This report combines the contributions to INOC 2005 (Wessälly et al., 2005) and DRCN 2005 (Gruber et al., 2005). A new integer linear programming model for the end-to-end survivability concept deman d-wise shared protection (DSP) is presented. DSP is based on the idea that backup capacity is dedicated to a particular demand, but shared within … Read more
The metric polytope m(n) is the polyhedron associated with all semimetrics on n nodes. In 1992 Monique Laurent and Svatopluk Poljak conjectured that every fractional vertex of the metric polytope is adjacent to some integral vertex. The conjecture holds for n
We investigate hierarchies of semidefinite approximations for the chromatic number $\chi(G)$ of a graph $G$. We introduce an operator $\Psi$ mapping any graph parameter $\beta(G)$, nested between the stability number $\alpha(G)$ and $\chi(\bar G)$, to a new graph parameter $\Psi_\beta(G)$, nested between $\omega(G)$ and $\chi(G)$; $\Psi_\beta(G)$ is polynomial time computable if $\beta(G)$ is. As an … Read more
We present a new strategy for choosing primal and dual steplengths in a primal-dual interior-point algorithm for convex quadratic programming. Current implementations often scale steps equally to avoid increases in dual infeasibility between iterations. We propose that this method can be too conservative, while safeguarding an unequally-scaled steplength approach will often require fewer steps toward … Read more
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs. … Read more
We analyze an extension of the classical multi-period, single-item, linear cost inventory problem where the objective function is a coherent risk measure. Properties of coherent risk measures allow us to offer a unifying treatment of risk averse and min-max type formulations. For the single period newsvendor problem, we show that the structure of the optimal … Read more
Given a set of clients and a set of potential sites for facilities, several location problems consist of opening a set of sites and assigning each client to the closest open facility to it. It can be viewed as a variation of the uncapacitated facility location problem. We propose a new formulation of this problem … Read more
This paper brings together a novel information representation model for use in signal processing and computer vision problems, with a particular algorithmic development of the Landweber iterative algorithm. The information representation model allows a representation of multiple values for a variable as well as expression of confidence. Both properties are important for effective computation using … Read more
Let $L_n$ be the $n$-dimensional second order cone. A linear map from $\mathbb R^m$ to $\mathbb R^n$ is called positive if the image of $L_m$ under this map is contained in $L_n$. For any pair $(n,m)$ of dimensions, the set of positive maps forms a convex cone. We construct a linear matrix inequality (LMI) that … Read more
An interior point approach for medium and large nonnegative linear least-squares problems is proposed. Global and locally quadratic convergence is shown even if a degenerate solution is approached. Viable approaches for implementation are discussed and numerical results are provided. CitationTechnical Report 1/2005, Dipartimento di Energetica ‘S. Stecco’, Universita di Firenze, ItaliaArticleDownload View PDF