In Pareto bi-objective integer optimization the optimal result corresponds to a set of non- dominated solutions. We propose a generic bi-objective branch-and-bound algorithm that uses a problem-independent branching rule exploiting available integer solutions, and cutting plane generation taking advantage of integer objective values. The developed algorithm is applied to the bi-objective team orienteering problem with … Read more
In this article, six different mixed integer programming (MIP) formulations are proposed and analyzed. These formulations are based on the knowledge of four different paradigms for single machine scheduling problems (SMSP) with sequence dependent setup times and release dates. Each formulation reflects a specific concept on how the variables and parameters are defined, requiring particular … Read more
In this work we propose, analyze, and test algorithms for linearly constrained optimization when no use of derivatives of the objective function is made. The proposed methodology is built upon the globally convergent evolution strategies previously introduced by the authors for unconstrained optimization. Two approaches are encompassed to handle the constraints. In a first approach, … Read more
This paper is devoted to the study of metric subregularity and strong subregularity of any positive order $q$ for set-valued mappings in finite and infinite dimensions. While these notions have been studied and applied earlier for $q=1$ and—to a much lesser extent—for $q\in(0,1)$, no results are available for the case $q>1$. We derive characterizations of … Read more
We consider an extension of a noncooperative game where players have joint binding constraints. In this model, the constrained equilibrium can not be implemented within the same noncooperative framework and requires some other additional regulation procedures. We consider several approaches to resolution of this problem. In particular, a share allocation method is presented and substantiated. … Read more
We present a new polynomially solvable case of the Quadratic Assignment Problem in Koopmans-Beckman form QAP(A,B), by showing that the identity permutation is optimal when A and B are respectively a Robinson similarity and dissimilarity matrix and one of A or B is a Toeplitz matrix. A Robinson (dis)similarity matrix is a symmetric matrix whose … Read more
We investigate the completely positive semidefinite cone $\mathcal{CS}_+^n$, a new matrix cone consisting of all $n\times n$ matrices that admit a Gram representation by positive semidefinite matrices (of any size). In particular we study relationships between this cone and the completely positive and doubly nonnegative cones, and between its dual cone and trace positive non-commutative … Read more
In this paper, we describe the circuit polytope on series-parallel graphs. We first show the existence of a compact extended formulation. Though not being explicit, its construction process helps us to inductively provide the description in the original space. As a consequence, using the link between bonds and circuits in planar graphs, we also describe … Read more
We study the minimization of fixed-degree polynomials over the simplex. This problem is well-known to be NP-hard, as it contains the maximum stable set problem in graph theory as a special case. In this paper, we consider a rational approximation by taking the minimum over the regular grid, which consists of rational points with denominator … Read more
Although it is easy to prove the sufficient conditions for optimality of a linear program, the necessary conditions pose a pedagogical challenge. A widespread practice in deriving the necessary conditions is to invoke Farkas’ lemma, but proofs of Farkas’ lemma typically involve “nonlinear” topics such as separating hyperplanes between disjoint convex sets, or else more … Read more