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Effective Solution Algorithms for Bulk-Robust Optimization Problems

  • Christoph Buchheim
  • Enrico Malaguti
  • Michele Monaci
  • Paolo Paronuzzi
  • Pia Schreynemackers
    • Categories 0-1 Programming, Network Optimization, Robust Optimization Tags , , , ,

    Bulk-robust optimization is a recent paradigm for addressing problems in which the structure of a system is affected by uncertainty. It considers the case in which a finite and discrete set of possible failure scenarios is known in advance, and the decision maker aims to activate a subset of available resources of minimum cost so … Read more

    On full Jacobian decomposition of the augmented Lagrangian method for separable convex programming

  • Bingsheng He
  • Xiao-Ming Yuan
  • Liusheng Hou
    • Categories Convex Optimization Tags , , , , , ,

    The augmented Lagrangian method (ALM) is a benchmark for solving the convex minimization problem with linear constraints. We consider the special case where the objective is in form of the sum of m functions without coupled variables. For solving this separable convex programming model, it is usually required to decompose the ALM subproblem at each … Read more