non-differentiable optimization

Proximal-ACCPM: a versatile oracle based optimization method

  • Frédéric Babonneau
  • Cesar Beltran
  • Jean-Philippe Vial
  • Alain Haurie
  • Claude Tadonki
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Optimization Software and Modeling Systems Tags , , , , , ,

    Oracle Based Optimization (OBO) conveniently designates an approach to handle a class of convex optimization problems in which the information pertaining to the function to be minimized and/or to the feasible set takes the form of a linear outer approximation revealed by an oracle. We show, through three representative examples, how difficult problems can be … Read more

    Lagrangean Duality Applied on Vehicle Routing with Time Windows

  • Brian Kallehauge
  • Jesper Larsen
  • Oli B.G. Madsen
    • Categories Cutting Plane Approaches, Nonsmooth Optimization, Transportation Tags , , , , ,

    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