Steepest Edge as Applied to the Standard Simplex Method

In this paper we discuss results and advantages of using steepest edge column choice rules and their derivatives. We show empirically, when we utilize the steepest edge column choice rule for the tableau method, that the density crossover point at which the tableau method is more efficient than the revised method drops to 5%. This … Read more

Robust Critical Node Selection by Benders Decomposition

The critical node selection problem (CNP) has important applications in telecommunication, supply chain design, and disease propagation prevention. In practice, the weights on the connections are either uncertain or hard to estimate so recently robust optimization approaches have been considered for CNP. In this article, we address very general uncertainty sets, only requiring a linear … Read more

MIRPLib – A library of maritime inventory routing problem instances: Survey, core model, and benchmark results

This paper presents a detailed description of a particular class of deterministic single product maritime inventory routing problems (MIRPs), which we call deep-sea MIRPs with inventory tracking at every port. This class involves vessel travel times between ports that are significantly longer than the time spent in port and require inventory levels at all ports … Read more

Improved Bounds for the Traveling Umpire Problem: A Stronger Formulation and a Relax-and-Fix Heuristic

Given a double round-robin tournament, the traveling umpire problem (TUP) consists of determining which games will be handled by each one of several umpire crews during the tournament. The objective is to minimize the total distance traveled by the umpires, while respecting constraints that include visiting every team at home, and not seeing a team … Read more

The viewshed problem: a theoretical analysis and a new algorithm for finding the viewshed of a given point on a triangulated terrain

We give a comprehensive theoretical treatment for calculating the viewshed of a given point, present an analytical solution to the viewshed problem and a new algorithm for finding the viewshed on a triangulated terrain. We implement our algorithm on a real terrain. Some algorithms make use of the horizon information of the terrain to calculate … Read more

Inventory control for a perishable product with non-stationary demand and service level constraints

We study the practical production planning problem of a food producer facing a non-stationary erratic demand for a perishable product with a fixed life time. In meeting the uncertain demand, the food producer uses a FIFO issuing policy. The food producer aims at meeting a certain service level at lowest cost. Every production run a … Read more

A Polynomial Time Constraint-Reduced Algorithm for Semidefinite Optimization Problems, with Convergence Proofs

We present an infeasible primal-dual interior point method for semidefinite optimization problems, making use of constraint reduction. We show that the algorithm is globally convergent and has polynomial complexity, the first such complexity result for primal-dual constraint reduction algorithms for any class of problems. Our algorithm is a modification of one with no constraint reduction … Read more

A Flexible Inexact Restoration Method and Application to Optimization with Multiobjective Constraints under Weighted-Sum Scalarization

We introduce a new flexible Inexact-Restoration (IR) algorithm and an application to problems with multiobjective constraints (MOCP) under the weighted-sum scalarization approach. In IR methods each iteration has two phases. In the first phase one aims to improve the feasibility and, in the second phase, one minimizes a suitable objective function. This is done in … Read more

A Semidefinite Hierarchy for Containment of Spectrahedra

A spectrahedron is the positivity region of a linear matrix pencil, thus defining the feasible set of a semidefinite program. We propose and study a hierarchy of sufficient semidefinite conditions to certify the containment of a spectrahedron in another one. This approach comes from applying a moment relaxation to a suitable polynomial optimization formulation. The … Read more

Mini-batch Stochastic Approximation Methods for Nonconvex Stochastic Composite Optimization

This paper considers a class of constrained stochastic composite optimization problems whose objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a certain non-differentiable (but convex) component. In order to solve these problems, we propose a randomized stochastic projected gradient (RSPG) algorithm, in which proper mini-batch of samples are … Read more