Semidefinite code bounds based on quadruple distances

Let A(n, d) be the maximum number of 0, 1 words of length n, any two having Hamming distance at least d. We prove A(20, 8) = 256, which implies that the quadruply shortened Golay code is optimal. Moreover, we show A(18, 6) ≤ 673, A(19, 6) ≤ 1237, A(20, 6) ≤ 2279, A(23, 6) … Read more

Solving the quadratic assignment problem by means of general purpose mixed integer linear programming solvers

The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearization are tight, but hardly exploited within a reasonable computing time because of their size. On the other hand, Kaufman and Broeckx formulation [1] is … Read more

Fast population game dynamics for dominant sets and other quadratic optimization problems

We propose a fast population game dynamics, motivated by the analogy with infection and immunization processes within a population of “players,” for finding dominant sets, a powerful graph-theoretical notion of a cluster. Each step of the proposed dynamics is shown to have a linear time/space complexity and we show that, under the assumption of symmetric … Read more

Separation and Relaxation for cones of quadratic forms

Let P be a pointed, polyhedral cone in R_n. In this paper, we study the cone C = cone{xx^T: x \in P} of quadratic forms. Understanding the structure of C is important for globally solving NP-hard quadratic programs over P. We establish key characteristics of C and construct a separation algorithm for C provided one … Read more

On mixed integer reformulations of monotonic probabilistic programming problems with discrete distributions

The paper studies large scale mixed integer reformulation approach to stochastic programming problems containing probability and quantile functions, under assumption of discreteness of the probability distribution involved. Jointly with general sample approximation technique and contemporary mixed integer programming solvers the approach gives a regular framework to solution of practical probabilistic programming problems. In the literature … Read more

Aircraft landing problems with aircraft classes

This paper focuses on the aircraft landing problem that is to assign landing times to aircraft approaching the airport under consideration. Each aircraft’s landing time must be in a time interval encompassing a target landing time. If the actual landing time deviates from the target landing time additional costs occur which depend on the amount … Read more

L1 Minimization via Randomized First Order Algorithms

In this paper we propose randomized first-order algorithms for solving bilinear saddle points problems. Our developments are motivated by the need for sublinear time algorithms to solve large-scale parametric bilinear saddle point problems where cheap online assessment of solution quality is crucial. We present the theoretical efficiency estimates of our algorithms and discuss a number … Read more

The BOBYQA algorithm for bound constrained optimization without derivatives

BOBYQA is an iterative algorithm for finding the minimum of a function F(x) subject to lower and upper bounds on the variables, F(x) being specified by a “black box” that returns the value F(x) for any feasible x. Each iteration employs a quadratic approximation Q to F that satisfies Q(y_j) = F(y_j), j=1,2,…,m, the interpolation … Read more

Information Geometry and Primal-Dual Interior-point Algorithms

In this paper, we study polynomial-time interior-point algorithms in view of information geometry. We introduce an information geometric structure for a conic linear program based on a self-concordant barrier function. Riemannian metric is defined with the Hessian of the barrier function. We introduce two connections $\nabla$ and $\nabla^*$ which roughly corresponds to the primal and … Read more

Truss topology design with integer variables made easy

We propose a new look at the problem of truss topology optimization with integer or binary variables. We show that the problem can be equivalently formulated as an integer \emph{linear} semidefinite optimization problem. This makes its numerical solution much easier, compared to existing approaches. We demonstrate that one can use an off-the-shelf solver with default … Read more