1-Bit Compressive Sensing: Reformulation and RRSP-Based Sign Recovery Theory

Recently, the 1-bit compressive sensing (1-bit CS) has been studied in the field of sparse signal recovery. Since the amplitude information of sparse signals in 1-bit CS is not available, it is often the support or the sign of a signal that can be exactly recovered with a decoding method. In this paper, we first … Read more

A Subgradient Method for Free Material Design

A small improvement in the structure of the material could save the manufactory a lot of money. The free material design can be formulated as an optimization problem. However, due to its large scale, second-order methods cannot solve the free material design problem in reasonable size. We formulate the free material optimization (FMO) problem into … Read more

A bound on the Carathéodory number

The Carathéodory number k(K) of a pointed closed convex cone K is the minimum among all the k for which every element of K can be written as a nonnegative linear combination of at most k elements belonging to extreme rays. Carathéodory’s Theorem gives the bound k(K) <= dim (K). In this work we observe … Read more

On the worst-case complexity of the gradient method with exact line search for smooth strongly convex functions

We consider the gradient (or steepest) descent method with exact line search applied to a strongly convex function with Lipschitz continuous gradient. We establish the exact worst-case rate of convergence of this scheme, and show that this worst-case behavior is exhibited by a certain convex quadratic function. We also extend the result to a noisy … Read more

Globally Convergent Levenberg-Marquardt Method For Phase Retrieval

In this paper, we consider a nonlinear least squares model for the phase retrieval problem. Since the Hessian matrix may not be positive definite and the Gauss-Newton (GN) matrix is singular at any optimal solution, we propose a modified Levenberg-Marquardt (LM) method, where the Hessian is substituted by a summation of the GN matrix and … Read more

Regularized monotonic regression

Monotonic (isotonic) Regression (MR) is a powerful tool used for solving a wide range of important applied problems. One of its features, which poses a limitation on its use in some areas, is that it produces a piecewise constant fitted response. For smoothing the fitted response, we introduce a regularization term in the MR formulated … Read more

Solving Highly Detailed Gas Transport MINLPs: Block Separability and Penalty Alternating Direction Methods

Detailed modeling of gas transport problems leads to nonlinear and nonconvex mixed-integer optimization or feasibility models (MINLPs) because both the incorporation of discrete controls of the network as well as accurate physical and technical modeling is required in order to achieve practical solutions. Hence, ignoring certain parts of the physics model is not valid for … Read more

A Multilevel Proximal Gradient Algorithm for a Class of Composite Optimization Problems

Composite optimization models consist of the minimization of the sum of a smooth (not necessarily convex) function and a non-smooth convex function. Such models arise in many applications where, in addition to the composite nature of the objective function, a hierarchy of models is readily available. It is common to take advantage of this hierarchy … Read more

A 2-approximation algorithm for the minimum knapsack problem with a forcing graph

Carnes and Shmoys (2015) presented a 2-approximation algorithm for the minimum knapsack problem. We extend their algorithm to the minimum knapsack problem with a forcing graph (MKPFG), which has a forcing constraint for each edge in the graph. The forcing constraint means that at least one item (vertex) of the edge must be packed in … Read more

Variants in Modeling Time Aspects for the Multiple Traveling Salesmen Problem with Moving Targets

The multiple traveling salesmen problem with moving targets (MT-SPMT) is a generalization of the classical traveling salesmen problem (TSP), where the targets (cities or objects) are moving over time. Additionally, for each target a visibility time window is given. The task is to find routes for several salesmen so that each target is reached exactly … Read more