Scheduling a sequence of tasks – in the acceptation of finding the execution times – is not a trivial problem when the optimization criterion is irregular as for instance in earliness-tardiness problems. This paper presents an efficient Dynamic Programming algorithm to solve the problem with general cost functions depending on the end time of the … Read more
We investigate the polyhedral structure of an integer program with a single functional constraint: the integer capacity-cover polyhedron. Such constraints arise in telecommunications planning and facility location applications, and feature the use of general integer (rather than just binary) variables. We derive a large class of facet-defining inequalities by using an augmenting technique that builds … Read more
This thesis is about mathematical optimization. Mathematical optimization involves the construction of methods to solve optimization problems, which can arise from real-life problems in applied science, when they are mathematically modeled. Examples come from electrical design, engineering, control theory, telecommunication, environment, finance, and logistics. This thesis deals especially with semidefinite optimization problems. Semidefinite programming is … Read more
Bound-constrained global optimization helps answer many practical questions in chemistry, molecular biology, economics. Most of algorithms for solution of global optimization problems are a combination of interval methods and exhuastive search. The efficiency of such algorithms is characterized by their ability to detect and eliminate sub-optimal feasible regions. This ability is increased by availability of … Read more
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 its worst-case complexity is similar, it can be significantly faster in practice: speedups of … Read more
This paper presents a hybrid genetic algorithm for the Job Shop Scheduling problem. The chromosome representation of the problem is based on random keys. The schedules are constructed using a priority rule in which the priorities are defined by the genetic algorithm. Schedules are constructed using a procedure that generates parameterized active schedules. After a … Read more
This paper attempts to extend the notion of duality for convex cones, by basing it on a pre-described conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the {\em nonnegativity}\/ of the inner-product is replaced by a pre-specified conic ordering, defined by … Read more
We propose the elastic string algorithm for computing mountain passes in finite-dimensional problems. We analyze the convergence properties and numerical performance of this algorithm for benchmark problems in chemistry and discretizations of infinite-dimensional variational problems. We show that any limit point of the elastic string algorithm is a path that crosses a critical point at … Read more
Given a real function on a Euclidean space, we consider its “robust regularization”: the value of this new function at any given point is the maximum value of the original function in a fixed neighbourhood of the point in question. This construction allows us to impose constraints in an optimization problem *robustly*, safeguarding a constraint … Read more
Given N customers and a set F of M potential facilities, the P-median problem consists in finding a subset of F with P facilities such that the cost of serving all customers is minimized. This is a well-known NP-complete problem with important applications in location science and classification (clustering). We present here a GRASP (Greedy … Read more