Complexity and Exact Solution Approaches to the Minimum Changeover Cost Arborescence Problem

We are given a digraph G = (N, A), where each arc is colored with one among k given colors. We look for a spanning arborescence T of G rooted at a given node and having minimum changeover cost. We call this the Minimum Changeover Cost Arborescence problem. To the authors’ knowledge, it is a … Read more

Removing critical nodes from a graph: complexity results and polynomial algorithms for the case of bounded treewidth

We consider the problem of deleting a limited number of nodes from a graph in order to minimize a connectivity measure between the surviving nodes. We prove that the problem is $NP$-complete even on quite particular types of graph, and define a dynamic programming recursion that solves the problem in polynomial time when the graph … Read more

Complexity results for the gap inequalities for the max-cut problem

In 1996, Laurent and Poljak introduced an extremely general class of cutting planes for the max-cut problem, called gap inequalities. We prove several results about them, including the following: (i) there must exist non-dominated gap inequalities with gap larger than 1, unless NP = co-NP; (ii) there must exist non-dominated gap inequalities with exponentially large … Read more

Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems

In this paper, we consider block-decomposition first-order methods for solving large-scale conic semidefinite programming problems. Several ingredients are introduced to speed-up the method in its pure form such as: an aggressive choice of stepsize for performing the extragradient step; use of scaled inner products in the primal and dual spaces; dynamic update of the scaled … Read more

An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and its Implications to Second-Order Methods

This paper presents an accelerated variant of the hybrid proximal extragradient (HPE) method for convex optimization, referred to as the accelerated HPE (A-HPE) method. Iteration-complexity results are established for the A-HPE method, as well as a special version of it, where a large stepsize condition is imposed. Two specific implementations of the A-HPE method are … Read more

Level methods uniformly optimal for composite and structured nonsmooth convex optimization

The main goal of this paper is to develop uniformly optimal first-order methods for large-scale convex programming (CP). By uniform optimality we mean that the first-order methods themselves do not require the input of any problem parameters, but can still achieve the best possible iteration complexity bounds. To this end, we provide a substantial generalization … Read more

Level methods uniformly optimal for composite and structured nonsmooth convex optimization

The main goal of this paper is to develop uniformly optimal first-order methods for large-scale convex programming (CP). By uniform optimality we mean that the first-order methods themselves do not require the input of any problem parameters, but can still achieve the best possible iteration complexity bounds. To this end, we provide a substantial generalization … Read more

Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems

In a recent paper by Monteiro and Svaiter, a hybrid proximal extragradient framework has been used to study the iteration-complexity of a first-order (or, in the context of optimization, second-order) method for solving monotone nonlinear equations. The purpose of this paper is to extend this analysis to study a prox-type first-order method for monotone smooth … Read more

Job-Shop Scheduling in a Body Shop

We study a generalized job-shop problem called the body shop scheduling problem (bssp). This problem arises from the industrial application of welding in a car body production line, where possible collisions between industrial robots have to be taken into account. bssp corresponds to a job-shop problem where the operations of a job have to follow … Read more

A Double Smoothing Technique for Constrained Convex Optimization Problems and Applications to Optimal Control

In this paper, we propose an efficient approach for solving a class of convex optimization problems in Hilbert spaces. Our feasible region is a (possibly infinite-dimensional) simple convex set, i.e. we assume that projections on this set are computationally easy to compute. The problem we consider is the minimization of a convex function over this … Read more