We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming problems. For doing this we extend in an abstract setting the notion of optimal partition. Then we state a characterization of strong regularity in terms of second order optimality conditions. CitationResearch Report 5293 (August 2004), … Read more
We observe a curious property of dual versus primal-dual path-following interior-point methods when applied to unbounded linear or conic programming problems in dual form. While primal-dual methods can be viewed as implicitly following a central path to detect primal infeasibility and dual unboundedness, dual methods are implicitly moving {\em away} from the analytic center of … Read more
Internet protocol (IP) traffic follows rules established by routing protocols. Shortest path based protocols, such as Open Shortest Path First (OSPF), direct traffic based on arc weights assigned by the network operator. Each router computes shortest paths and creates destination tables used for routing flow on the shortest paths. If a router has multiple outgoing … Read more
A traffic matrix $D^1$ dominates a traffic matrix $D^2$ if $D^2$ can be routed on every (capacitated) network where $D^1$ can be routed. We prove that $D^1$ dominates $D^2$ if and only if $D^1$, considered as a capacity vector, supports $D^2$. We show several generalizations of this result. CitationCentro Vito Volterra, Universita’ di Roma Tor … Read more
The Prize-Collecting Steiner Problem (PCSP) is a generalization of the classical Steiner Problem in Graphs (SPG) where instead of terminal vertices that must be necessarily connected, one have profits associated to the vertices that must be balanced against the connection costs. This problem is gaining much attention in the last years due to its practical … Read more
In this paper we study the approximation algorithms for a class of discrete quadratic optimization problems in the Hermitian complex form. A special case of the problem that we study corresponds to the max-3-cut model used in a recent paper of Goemans and Williamson. We first develop a closed-form formula to compute the probability of … Read more
In this article, we propose a Greedy Randomized Adaptive Search Procedure (GRASP) to generate a good approximation of the efficient or Pareto optimal set of a multi-objective combinatorial optimization problem. The algorithm is applied for the 0/1 knapsack problem with r objective functions. This problem is formulated as r classic 0/1 knapsack problems. n items, … Read more
Level of Repair Analysis (LORA) is a prescribed procedure for defence logistics support planning. For a complex engineering system containing perhaps thousands of assemblies, sub-assemblies, components, etc. organized into several levels of indenture and with a number of possible repair decisions, LORA seeks to determine an optimal provision of repair and maintenance facilities to minimize … Read more
We adapt a method due to Nesterov so as to obtain an algorithm for solving block-angular fractional packing or covering problems to relative tolerance epsilon, while using a number of iterations that grows polynomially in the size of the problem and whose dependency on epsilon is proportional to 1/epsilon. CitationCORC report TR-2004-09, Computational Optimization Research … Read more
We show that for any fixed rank, the closure of a set covering problem (and related problems) can be approximated in polynomial time — we can epsilon-approximate any linear program over the closure in polynomial time. CitationCORC report TR-2003-01, Computational Optimization Research Center, Columbia UniversityArticleDownload View PDF