Rachford (PR) splitting method for fi nding an approximate solution of a monotone inclusion whose underlying operator consists of the sum of two maximal strongly monotone operators. Using general results obtained in the setting of a non-Euclidean hybrid proximal extragradient framework, convergence of the iterates, as well as pointwise and ergodic … Read more