Inexact Dynamic Bundle Methods

We give a proximal bundle method for minimizing a convex function $f$ over $\mathbb{R}_+^n$. It requires evaluating $f$ and its subgradients with a possibly unknown accuracy $\epsilon\ge0$, and maintains a set of free variables $I$ to simplify its prox subproblems. The method asymptotically finds points that are $\epsilon$-optimal. In Lagrangian relaxation of convex programs, it … Read more

A new lower bound for one-machine earliness-tardiness scheduling

In one-machine scheduling, MIP time-indexed formulations are often used to provide very good lower bounds through Lagrangian relaxations. In order to get an improved lower bound, we add valid cuts to a time-indexed formulation and show we still have a Lagrangian relaxation that can be solved as a shortest path in a graph. Two branch-and-bound … Read more

A Computational Analysis of Lower Bounds for Big Bucket Production Planning Problems

In this paper, we analyze a variety of approaches to obtain lower bounds for multi-level production planning problems with big bucket capacities, i.e., problems in which multiple items compete for the same resources. We give an extensive survey of both known and new methods, and also establish relationships between some of these methods that, to … Read more

Solving the uncapacitated facility location problem with semi-Lagrangian relaxation

The semi-Lagrangian Relaxation (SLR) method has been introduced in Beltran et al. (2006) to solve the p-median problem. In this paper we apply the method to the Uncapacitated Facility Location (UFL) problem. We perform computational experiments on two main collections of UFL problems with unknown optimal values. On one collection, we manage to solve to … Read more

A Lagrangian Heuristic for Satellite Range Scheduling with Resource Constraints

The task of scheduling communications between satellites and ground control stations is getting more and more critical since an increasing number of satellites must be controlled by a small set of stations. In such a congested scenario, the current practice, in which experts build hand-made schedules, often leaves a large number of communication requests unserved. … Read more

Decomposition in Integer Programming

Both cutting plane methods and traditional decomposition methods are procedures that compute a bound on the optimal value of an integer linear program (ILP) by constructing an approximation to the convex hull of feasible solutions. This approximation is obtained by intersecting the polyhedron associated with the continuous relaxation, which has an explicit representation, with an … Read more

Sums of Squares and Semidefinite Programming Relaxations for Polynomial Optimization Problems with Structured Sparsity

Unconstrained and inequality constrained sparse polynomial optimization problems (POPs) are considered. A correlative sparsity pattern graph is defined to find a certain sparse structure in the objective and constraint polynomials of a POP. Based on this graph, sets of supports for sums of squares (SOS) polynomials that lead to efficient SOS and semidefinite programming (SDP) … Read more

Semi-Lagrangian relaxation

Lagrangian relaxation is commonly used in combinatorial optimization to generate lower bounds for a minimization problem. We propose a modified Lagrangian relaxation which used in (linear) combinatorial optimization with equality constraints generates an optimal integer solution. We call this new concept semi-Lagrangian relaxation and illustrate its practical value by solving large-scale instances of the p-median … Read more

Sums of Squares Relaxations of Polynomial Semidefinite Programs

A polynomial SDP (semidefinite program) minimizes a polynomial objective function over a feasible region described by a positive semidefinite constraint of a symmetric matrix whose components are multivariate polynomials. Sums of squares relaxations developed for polynomial optimization problems are extended to propose sums of squares relaxations for polynomial SDPs with an additional constraint for the … Read more

Generalized Lagrangian Duals and Sums of Squares Relaxations of Sparse Polynomial Optimization Problems

Sequences of generalized Lagrangian duals and their SOS (sums of squares of polynomials) relaxations for a POP (polynomial optimization problem) are introduced. Sparsity of polynomials in the POP is used to reduce the sizes of the Lagrangian duals and their SOS relaxations. It is proved that the optimal values of the Lagrangian duals in the … Read more