Assessing the reliability of general-purpose Inexact Restoration methods

Inexact Restoration methods have been proved to be effective to solve constrained optimization problems in which some structure of the feasible set induces a natural way of recovering feasibility from arbitrary infeasible points. Sometimes natural ways of dealing with minimization over tangent approximations of the feasible set are also employed. A recent paper [N. Banihashemi … Read more

An inventory model with shortages for imperfect items using substitution of two products

Inventory models with imperfect quality items are studied by researchers in past two decades. Till now none of them have considered the effect of substitutions to cope up with shortage and avoid lost sales. This paper presents an EOQ approach for inventory system with shortages and two types of products with imperfect quality by one … Read more

Parallel Algorithms for Big Data Optimization

We propose a decomposition framework for the parallel optimization of the sum of a differentiable function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the solution, typically sparsity. Our framework is very flexible and includes both fully parallel Jacobi schemes and Gauss-Seidel (i.e., sequential) ones, as … Read more

Measuring the attractiveness of academic journals: A direct influence aggregation model

Various journal-ranking algorithms have been proposed, most of them based on citation counts. This article introduces a new approach based on the reciprocal direct influence of all pairs of a list of journals. The proposed method is assessed against an opinion-based ranking published in 2005 for 25 operations research and management science (OR/MS) journals, and … Read more

A heuristic method for simultaneous tower and pattern-free field optimization on solar power systems

A heuristic method for optimizing a solar power tower system is proposed, in which both heliostat field (heliostat locations and number) and the tower (tower height and receiver size) are simultaneously considered. Maximizing the thermal energy collected per unit cost leads to a difficult optimization problem due to its characteristics: it has a nonconvex black-box … Read more

Dynamic scaling in the Mesh Adaptive Direct Search algorithm for blackbox optimization

Blackbox optimization deals with situations in which the objective function and constraints are typically computed by launching a time-consuming computer sim- ulation. The subject of this work is the Mesh Adaptive Direct Search (MADS) class of algorithms for blackbox optimization. We propose a way to dynamically scale the mesh, which is the discrete spatial structure … Read more

Generalized Inexact Proximal Algorithms: Habit’s/ Routine’s Formation with Resistance to Change, following Worthwhile Changes

This paper shows how, in a quasi metric space, an inexact proximal algorithm with a generalized perturbation term appears to be a nice tool for Behavioral Sciences (Psychology, Economics, Management, Game theory,…). More precisely, the new perturbation term represents an index of resistance to change, defined as a “curved enough” function of the quasi distance … Read more

Fixed points and variational principles with applications to capability theory of wellbeing via variational rationality

In this paper we first develop two new results of variational analysis. One is a fixed point theorem for parametric dynamic systems in quasimetric spaces, which can also be interpreted as an existence theorem of minimal points with respect to reflexive and transitive preferences for sets in products spaces. The other one is a variational … Read more

Chance Constrained Mixed Integer Program: Bilinear and Linear Formulations, and Benders Decomposition

In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer formulation, we derive its linear counterparts and show that they could be stronger than existing linear formulations. We also develop a variant … Read more

On the Direct Extension of ADMM for Multi-block Separable Convex Programming and Beyond: From Variational Inequality Perspective

When the alternating direction method of multipliers (ADMM) is extended directly to a multi-block separable convex minimization model whose objective function is in form of more than two functions without coupled variables, it was recently shown that the convergence is not guaranteed. This fact urges to develop efficient algorithms that can preserve completely the numerical … Read more