SNDlib 1.0–Survivable Network Design Library

We provide information on the Survivable Network Design Library (SNDlib), a data library for fixed telecommunication network design that can be accessed at In version 1.0, the library contains data related to 22 networks which, combined with a set of selected planning parameters, leads to 830 network planning problem instances. In this paper, we … Read more

An Algorithm for the Fast Solution of Linear Complementarity Problems

This paper studies algorithms for the solution of mixed symmetric linear complementarity problems. The goal is to compute fast and approximate solutions of medium to large sized problems, such as those arising in computer game simulations and American option pricing. The paper proposes an improvement of a method described by Kocvara and Zowe that combines … Read more

Optimization of forming load and variables in deep drawing process for automotive cup using Genetic Algorithm

Sheet metal forming is a significant manufacturing process for producing a large variety of automotive parts and aerospace parts as well as consumer products. Deep drawing is a compression-tension forming process involving wide spectrum of operations and flow conditions. The result of the process depends on the large number of parameters and their interdependence. With … Read more

Iterative Solution Methods for Beam Angle and Fluence Map Optimization in Intensity Modulated Radiation Therapy Planning

We present computational approaches for optimizing beam angles and fluence maps in Intensity Modulated Radiation Therapy (IMRT) planning. We assume that the number of angles to be used for the treatment is given by the treatment planner. A mixed integer programming (MIP) model and a linear programming (LP) model are used to find an optimal … Read more

A pricing problem under Monge property

We study a pricing problem where buyers with non-uniform demand purchase one of many items. Each buyer has a known benefit for each item and purchases the item that gives the largest utility, which is defined to be the difference between the benefit and the price of the item. The optimization problem is to decide … Read more

An efficient conjugate direction method with orthogonalization for large-scale quadratic optimization problems

A new conjugate direction method is proposed, which is based on an orthogonalization procedure and does not make use of line searches for the conjugate vector set construction. This procedure prevents the set of conjugate vectors from degeneracy and eliminates high sensitivity to computation errors pertinent to methods of conjugate directions, resulting in an efficient … Read more

An Extension of the Conjugate Directions Method With Orthogonalization to Large-Scale Problems With Bound Constraints

In our reports on GAMM-04 and ECCOMAS-04 there has been presented a new conjugate directions method for large scale unconstrained minimization problems. High efficiency of this method is ensured by employing an orthogonalization procedure: when constructing the next conjugate vector the component of the gradient is used that is orthogonal to the subspace of preceding … Read more

An Optimization Approach to Computing the Implied Volatility of American Options

We present a method to compute the implied volatility of American options as a mathematical program with equilibrium constraints. The formulation we present is new, as are the convergence results we prove. The algorithm holds the promise of being practical to implement, and we demonstrate some preliminary numerical results to this end. Citation Princeton University … Read more

Continuous optimization of beamlet intensities for photon and proton radiotherapy

Inverse approaches and, in particular, intensity modulated radiotherapy (IMRT), in combination with the development of new technologies such as multi-leaf collimators (MLCs), have enabled new potentialities of radiotherapy for cancer treatment. The main mathematical tool needed in this connection is numerical optimization. In this article, the variety of continuous optimization approaches, which have been proposed … Read more