An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs

We consider the interior-point approach to sensitivity analysis in linear programming (LP) developed by the authors. We investigate the quality of the interior-point bounds under degeneracy. In the case of a special degeneracy, we show that these bounds have the same nice relationship with the optimal partition bounds as in the nondegenerate case. We prove … Read more

Non Convergence Result for Conformal Approximation ofVariational Problems Subject to a Convexity Constraint

In this article, we are interested in the minimization of functionals in the set of convex functions. We investigate the discretization of the convexity through various numerical methods and find a geometrical obstruction confirmed by numerical simulations. We prove that there exist some convex functions that cannot be the limit of any conformal $P_1$ Finite … Read more

Optimal Control of Distributed Proceses using Reduced Order Models

The open loop optimal control (dynamic optimization) of distributed parameter systems is considered here. These problems are usually solved by the Control Vector Parameterization (CVP) approach, which transforms the original dynamic optimization method into an outer nonlinear programming problem, which requires the solution of an inner initial value problem (IVP). The solution of this IVP … Read more

Reducing the number of AD passes for computing a sparse Jacobian matrix

A reduction in the computational work is possible if we do not require that the nonzeros of a Jacobian matrix be determined directly. If a column or row partition is available, the proposed substitution technique can be used to reduce the number of groups in the partition further. In this chapter, we present a substitution … Read more

Newton Algorithms for Large-Scale Strictly Convex Separable Network Optimization

In this work we summarize the basic elements of primal and dual Newton algorithms for network optimization with continuously differentiable (strictly) convex arc cost functions. Both the basic mathematics and implementation are discussed, and hints to important tuning details are made. The exposition assumes that the reader posseses a significant level of prior knowledge in … Read more

GRASP: An annotated bibliography

A greedy randomized adaptive search procedure (GRASP) is a metaheuristic for combinatorial optimization. It is a multi-start or iterative process, in which each {GRASP} iteration consists of two phases, a construction phase, in which a feasible solution is produced, and a local search phase, in which a local optimum in the neighborhood of the constructed … Read more

Generalized Goal Programming: Polynomial Methods and Applications

In this paper we address a general Goal Programming problem with linear objectives, convex constraints, and an arbitrary componentwise nondecreasing norm to aggregate deviations with respect to targets. In particular, classical Linear Goal Programming problems, as well as several models in Location and Regression Analysis are modeled within this framework. In spite of its generality, … Read more

Re-Optimization of Signaling Transfer Points

In this paper we describe the results of a computational study towards the (re)optimization of signaling transfer points (STPs) in telecommunication networks. The best performance of an STP is achieved whenever the traffic load is evenly distributed among the internal components. Due to the continuously changing traffic pattern, the load of the components has to … Read more

Frequency Planning and Ramifications of Coloring

This paper surveys frequency assignment problems coming up in planning wireless communication services. It particularly focuses on cellular mobile phone systems such as GSM, a technology that revolutionizes communication. Traditional vertex coloring provides a conceptual framework for the mathematical modeling of many frequency planning problems. This basic form, however, needs various extensions to cover technical … Read more

Two properties of condition numbers for convex programs via implicitly defined barrier functions

We study two issues on condition numbers for convex programs: one has to do with the growth of the condition numbers of the linear equations arising in interior-point algorithms; the other deals with solving conic systems and estimating their distance to infeasibility. These two issues share a common ground: the key tool for their development … Read more