Optimal adaptive control of cascading power grid failures
We describe experiments with parallel algorithms for computing adaptive controls for attenuating power grid cascading failures. CitationColumbia University, 2010ArticleDownload View PDF
The central curve in linear programming
The central curve of a linear program is an algebraic curve specified by linear and quadratic constraints arising from complementary slackness. It is the union of the various central paths for minimizing or maximizing the cost function over any region in the associated hyperplane arrangement. We determine the degree, arithmetic genus and defining prime ideal … Read more
Preconditioning and Globalizing Conjugate Gradients in Dual Space for Quadratically Penalized Nonlinear-Least Squares Problems
When solving nonlinear least-squares problems, it is often useful to regularize the problem using a quadratic term, a practice which is especially common in applications arising in inverse calculations. A solution method derived from a trust-region Gauss-Newton algorithm is analyzed for such applications, where, contrary to the standard algorithm, the least-squares subproblem solved at each … Read more
Inexact Dynamic Bundle Methods
We give a proximal bundle method for minimizing a convex function $f$ over $\mathbb{R}_+^n$. It requires evaluating $f$ and its subgradients with a possibly unknown accuracy $\epsilon\ge0$, and maintains a set of free variables $I$ to simplify its prox subproblems. The method asymptotically finds points that are $\epsilon$-optimal. In Lagrangian relaxation of convex programs, it … Read more
A Continuous Dynamical Newton-Like Approach to Solving Monotone Inclusions
We introduce non-autonomous continuous dynamical systems which are linked to Newton and Levenberg-Marquardt methods. They aim at solving inclusions governed by maximal monotone operators in Hilbert spaces. Relying on Minty representation of maximal monotone operators as lipschitzian manifolds, we show that these dynamics can be formulated as first-order in time differential systems, which are relevant … Read more
Solving structured nonlinear least-squares and nonlinear feasibility problems with expensive functions
We present an algorithm for nonlinear least-squares and nonlinear feasibility problems, i.e. for systems of nonlinear equations and nonlinear inequalities, which depend on the outcome of expensive functions for which derivatives are assumed to be unavailable. Our algorithm combines derivative-free techniques with filter trust-region methods to keep the number of expensive function evaluations low and … Read more
Global Routing in VLSI Design: Algorithms, Theory, and Computational Practice
Global routing in VLSI (very large scale integration) design is one of the most challenging discrete optimization problems in computational theory and practice. In this paper, we present a polynomial time algorithm for the global routing problem based on integer programming formulation with a theoretical approximation bound. The algorithm ensures that all routing demands are … Read more
A note on the MIR closure and basic relaxations of polyhedra
Anderson, Cornuejols and Li (2005) show that for a polyhedral mixed integer set defined by a constraint system Ax >= b, where x is n-dimensional, along with integrality restrictions on some of the variables, any split cut is in fact a split cut for a “basic relaxation”, i.e., one defined by a subset of linearly … Read more
An Exact Penalty Global Optimization Approach for Mixed-Integer Programming Problems
In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily de ne an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed integer problems. CitationDIS Technical Report n. 17, 2010.ArticleDownload … Read more
Integer-empty polytopes in the 0/1-cube with maximal Gomory-Chvátal rank
We provide a complete characterization of all polytopes P ⊆ [0,1]^n with empty integer hull whose Gomory-Chvátal rank is n (and, therefore, maximal). In particular, we show that the first Gomory- Chvátal closure of all these polytopes is identical. ArticleDownload View PDF