In this paper, we consider the optimal design of a straight pipeline system. Suppose a gas pipeline is to be designed to transport a specified flowrate from the entry point to the gas demand point. Physical and contractual requirements at supply and delivery nodes are known as well as the costs to buy and lay … Read more
This paper addresses a constrained two-dimensional (2D), non-guillotine restricted, packing problem, where a fixed set of small rectangles has to be packed into a larger stock rectangle so as to maximize the value of the rectangles packed. The algorithm we propose hybridizes a novel placement procedure with a genetic algorithm based on random keys. We … Read more
In this work, we establish a parallel between two classes of pricing problems that have attracted the attention of researchers in economics, theoretical computer science and operations research, each community addressing issues from its own vantage point. More precisely, we contrast the problems of pricing a network or a product line, in order to achieve … Read more
The generalized quadratic assignment problem (GQAP) is a generalization of the NP-hard quadratic assignment problem (QAP) that allows multiple facilities to be assigned to a single location as long as the capacity of the location allows. The GQAP has numerous applications, including facility design, scheduling, and network design. In this paper, we propose several GRASP … Read more
Gould and Robinson (NAR 08/18, Oxford University Computing Laboratory, 2008) gave global convergence results for a second-derivative SQP method for minimizing the exact $\ell_1$-merit function for a \emph{fixed} value of the penalty parameter. To establish this result, we used the properties of the so-called Cauchy step, which was itself computed from the so-called predictor step. … Read more
A sequential quadratic programming (SQP) method is presented that aims to overcome some of the drawbacks of contemporary SQP methods. It avoids the difficulties associated with indefinite quadratic programming subproblems by defining this subproblem to be always convex. The novel feature of the approach is the addition of an equality constrained phase that promotes fast … Read more
It has recently been shown (Burer, 2006) that a large class of NP-hard nonconvex quadratic programs (NQPs) can be modeled as so-called completely positive programs (CPPs), i.e., the minimization of a linear function over the convex cone of completely positive matrices subject to linear constraints. Such convex programs are necessarily NP-hard. A basic tractable relaxation … Read more
This paper extends the Log-robust portfolio management approach to the case with short sales, i.e., the case where the manager can sell shares he does not yet own. We model the continuously compounded rates of return, which have been established in the literature as the true drivers of uncertainty, as uncertain parameters belonging to polyhedral … Read more
In this paper we study the optimal control problem of the heat equation by a distributed control over a subset of the domain, in the presence of a state constraint. The latter is integral over the space and has to be satisfied at each time. Using for the first time the technique of alternative optimality … Read more
For the classical minimum spanning tree problem we introduce disjunctive constraints for pairs of edges which can not be both included in the spanning tree at the same time. These constraints are represented by a conflict graph whose vertices correspond to the edges of the original graph. Edges in the conflict graph connect conflicting edges … Read more