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作者：Carvalho, Margarida; Lodi, Andrea; Pedroso, Joao Pedro; Viana, Ana
作者单位：INESC TEC; Universidade do Porto; Universidade do Porto; University of Bologna; Universite de Montreal; Polytechnique Montreal; INESC TEC; Instituto Politecnico do Porto
摘要：Kidney exchange programs have been set in several countries within national, regional or hospital frameworks, to increase the possibility of kidney patients being transplanted. For the case of hospital programs, it has been claimed that hospitals would benefit if they collaborated with each other, sharing their internal pools and allowing transplants involving patients of different hospitals. This claim led to the study of multi-hospital exchange markets. We propose a novel direction in this s...
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作者：Curtis, Frank E.; Gould, Nicholas I. M.; Robinson, Daniel P.; Toint, Philippe L.
作者单位：Lehigh University; UK Research & Innovation (UKRI); Science & Technology Facilities Council (STFC); STFC Rutherford Appleton Laboratory; Johns Hopkins University; University of Namur; University of Namur
摘要：We present an interior-point trust-funnel algorithm for solving large-scale nonlinear optimization problems. The method is based on an approach proposed by Gould and Toint (Math Prog 122(1):155-196, 2010) that focused on solving equality constrained problems. Our method is similar in that it achieves global convergence guarantees by combining a trust-region methodology with a funnel mechanism, but has the additional capability of being able to solve problems with both equality and inequality c...
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作者：Zhao, Ming; Huang, Kai; Zeng, Bo
作者单位：University of Houston System; University of Houston; McMaster University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：The essential structure of the mixed-integer programming formulation for chance-constrained program (CCP) is the intersection of multiple mixing sets with a 0-1 knapsack. To improve our computational capacity on CCP, an underlying substructure, the (single) mixing set with a 0-1 knapsack, has received substantial attentions recently. In this study, we consider a CCP problem with stochastic right-hand side under a finite discrete distribution. We first present a family of strong inequalities th...
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作者：Burer, Samuel; Kilinc-Karzan, Fatma
作者单位：University of Iowa; Carnegie Mellon University
摘要：A recent series of papers has examined the extension of disjunctive-programming techniques to mixed-integer second-order-cone programming. For example, it has been shown-by several authors using different techniques-that the convex hull of the intersection of an ellipsoid, , and a split disjunction, with , equals the intersection of with an additional second-order-cone representable (SOCr) set. In this paper, we study more general intersections of the form and , where is a SOCr cone, is a nonc...
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作者：Basu, Amitabh; Martin, Kipp; Ryan, Christopher Thomas
作者单位：Johns Hopkins University; University of Chicago
摘要：Finite-dimensional linear programs satisfy strong duality (SD) and have the dual pricing (DP) property. The DP property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution that correctly prices the perturbation by computing the exact change in the optimal objective function value. These properties may fail in semi-infinite linear programming where the constraint vector space is infinite dimensional. Unlike the finite-dimensional cas...
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作者：Charitha, C.; Dutta, Joydeep; Luke, D. Russell
作者单位：University of Gottingen; Indian Institute of Technology System (IIT System); Indian Institute of Technology (IIT) - Kanpur; University of Gottingen
摘要：We examine two central regularization strategies for monotone variational inequalities, the first a direct regularization of the operative monotone mapping, and the second via regularization of the associated dual gap function. A key link in the relationship between the solution sets to these various regularized problems is the idea of exact regularization, which, in turn, is fundamentally associated with the existence of Lagrange multipliers for the regularized variational inequality. A regul...
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作者：Rudloff, Birgit; Ulus, Firdevs; Vanderbei, Robert
作者单位：Vienna University of Economics & Business; Ihsan Dogramaci Bilkent University; Princeton University
摘要：In this paper, a parametric simplex algorithm for solving linear vector optimization problems (LVOPs) is presented. This algorithm can be seen as a variant of the multi-objective simplex (the Evans-Steuer) algorithm (Math Program 5(1):54-72, 1973). Different from it, the proposed algorithm works in the parameter space and does not aim to find the set of all efficient solutions. Instead, it finds a solution in the sense of Lohne (Vector optimization with infimum and supremum. Springer, Berlin, ...
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作者：de Carli Silva, Marcel K.; Tuncel, Levent
作者单位：Universidade de Sao Paulo; University of Waterloo
摘要：Lovasz theta function and the related theta body of graphs have been in the center of the intersection of four research areas: combinatorial optimization, graph theory, information theory, and semidefinite optimization. In this paper, utilizing a modern convex optimization viewpoint, we provide a set of minimal conditions (axioms) under which certain key, desired properties are generalized, including the main equivalent characterizations of the theta function, the theta body of graphs, and the...
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作者：Yu, Jiajin; Ahmed, Shabbir
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Motivated by stochastic 0-1 integer programming problems with an expected utility objective, we study the mixed-integer nonlinear set: where N is a positive integer, is a concave function, are nonnegative vectors, d is a real number and B is a positive real number. We propose a family of inequalities for the convex hull of P by exploiting submodularity of the function over and the knapsack constraint . Computational effectiveness of the proposed inequalities within a branch-and-cut framework i...
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作者：Natarajan, Karthik; Teo, Chung-Piaw
作者单位：Singapore University of Technology & Design; National University of Singapore
摘要：We show that the complexity of computing the second order moment bound on the expected optimal value of a mixed integer linear program with a random objective coefficient vector is closely related to the complexity of characterizing the convex hull of the points where is the feasible region. In fact, we can replace the completely positive programming formulation for the moment bound on , with an associated semidefinite program, provided we have a linear or a semidefinite representation of this...
