This paper presents the results of the application of a non-differentiable optimization method in connection with the Vehicle Routing Problem with Time Windows (VRPTW). The VRPTW is an extension of the Vehicle Routing Problem. In the VRPTW the service at each customer must start within an associated time window. The Shortest Path decomposition of the … Read more
It is known that a nonlinear complementarity problem (NCP) can be reformulated as a semismooth system of nonlinear equations by using a so called NCP-function. Global Newton-type methods for solving NCP via semismooth reformulation need to use a merit function, which is usually required to be continuously differentiable. In this paper we present a global … Read more
In the job shop scheduling problem (JSP), a finite set of jobs is processed on a finite set of machines. Each job is required to complete a set of operations in a fixed order. Each operation is processed on a specific machine for a fixed duration. A machine can process no more than one job … Read more
We revise the Volume Algorithm (VA) for linear programming and relate it to bundle methods. When first introduced, VA was presented as a subgradient-like method for solving the original problem in its dual form. In a way similar to the serious/null steps philosophy of bundle methods, VA produces green, yellow or red steps. In order … Read more
SeDuMi 1.05 is an add-on for MATLAB, which lets you solve optimization problems with linear, quadratic and semidefiniteness constraints. It is possible to have complex valued data and variables in SeDuMi. Moreover, large scale optimization problems are solved efficiently, by exploiting sparsity. This paper describes how to work with this toolbox. CitationOptimization Methods and Software … Read more
The $p$-Center problem consists in locating $p$ facilities among a set of $M$ possible locations and assigning $N$ clients to them in order to minimize the maximum distance between a client and the facility to which he is allocated. We present a new integer linear programming formulation for this Min-Max problem with a polynomial number … Read more
In this paper we present a filter algorithm for nonlinear programming and prove its global convergence to stationary points. Each iteration is composed of a restoration phase, which reduces a measure of infeasibility, and an optimality phase, which reduces the objective function in a tangential approximation of the feasible set. These two phases are totally … Read more
The recent spectral bundle method allows to compute, within reasonable time, approximate dual solutions of large scale semidefinite quadratic 0-1 programming relaxations. We show that it also generates a sequence of primal approximations that converge to a primal optimal solution. Separating with respect to these approximations gives rise to a cutting plane algorithm that converges … Read more
The classical non-linear mixed integer formulation of the transmission network expansion problem cannot guarantee finding the optimal solution due to its non-convex nature. We propose an alternative mixed integer linear disjunctive formulation, which has better conditioning properties than the standard disjunctive model. The mixed integer program is solved by a commercial Branch and Bound code, … Read more
In this paper we study practical solution methods for finding the maximum-volume ellipsoid inscribing a given full-dimensional polytope in $\Re^n$ defined by a finite set of linear inequalities. Our goal is to design a general-purpose algorithmic framework that is reliable and efficient in practice. To evaluate the merit of a practical algorithm, we consider two … Read more