A Framework for Kernel Regularization with Applications to Protein Clustering

We develop and apply a novel framework which is designed to extract information in the form of a positive definite kernel matrix from possibly crude, noisy, incomplete, inconsistent dissimilarity information between pairs of objects, obtainable in a variety of contexts. Any positive definite kernel defines a consistent set of distances, and the fitted kernel provides … Read more

Compact linearization for bilinear mixed-integer problems

We present a compact linearization for a broad class of bilinear 0-1 mixed-integer problems subject to assignment constraints. We apply the linearization to three classes of problems: quadratic assignment, multiprocessor scheduling with communication delays, and graph partitioning, and show that it yields faster solution times. CitationDEI, Politecnico di Milano, Working paper, April 2005.ArticleDownload View PDF

A Lagrangean Relaxation and Decomposition Algorithm for the Video Placement and Routing Problem

Video on Demand (VoD) is a technology used to provide a number of programs to a number of users on request. In developing a VoD system, a fundamental problem is load balancing, which is further characterized by optimally placing videos to a number of predefined servers and routing the user program requests to available resources. … Read more

Network Design Arc Set with Variable Upper Bounds

In this paper we study the network design arc set with variable upper bounds. This set appears as a common substructure of many network design problems and is a relaxation of several fundamental mixed-integer sets studied earlier independently. In particular, the splittable flow arc set, the unsplittable flow arc set, the single node fixed-charge flow … Read more

Integer-Programming Software Systems

Recent developments in integer-programming software systems have tremendously improved our ability to solve large-scale instances. We review the major algorithmic components of state-of-the-art solvers and discuss the options available to users to adjust the behavior of these solvers when default settings do not achieve the desired performance level. Furthermore, we highlight advances towards integrated modeling … Read more

Preemptive scheduling with position costs

This paper is devoted to basic scheduling problems in which the scheduling cost of a job is not a function of its completion time. Instead, the cost is derived from the integration of a cost function over the time intervals on which the job is processed. This criterion is specially meaningful when job preemption is … Read more

The value of multi-stage stochastic programming in capacity planning under uncertainty

This paper addresses a general class of capacity planning problems under uncertainty, which arises, for example, in semiconductor tool purchase planning. Using a scenario tree to model the evolution of the uncertainties, we develop a multi-stage stochastic integer programming formulation for the problem. In contrast to earlier two-stage approaches, the multi-stage model allows for revision … Read more

Generalization of the primal and dual affine scaling algorithms

We obtain a class of primal ane scaling algorithms which generalize some known algorithms. This class, depending on a r-parameter, is constructed through a family of metrics generated by ��r power, r  1, of the diagonal iterate vector matrix. We prove the so-called weak convergence of the primal class for nondegenerate linearly constrained convex … Read more