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作者：Kunisch, Karl; Lu, Xiliang
作者单位：University of Graz; Wuhan University
摘要：Optimal control for an elliptic system with pointwise Euclidean norm constraints on the control variables is investigated. First order optimality conditions are derived in a manner that is amenable for numerical realisation. An efficient semismooth Newton algorithm is proposed based on this optimality system. Numerical examples are given to validate the superlinear convergence of the semismoothNewton algorithm.
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作者：Muter, Ibrahim; Birbil, S. Ilker; Bulbul, Kerem
作者单位：Sabanci University
摘要：In this paper, we develop a simultaneous column-and-row generation algorithm that could be applied to a general class of large-scale linear programming problems. These problems typically arise in the context of linear programming formulations with exponentially many variables. The defining property for these formulations is a set of linking constraints, which are either too many to be included in the formulation directly, or the full set of linking constraints can only be identified, if all va...
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作者：Dentcheva, Darinka; Martinez, Gabriela
作者单位：Stevens Institute of Technology
摘要：We analyze nonlinear stochastic optimization problems with probabilistic constraints on nonlinear inequalities with random right hand sides. We develop two numerical methods with regularization for their numerical solution. The methods are based on first order optimality conditions and successive inner approximations of the feasible set by progressive generation of p-efficient points. The algorithms yield an optimal solution for problems involving alpha-concave probability distributions. For a...
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作者：Skanda, Dominik; Lebiedz, Dirk
作者单位：University of Freiburg; Ulm University
摘要：A high-ranking goal of interdisciplinary modeling approaches in science and engineering are quantitative prediction of system dynamics and model based optimization. Quantitative modeling has to be closely related to experimental investigations if the model is supposed to be used for mechanistic analysis and model predictions. Typically, before an appropriate model of an experimental system is found different hypothetical models might be reasonable and consistent with previous knowledge and ava...
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作者：Hager, William W.; Phan, Dzung T.; Zhang, Hongchao
作者单位：State University System of Florida; University of Florida; International Business Machines (IBM); IBM USA; Louisiana State University System; Louisiana State University
摘要：An exact algorithm is presented for solving edge weighted graph partitioning problems. The algorithm is based on a branch and bound method applied to a continuous quadratic programming formulation of the problem. Lower bounds are obtained by decomposing the objective function into convex and concave parts and replacing the concave part by an affine underestimate. It is shown that the best affine underestimate can be expressed in terms of the center and the radius of the smallest sphere contain...
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作者：Auslender, Alfred
作者单位：Centre National de la Recherche Scientifique (CNRS); Ecole Centrale de Lyon; Institut National des Sciences Appliquees de Lyon - INSA Lyon; Universite Claude Bernard Lyon 1; Universite Jean Monnet; Institut Polytechnique de Paris; Ecole Polytechnique
摘要：We introduce a new and very simple algorithm for a class of smooth convex constrained minimization problems which is an iterative scheme related to sequential quadratically constrained quadratic programming methods, called sequential simple quadratic method (SSQM). The computational simplicity of SSQM, which uses first-order information, makes it suitable for large scale problems. Theoretical results under standard assumptions are given proving that the whole sequence built by the algorithm co...
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作者：Bansal, Nikhil; Khandekar, Rohit; Koenemann, Jochen; Nagarajan, Viswanath; Peis, Britta
作者单位：Eindhoven University of Technology; International Business Machines (IBM); IBM USA; University of Waterloo; Technical University of Berlin
摘要：Iterative rounding and relaxation have arguably become the method of choice in dealing with unconstrained and constrained network design problems. In this paper we extend the scope of the iterative relaxation method in two directions: (1) by handling more complex degree constraints in the minimum spanning tree problem (namely laminar crossing spanning tree), and (2) by incorporating 'degree bounds' in other combinatorial optimization problems such as matroid intersection and lattice polyhedra....
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作者：Thanh Nguyen
作者单位：Northwestern University
摘要：It is a long-standing open question in combinatorial optimization whether the integrality gap of the subtour linear program relaxation (subtour LP) for the asymmetric traveling salesman problem (ATSP) is a constant. The study on the structure of this linear program is important and extensive. In this paper, we give a new and simpler LP relaxation for the ATSP. Our linear program consists of a single type of constraints that combine both the subtour elimination and the degree constraints in the...
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作者：Giandomenico, Monia; Rossi, Fabrizio; Smriglio, Stefano
作者单位：University of L'Aquila
摘要：A great deal of research has been focusing, since the early seventies, on finding strong relaxations for the stable set problem. Polyhedral combinatorics techniques have been at first developed to strengthen the natural linear formulation. Afterward, strong semidefinite programming relaxations have been deeply investigated. Nevertheless, the resulting integer programming (IP) algorithms cannot be regarded as being quite successful in practice, as most of the relaxations give rise to one out of...
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作者：Ehrenmann, Andreas; Smeers, Yves
作者单位：Engie; Universite Catholique Louvain
摘要：This paper addresses a problem that is typical of multi-period capacity expansion equilibrium models: plants or sectors have different risk exposures that may warrant different costs of capital. The paper examines modifications of a capacity expansion model interpreted in equilibrium terms to account for asset-specific costs of capital.
