Let $G=(V,E)$ be a simple graph on $n$ nodes. We show how to construct a partial subgraph $D$ of the line graph of $G$ satisfying the identity: $\overline \chi(G)+\alpha(D)=n$, where $\overline \chi(G)$ denotes the minimum number of cliques in a clique partition of $G$ and $\alpha(D)$ denotes the maximum size of a stable set of … Read more
In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives. The underlying algorithm is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the optional search … Read more
We examine the problem of approximating a positive, semidefinite matrix $\Sigma$ by a dyad $xx^T$, with a penalty on the cardinality of the vector $x$. This problem arises in sparse principal component analysis, where a decomposition of $\Sigma$ involving sparse factors is sought. We express this hard, combinatorial problem as a maximum eigenvalue problem, in … Read more
In this paper we present a centralized model for managing, at the same time, the dayahead energy market and the reserve market in order to price through the market, beside energy, the overall cost of reliability and to assure that the power grid survives the failure of any single components, so to avoid extended blackouts. … Read more
We introduce a novel global optimization method called Continuous GRASP (C-GRASP) which extends Feo and Resende’s greedy randomized adaptive search procedure (GRASP) from the domain of discrete optimization to that of continuous global optimization. This stochastic local search method is simple to implement, is widely applicable, and does not make use of derivative information, thus … Read more
In this paper we consider a well known class of valid inequalities for the p-median and the uncapacitated facility location polytopes, the odd cycle inequalities. It is known that their separation problem is polynomially solvable. We give a new polynomial separation algorithm based on a reduction from the original graph. Then, we define a nontrivial … Read more
We further study the effect of odd cycle inequalities in the description of the polytopes associated with the p-median and uncapacitated facility location problems. We show that the obvious integer linear programming formulation together with the odd cycle inequalities completely describe these polytopes for the class of restricted Y-graphs. This extends our results for the … Read more
This paper addresses the general single-machine earliness-tardiness problem with distinct release dates, due dates, and unit costs. The aim of this research is to obtain an exact nonpreemptive solution in which machine idle time is allowed. In a hybrid approach, we formulate and then solve the problem using dynamic programming (DP) while incorporating techniques from … Read more
Placing $N$ non-overlapping circles in a smallest container is a well known, widely studied problem that can be easily formulated as a mathematical programming model. Solving this problem is notoriously extremely hard. Recently a public contest has been held for finding putative optimal solutions to a special case in circle packing. The contest saw the … Read more
Chance-constrained programming is a relevant model for many concrete problems. However, it is known to be very hard to tackle directly. In this paper, the chance-constrained knapsack problem (CKP) is addressed. Relying on the recent advances in robust optimization, a tractable combinatorial algorithm is proposed to solve CKP. It always provides feasible solutions for CKP. … Read more