We investigate the relationships between various sum of squares (SOS) and semidefinite programming (SDP) relaxations for the sensor network localization problem. In particular, we show that Biswas and Ye’s SDP relaxation is equivalent to the degree one SOS relaxation of Kim et al. We also show that Nie’s sparse-SOS relaxation is stronger than the edge-based … Read more
We consider the optimal management of a hydro-thermal power system in the mid and long terms. From the optimization point of view, this amounts to a large-scale multistage stochastic linear program, often solved by combining sampling with decomposition algorithms, like stochastic dual dynamic programming. Such methodologies, however, may entail prohibitive computational time, especially when applied … Read more
We present a game-theoretical dynamic model for competitive electricity markets.We demonstrate that the model can be used to systematically analyze the effects of ramp constraints, initial conditions, dynamic disturbances, forecast horizon, bidding frequency, and some other factors on the price signals.We illustrate the capabilities of the model using a numerical case study ArticleDownload View PDF
The automatic optimal design of feeding system in the shape casting process is considered in the present work. In fact, the goal is to find the optimal position, size, shape and topology of risers in the shape casting process. This problem is formulated as a minimum weight topology optimization problem subjected to a nonlinear transient … Read more
Given a combinatorial optimization problem with an arbitrary partition of the set of random objective coefficients, we evaluate the tightest possible bound on the expected optimal value for joint distributions consistent with the given multivariate marginals of the subsets in the partition. For univariate marginals, this bound was first proposed by Meilijson and Nadas (Journal … Read more
We consider two integer linear programming models for the one-dimensional cutting stock problem that include various difficulties appearing in practical real problems. Our primary goals are the minimization of the trim loss or the minimization of the number of master rolls needed to satisfy the orders. In particular, we study an approach based on the … Read more
In this work we study a particular way of dealing with interference in combinatorial optimization models representing wireless communication networks. In a typical wireless network, co-channel interference occurs whenever two overlapping antennas use the same frequency channel, and a less critical interference is generated whenever two overlapping antennas use adjacent channels. This motivates the formulation … Read more
Computational methods are considered for finding a point that satisfies the second-order necessary conditions for a general (possibly nonconvex) quadratic program (QP). The first part of the paper considers the formulation and analysis of an active-set method for a generic QP with both equality and inequality constraints. The method uses a search direction that is … Read more
Although well studied, important questions on the rank of the Chvátal-Gomory operator when restricting to polytopes contained in the n-dimensional 0/1 cube have not been answered yet. In particular, the question on the maximal rank of the Chvátal-Gomory procedure for this class of polytopes is still open. So far, the best-known upper bound is O(n^2 … Read more
In this paper, we define a class of linear conic programming (which we call matrix cone programming or MCP) involving the epigraphs of five commonly used matrix norms and the well studied symmetric cone. MCP has recently found many important applications, for example, in nuclear norm relaxations of affine rank minimization problems. In order to … Read more