Primal–dual interior point methods and the HKM method in particular have been implemented in a number of software packages for semidefinite programming. These methods have performed well in practice on small to medium sized SDP’s. However, primal–dual codes have had some trouble in solving larger problems because of the method’s storage requirements. In this paper … Read more
Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) entities interacting locally with their environment cause coherent functional global patterns to emerge. SI provides a basis with wich it is possible to explore collective (or distributed) problem solving without centralized control or the provision of a global model. In … Read more
We propose a simple and sufficiently fast separation procedure to identify cover inequalities for the multidimensional knapsack problem. It is based on the solution of a conventional integer programming model. Solving this kind of integer programs are usually considered expensive and the proposed method may have been overlooked because of this assumption. The results of … Read more
This note, attempts to further Pan’s second-order quasi-Newton methods(\cite{panqn}). To complement the numerical implementation, the linear convergence of a rank-one second-order update and the least change property are presented. Citation1,Department of Mathematics, Southeast University, Nanjing, 210096, P.R.China.
We study four measures of problem instance behavior that might account for the observed differences in interior-point method (IPM) iterations when these methods are used to solve semidefinite programming (SDP) problem instances: (i) an aggregate geometry measure related to the primal and dual feasible regions (aspect ratios) and norms of the optimal solutions, (ii) the … Read more
Employing the variational approach having the two-body reduced density matrix (RDM) as variables to compute the ground state energies of atomic-molecular systems has been a long time dream in electronic structure theory in chemical physics/physical chemistry. Realization of the RDM approach has benefited greatly from recent developments in semidefinite programming (SDP). We present the actual … Read more
We investigate a network design problem under traffic uncertainty which arises when provisioning Virtual Private Networks (VPNs): given a set of terminals that must communicate with one another, and a set of possible traffic matrices, sufficient capacity has to be reserved on the links of the large underlying public network so as to support all … Read more
We describe a two-stage robust optimization approach for solving network flow and design problems with demand uncertainty. We give an explicit characterization of the first-stage decisions and prove that the corresponding separation problem is NP-hard even for a network flow problem on a bipartite graph. We show, however, that if the second-stage network topology is … Read more
In this paper we study the behavior of Convex Quadratic Optimization problems when variation occurs simultaneously in the right-hand side vector of the constraints and in the coefficient vector of the linear term in the objective function. It is proven that the optimal value function is piecewise-quadratic. The concepts of transition point and invariancy interval … Read more
We formulate an optimal control problem of magnetization in a ferromagnet as a mathematical program with evolutionary equilibrium constraints. The evolutionary nature of the equilibrium is due to the hysteresis behavior of the respective magnetization process. To solve the problem numerically, we adapted the implicit programming technique. The adjoint equations, needed to compute the subgradients … Read more