We present a new implementation of a widely used swap-based local search procedure for the P-median problem, proposed in 1968 by Teitz and Bart. Our method produces the same output as the best alternatives described in the literature and, even though it does not have a better worst-case complexity, it can be significantly faster in … Read more
We show that the block-structured distance to non-surjectivity of a set-valued sublinear mapping equals the reciprocal of a suitable block-structured norm of its inverse. This gives a natural generalization of the classical Eckart and Young identity for square invertible matrices. Citation Mathematical Programming 103 (2005) pp. 561–573.
In a previous work, we proposed a new integer programming formulation for the graph coloring problem which, to a certain extent, avoids symmetry. We studied the facet structure of the 0/1-polytope associated with it. Based on these theoretical results, we present now a Branch-and-Cut algorithm for the graph coloring problem. Our computational experiences compare favorably … Read more
A well-known extension of the Travelling Salesman Problem (TSP) is the Selective TSP (STSP): Each node has an associated profit and instead of visiting all nodes, the most profitable set of nodes, taking into account the tour cost, is visited. The Quadratic STSP (QSTSP) adds the additional complication that each pair of nodes have an … Read more
We study the limiting properties of the affine-scaling directions for linear programming problems. The worst-case angle between the affine-scaling directions and the objective function vector provides an interesting measure that has been very helpful in convergence analyses and in understanding the behaviour of various interior-point algorithms. We establish new relations between this measure and some … Read more
Semidefinite Programming (SDP) has recently turned out to be a very powerful tool for approximating some NP-hard problems. The nature of the Quadratic Assignment Problem suggests SDP as a way to derive tractable relaxation. We recall some SDP relaxations of QAP and solve them approximately using the Bundle Method. The computational results demonstrate the efficiency … Read more
Issues of implementation of a library for parallel interior-point methods for quadratic programming are addressed. The solver can easily exploit any special structure of the underlying optimization problem. In particular, it allows a nested embedding of structures and by this means very complicated real-life optimization problems can be modeled. The efficiency of the solver is … Read more
Classical facility location models like the P-median problem (PMP) and the uncapacitated fixed-charge location problem (UFLP) implicitly assume that once constructed, the facilities chosen will always operate as planned. In reality, however, facilities “fail” from time to time due to poor weather, labor actions, changes of ownership, or other factors. Such failures may lead to … Read more
The problem of finding singularities of monotone vectors fields on Hadamard manifolds will be considered and solved by extending the well-known proximal point algorithm. For monotone vector fields the algorithm will generate a well defined sequence, and for monotone vector fields with singularities it will converge to a singularity. It will be also shown how … Read more
In this paper we discuss the generation of strong valid inequalities for (mixed) integer knapsack sets based on lifting of valid inequalities for basic knapsack sets with two integer variables (and one continuous variable). The description of the basic polyhedra can be made in polynomial time. We use superadditive valid functions in order to obtain … Read more