The abscissa mapping on the affine variety $M_n$ of monic polynomials of degree $n$ is the mapping that takes a monic polynomial to the maximum of the real parts of its roots. This mapping plays a central role in the stability theory of matrices and dynamical systems. It is well known that the abscissa mapping … Read more
The purpose of this paper is to introduce a new test problem collection for stochastic linear programming that the authors have recently begun to assemble. While there are existing stochastic programming test problem collections, our new collection has three features that distinguish it from existing collections. First, our collection is web-based with free public access, … Read more
We consider the problem of minimizing over an affine set of square matrices the maximum of the real parts of the eigenvalues. Such problems are prototypical in robust control and stability analysis. Under nondegeneracy conditions, we show that the multiplicities of the active eigenvalues at a critical matrix remain unchanged under small perturbations of the … Read more
Given an affine subspace of square matrices, we consider the problem of minimizing the spectral abscissa (the largest real part of an eigenvalue). We give an example whose optimal solution has Jordan form consisting of a single Jordan block, and we show, using nonlipschitz variational analysis, that this behaviour persists under arbitrary small perturbations to … Read more
Many interesting real functions on Euclidean space are differentiable almost everywhere. All Lipschitz functions have this property, but so, for example, does the spectral abscissa of a matrix (a non-Lipschitz function). In practice, the gradient is often easy to compute. We investigate to what extent we can approximate the Clarke subdifferential of such a function … Read more
Consider the affine matrix family $A(x) = A_0 + \sum_{k=1}^m x_k A_k$, mapping a design vector $x\in\Rl^m$ into the space of $n \times n$ real matrices. Consider the affine matrix family $A(x) = A_0 + \sum_{k=1}^m x_k A_k$, mapping a design vector $x\in\Rl^m$ into the space of $n \times n$ real matrices. We are interested … Read more
We propose a new relaxation scheme for the MAX-CUT problem using second-order cone programming. We construct relaxation problems to reflect the structure of the original graph. Numerical experiments show that our relaxation approaches give better bounds than those based on the spectral decomposition proposed by Kim and Kojima, and that the efficiency of the branch-and-bound … Read more
In this paper we present several new results on minimizing an indefinite quadratic function under quadratic/linear constraints. The emphasis is placed on the case where the constraints are two quadratic inequalities. This formulation is known as {\em the extended trust region subproblem}\/ and the computational complexity of this problem is still unknown. We consider several … Read more
This paper analyzes the introduction of multiple central cuts in a conic formulation of the analytic center cutting plane method (in short ACCPM). This work extends earlier work on the homogeneous ACCPM, and parallels the analysis of the multiple cut process in the standard ACCPM. The main issue is the calculation of a direction that … Read more
We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs. CitationNumerical Analysis Report NA/200, Department of Mathematics, University … Read more