Using exact penalties to derive a new equation reformulation of KKT systems associated to variational inequalities

  • Thiago A. de André
  • Paulo J. S. Silva
    • Categories Complementarity and Variational Inequalities Tags , , ,

    In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We … Read more

    E-model for Transportation Problem of Linear Stochastic Fractional Programming

  • Vincent Charles
    • Categories Applications - OR and Management Sciences, Stochastic Programming, Transportation Tags , , ,

    This paper deals with the so-called transportation problem of linear stochastic fractional programming, and emphasizes the wide applicability of LSFP. The transportation problem, received this name because many of its applications involve in determining how to optimally transport goods. However, some of its applications (e.g., production scheduling) actually have nothing to do with transportation. The … Read more

    On the Global Solution of Linear Programs with Linear Complementarity Constraints

  • Kristin P. Bennett
  • Jing Hu
  • John E. Mitchell
  • Gautam Kunapuli
  • Jong-Shi Pang
    • Categories Complementarity and Variational Inequalities

    This paper presents a parameter-free integer-programming based algorithm for the global resolution of a linear program with linear complementarity constraints (LPEC). The cornerstone of the algorithm is a minimax integer program formulation that characterizes and provides certificates for the three outcomes—infeasibility, unboundedness, or solvability—of an LPEC. An extreme point/ray generation scheme in the spirit of … Read more

    Optimization of forming load and variables in deep drawing process for automotive cup using Genetic Algorithm

  • Ganesh Kakandikar
  • Vilas Nandedkar
    • Categories Mechanical Engineering Tags , , ,

    Sheet metal forming is a significant manufacturing process for producing a large variety of automotive parts and aerospace parts as well as consumer products. Deep drawing is a compression-tension forming process involving wide spectrum of operations and flow conditions. The result of the process depends on the large number of parameters and their interdependence. With … Read more

    An EP theorem for dual linear complementarity problem

  • Marianna Eisenberg-Nagy
  • Tibor Illés
  • Tamás Terlaky
    • Categories Linear, Cone and Semidefinite Programming Tags , , ,

    The linear complementarity problem (LCP) belongs to the class of NP-complete problems. Therefore we can not expect a polynomial time solution method for LCPs without requiring some special property of the matrix of the problem. We show that the dual LCP can be solved in polynomial time if the matrix is row sufficient, moreover in … Read more

    MIR Closures of Polyhedral Sets

  • Sanjeeb Dash
  • Oktay Gunluk
  • Andrea Lodi
    • Categories Cutting Plane Approaches Tags , ,

    We study the mixed-integer rounding (MIR) closures of polyhedral sets. The MIR closure of a polyhedral set is equal to its split closure and the associated separation problem is NP-hard. We describe a mixed-integer programming (MIP) model with linear constraints and a non-linear objective for separating an arbitrary point from the MIR closure of a … Read more

    Jamming communication networks under complete uncertainty

  • Clayton W. Commander
  • Panos M. Pardalos
  • Valeriy Ryabchenko
  • Oleg Shylo
  • Stan Uryasev
  • Grigoriy Zrazhevsky
    • Categories Global Optimization Applications, Telecommunications

    This paper describes a problem of interdicting/jamming wireless communication networks in uncertain environments. Jamming communication networks is an important problem with many applications, but has received relatively little attention in the literature. Most of the work on network interdiction is focused on preventing jamming and analyzing network vulnerabilities. Here, we consider the case where there … Read more

    One Class Nonsmooth Dyscrete Step Control Problem

  • Shahlar Maharramov
    • Categories Nonsmooth Optimization Tags , , , ,

    In this paper a survey and refinement of its recent results in the discrete optimal control theory are presented. The step control problem depending on a parameter is investigated. No smoothness of the cost function is assumed and new versions of the discrete maximum principle for the step control problem are derived Citationsubmited to the … Read more

    Efficient Formulations for the Multi-Floor Facility Layout Problem with Elevators

  • Marc Goetschalckx
  • Takashi Irohara
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design, Production and Logistics Tags , , , ,

    The block layout problem for a multi-floor facility is an important sub class of the facility layout problem with practical applications when the price of land is high or when a compact building allows for more efficient environmental control. Several alternative formulations for the block layout problem of a multi-floor facility are presented, where the … Read more

    A Lifted Linear Programming Branch-and-Bound Algorithm for Mixed Integer Conic Quadratic Programs

  • Shabbir Ahmed
  • George L. Nemhauser
  • Juan Pablo Vielma
    • Categories (Mixed) Integer Nonlinear Programming

    This paper develops a linear programming based branch-and-bound algorithm for mixed integer conic quadratic programs. The algorithm is based on a higher dimensional or lifted polyhedral relaxation of conic quadratic constraints introduced by Ben-Tal and Nemirovski. The algorithm is different from other linear programming based branch-and-bound algorithms for mixed integer nonlinear programs in that, it … Read more