Stable Sets of Weak Tournaments

The purpose of this paper is to obtain conditions on weak tournaments, which guarantee that every non-empty subset of alternatives admits a stable set. We show that every stable set always contains the core. We also show that there exists a unique stable set for each non-empty subset of alternatives which coincides with its core … Read more

A primal-dual second order cone approximations algorithm for symmetric cone programming

This paper presents the new concept of second-order cone approximations for convex conic programming. Given any open convex cone $K$, a logarithmically homogeneous self-concordant barrier for $K$ and any positive real number $r \le 1$, we associate, with each direction $x \in K$, a second-order cone $\hat K_r(x)$ containing $K$. We show that $K$ is … Read more

Solving Method for a Class of Bilevel Linear Programming based on Genetic Algorithms

The paper studies and designs an genetic algorithm (GA) of the bilevel linear programming problem (BLPP) by constructing the fitness function of the upper-level programming problem based on the definition of the feasible degree. This GA avoids the use of penalty function to deal with the constraints, by changing the randomly generated initial population into … Read more

On counting integral points in a convex rational polytope

Given a convex rational polytope $\Omega(b):=\{x\in\R^n_+\,|\,Ax=b\}$, we consider the function $b\mapsto f(b)$, which counts the nonnegative integral points of $\Omega(b)$. A closed form expression of its $\Z$-transform $z\mapsto \mathcal{F}(z)$ is easily obtained so that $f(b)$ can be computed as the inverse $\Z$-transform of $\mathcal{F}$. We then provide two variants of an inversion algorithm. As a … Read more

A Study of the Lot-Sizing Polytope

The lot-sizing polytope is a fundamental structure contained in many practical production planning problems. Here we study this polytope and identify facet-defining inequalities that cut off all fractional extreme points of its linear programming relaxation, as well as liftings from those facets. We give a polynomial-time combinatorial separation algorithm for the inequalities when capacities are … Read more

On the facets of the mixed-integer knapsack polyhedron

We study the mixed-integer knapsack polyhedron, that is, the convex hull of the mixed-integer set defined by an arbitrary linear inequality and the bounds on the variables. We describe facet-defining inequalities of this polyhedron that can be obtained through sequential lifting of inequalities containing a single integer variable. These inequalities strengthen and/or generalize known inequalities … Read more

A Server for Automated Performance Analysis of Benchmarking Data

As part of Performance World, we describe an automation server (PAVER: http://www.gamsworld.org/performance/paver) to help facilitate reproducible performance analysis of benchmarking data for optimization software. Although PAVER does not solve optimization problems, it automates the task of performance data analysis and visualization, taking into account various performance metrics. These include not only robustness and efficiency, but … Read more

A Null Space Method for Solving System of Equations

We transform the system of nonlinear equations into a nonlinear programming problem, which is solved by null space algorithms. We do not use standard least square approach. We divide the equations into two groups. One group contains the equations that are treated as equality constraints. The square of other equations is regarded as objective function. … Read more

The Use of Java Arrays for Matrix Computations

In the paper it is shown how to utilize the flexibility in native Java arrays for matrix computations. Suitable datastructures for symmetric and sparse matrices are introduced. A disadvantage of the native Java arrays is shown when used as two-dimensional array for dense matrix computation. Numerical results show that the efficiency is not lost using … Read more

Sequential Penalty Quadratic Programming Filter Methods for Nonlinear Programming

Filter approach is recently proposed by Fletcher and Leyffer in 2002 and is attached importance to. In this paper, the filter approach is used in an sequential penalty quadratic programming (S$l$QP) algorithm which is similar to that of Yuan’s. In every trial step, the step length is controlled by a trust region radius. If the … Read more