On a class of nonsmooth composite functions

We discuss in this paper a class of nonsmooth functions which can be represented, in a neighborhood of a considered point, as a composition of a positively homogeneous convex function and a smooth mapping which maps the considered point into the null vector. We argue that this is a sufficiently rich class of functions and … Read more

Lower bound for the number of iterations in semidefinite hierarchies for the cut polytope

Hierarchies of semidefinite relaxations for $0/1$ polytopes have been constructed by Lasserre (2001a) and by Lov\’asz and Schrijver (1991), permitting to find the cut polytope of a graph on $n$ nodes in $n$ steps. We show that $\left\lceil {n\over 2} \right\rceil$ iterations are needed for finding the cut polytope of the complete graph $K_n$. Citation … Read more

On graphs with stability number equal to the optimal value of a convex quadratic program

Since the Motzkin-Straus result on the clique number of graphs, published in 1965, where they show that the size of the largest clique in a graph can be obtained by solving a quadratic programming problem, several results on the continuous approach to the determination of the clique number of a graph or, equivalently, to the … Read more

On differentiability of symmetric matrix valued functions

With every real valued function, of a real argument, can be associated a matrix function mapping a linear space of symmetric matrices into itself. In this paper we study directional differentiability properties of such matrix functions associated with directionally differentiable real valued functions. In particular, we show that matrix valued functions inherit semismooth properties of … Read more

Two-connected networks with rings of bounded cardinality

We study the problem of designing at minimum cost a two-connected network such that each edge belongs to a cycle using at most K edges. This problem is a particular case of the two-connected networks with bounded meshes problem studied by Fortz, LabbĂ© and Maffioli. In this paper, we compute a lower bound on the … Read more

Randomized heuristics for the MAX-CUT problem

Given an undirected graph with edge weights, the MAX-CUT problem consists in finding a partition of the nodes into two subsets, such that the sum of the weights of the edges having endpoints in different subsets is maximized. It is a well-known NP-hard problem with applications in several fields, including VLSI design and statistical physics. … Read more

A new exact penalty function

For constrained smooth or nonsmooth optimization problems, new continuously differentiable penalty functions are derived. They are proved exact in the sense that under some nondegeneracy assumption, local optimizers of a nonlinear program are precisely the optimizers of the associated penalty function. This is achieved by augmenting the dimension of the program by a variable that … Read more

Model Problems for the Multigrid Optimization of Systems Governed by Differential Equations

We present a multigrid approach to the optimization of systems governed by differential equations. Such optimization problems have many applications, and are a broader class of problems than systems of equations. Using several model problems we give evidence (both theoretical and numerical) that a multigrid approach can often be successful in the setting of optimization. … Read more

Safe bounds in linear and mixed-integer programming

Current mixed-integer linear programming solvers are based on linear programming routines that use floating point arithmetic. Occasionally, this leads to wrong solutions, even for problems where all coefficients and all solution components are small integers. It is shown how, using directed rounding and interval arithmetic, cheap pre- and postprocessing of the linear programs arising in … Read more

Fractional Packing of T-joins

Given a graph with nonnegative capacities on its edges, it is well known that the weight of a minimum T-cut is equal to the value of a maximum packing of T-joins. Padberg-Rao’s algorithm finds a minimum weight T-cut but it does not produce a T-join packing, we present a polynomial combinatorial algorithm for finding an … Read more