This paper presents a genetic algorithm for the Resource Constrained Multi-Project Scheduling Problem (RCMPSP). The chromosome representation of the problem is based on random keys. The schedules are constructed using a heuristic that builds parameterized active schedules based on priorities, delay times, and release dates defined by the genetic algorithm. The approach is tested on … Read more
We study a sequential algorithm for finding the projection of a given point onto the common fixed points set of a semigroup of nonexpansive operators in Hilbert space. The convergence of such an algorithm was previously established only for finitely many nonexpansive operators. Algorithms of this kind have been applied to the best approximation and … Read more
Oracle Based Optimization (OBO) conveniently designates an approach to handle a class of convex optimization problems in which the information pertaining to the function to be minimized and/or to the feasible set takes the form of a linear outer approximation revealed by an oracle. We show, through three representative examples, how difficult problems can be … Read more
This paper addresses the parallel machine scheduling problem in which the jobs have distinct due dates with earliness and tardiness costs. New lower bounds are proposed for the problem, they can be classed into two families. First, two assignment-based lower bounds for the one-machine problem are generalized for the parallel machine case. Second, a time-indexed … Read more
We illustrate the usefulness of Jordan-algebraic technique for nonconvex optimization by considering a potential-reduction algorithm for a nonconvex quadratic function over the domain obtained as the intersection of a symmetric cone with an affine subspace CitationPreprint, September,2004ArticleDownload View PDF
The global convergence properties of a class of penalty methods for nonlinear programming are analyzed. These methods include successive linear programming approaches, and more specifically, the successive linear-quadratic programming approach presented by Byrd, Gould, Nocedal and Waltz (Math. Programming 100(1):27–48, 2004). Every iteration requires the solution of two trust-region subproblems involving piecewise linear and quadratic … Read more
The second-order cone programming problem is reformulated into several new systems of nonlinear equations. Assume the perturbation of the data is in a certain neighborhood of zero. Then starting from a solution to the old problem, the semismooth Newton’s iterates converge Q-quadratically to a solution of the perturbed problem. The algorithm is globalized. Numerical examples … Read more
Based on the Q method for SDP, we develop the Q method for SOCP. A modified Q method is also introduced. Properties of the algorithms are discussed. Convergence proofs are given. Finally, we present numerical results. CitationAdvOl-Report#2004/15 McMaster University, Advanced Optimization LaboratoryArticleDownload View PDF
We extend the Q method to the symmetric cone programming. An infeasible interior point algorithm and a Newton-type algorithm are given. We give convergence results of the interior point algorithm and prove that the Newton-type algorithm is good for CitationAdvOl-Report#2004/18 McMaster University, Advanced Optimization Laboratory Hamilton, Ontario, Canada October 2004ArticleDownload View PDF
There is a natural norm associated with a starting point of the homogeneous self-dual (HSD) embedding model for conic convex optimization. In this norm two measures of the HSD model’s behavior are precisely controlled independent of the problem instance: (i) the sizes of epsilon-optimal solutions, and (ii) the maximum distance of epsilon-optimal solutions to the … Read more