The Core of Network Problems with Quotas
This paper proves the existence of non-empty cores for directed network and two-sided network problems with quotas. ArticleDownload View PDF
Newton-KKT Interior-Point Methods for Indefinite Quadratic Programming
Two interior-point algorithms are proposed and analyzed, for the (local) solution of (possibly) indefinite quadratic programming problems. They are of the Newton-KKT variety in that (much like in the case of primal-dual algorithms for linear programming) search directions for the `primal´ variables and the Karush-Kuhn-Tucker (KKT) multiplier estimates are components of the Newton (or quasi-Newton) … Read more
A shifted Steihaug-Toint method for computing a trust-region step.
Trust-region methods are very convenient in connection with the Newton method for unconstrained optimization. The More-Sorensen direct method and the Steihaug-Toint iterative method are most commonly used for solving trust-region subproblems. We propose a method which combines both of these approaches. Using the small-size Lanczos matrix, we apply the More-Sorensen method to a small-size trust-region … Read more
Nonlinear-Programming Reformulation of the Order-Value Optimization problem
Order-value optimization (OVO) is a generalization of the minimax problem motivated by decision-making problems under uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent mathematical programming problem with equilibrium constraints is deduced. The relation between OVO and this nonlinear-programming reformulation is studied. Particular attention is given to … Read more
Semi-Lagrangian relaxation
Lagrangian relaxation is commonly used in combinatorial optimization to generate lower bounds for a minimization problem. We propose a modified Lagrangian relaxation which used in (linear) combinatorial optimization with equality constraints generates an optimal integer solution. We call this new concept semi-Lagrangian relaxation and illustrate its practical value by solving large-scale instances of the p-median … Read more
Constrained Global Optimization with Radial Basis Functions
Response surface methods show promising results for global optimization of costly non convex objective functions, i.e. the problem of finding the global minimum when there are several local minima and each function value takes considerable CPU time to compute. Such problems often arise in industrial and financial applications, where a function value could be a … Read more
Augmented Lagrangian methods under the Constant Positive Linear Dependence constraint qualification
Two Augmented Lagrangian algorithms for solving KKT systems are introduced. The algorithms differ in the way in which penalty parameters are updated. Possibly infeasible accumulation points are characterized. It is proved that feasible limit points that satisfy the Constant Positive Linear Dependence constraint qualification are KKT solutions. Boundedness of the penalty parameters is proved under … Read more
Perturbation analysis of second order programming problems
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
Dual versus primal-dual interior-point methods for linear and conic programming
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
Survivable IP network design with OSPF routing
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