Optimization-based search for Nordsieck methods of high order with quadratic stability

We describe the search for explicit general linear methods in Nordsieck form for which the stability function has only two nonzero roots. This search is based on state-of-the-art optimization software. Examples of methods found in this way are given for order p = 5, p = 6, and p = 7. ArticleDownload View PDF

Chance-Constrained Linear Matrix Inequalities with Dependent Perturbations: A Safe Tractable Approximation Approach

The wide applicability of chance-constrained programming, together with advances in convex optimization and probability theory, has created a surge of interest in finding efficient methods for processing chance constraints in recent years. One of the successes is the development of so-called safe tractable approximations of chance-constrained programs, where a chance constraint is replaced by a … Read more

New Bounds for Restricted Isometry Constants in Low-rank Matrix Recovery

In this paper, we establish new bounds for restricted isometry constants (RIC) in low-rank matrix recovery. Let $\A$ be a linear transformation from $\R^{m \times n}$ into $\R^p$, and $r$ the rank of recovered matrix $X\in \R^{m \times n}$. Our main result is that if the condition on RIC satisfies $\delta_{2r+k}+2(\frac{r}{k})^{1/2}\delta_{\max\{r+\frac{3}{2}k,2k\}}

A Double Smoothing Technique for Constrained Convex Optimization Problems and Applications to Optimal Control

In this paper, we propose an efficient approach for solving a class of convex optimization problems in Hilbert spaces. Our feasible region is a (possibly infinite-dimensional) simple convex set, i.e. we assume that projections on this set are computationally easy to compute. The problem we consider is the minimization of a convex function over this … Read more

New developments in the primal-dual column generation technique

The classical column generation is based on optimal solutions of the restricted master problems. This strategy frequently results in an unstable behaviour and may require an unnecessarily large number of iterations. To overcome this weakness, variations of the classical approach use interior points of the dual feasible set, instead of optimal solutions. In this paper, … Read more

Energy Savings in Wireless Mesh Networks in a Time-Variable Context

Energy consumption of communication systems is becoming a fundamental issue and, among all the sectors, wireless access networks are largely responsible for the in- crease in consumption. In addition to the access segment, wireless technologies are also gaining popularity for the back- haul infrastructure of cellular systems mainly due to their cost and easy deployment. … Read more

Epigraphical cones I

Up to orthogonal transformation, a solid closed convex cone $K$ in the Euclidean space $\mathbb{R}^{n+1}$ is the epigraph of a nonnegative sublinear function $f:\mathbb{R}^n\to \mathbb{R}$. This work explores the link between the geometric properties of $K$ and the analytic properties of $f$. CitationJOURNAL OF CONVEX ANALYSIS, 2011, in press. ArticleDownload View PDF

Epigraphical cones II

This is the second part of a work devoted to the theory of epigraphical cones and their applications. A convex cone $K$ in the Euclidean space $\mathbb{R}^{n+1}$ is an epigraphical cone if it can be represented as epigraph of a nonnegative sublinear function $f: \mathbb{R}^n\to \mathbb{R}$. We explore the link between the geometric properties of … Read more

Error bounds for vector-valued functions: necessary and sufficient conditions

In this paper, we attempt to extend the definition and existing local error bound criteria to vector-valued functions, or more generally, to functions taking values in a normed linear space. Some new derivative-like objects (slopes and subdifferentials) are introduced and a general classification scheme of error bound criteria is presented. CitationPublished in Nonlinear Analysis. Theory, … Read more

The iBP algorithm for the discretizable molecular distance geometry problem with interval data

The Distance Geometry Problem in three dimensions consists in finding an embedding in R^3 of a given nonnegatively weighted simple undirected graph such that edge weights are equal to the corresponding Euclidean distances in the embedding. This is a continuous search problem that can be discretized under some assumptions on the minimum degree of the … Read more