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作者：Wiesemann, Wolfram; Kuhn, Daniel; Rustem, Berc
作者单位：Imperial College London
摘要：Temporal networks describe workflows of time-consuming tasks whose processing order is constrained by precedence relations. In many cases, the durations of the network tasks can be influenced by the assignment of resources. This leads to the problem of selecting an 'optimal' resource allocation, where optimality is measured by network characteristics such as the makespan (i.e., the time required to complete all tasks). In this paper we study a robust resource allocation problem where the task ...
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作者：Liu, Yong-Jin; Sun, Defeng; Toh, Kim-Chuan
作者单位：National University of Singapore; National University of Singapore; Shenyang Aerospace University; Nanyang Technological University; Massachusetts Institute of Technology (MIT); Singapore-MIT Alliance for Research & Technology Centre (SMART)
摘要：The nuclear norm minimization problem is to find a matrix with the minimum nuclear norm subject to linear and second order cone constraints. Such a problem often arises from the convex relaxation of a rank minimization problem with noisy data, and arises in many fields of engineering and science. In this paper, we study inexact proximal point algorithms in the primal, dual and primal-dual forms for solving the nuclear norm minimization with linear equality and second order cone constraints. We...
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作者：Agnetis, Alessandro; Grande, Enrico; Pacifici, Andrea
作者单位：University of Rome Tor Vergata; University of Siena
摘要：We address the exact resolution of a Mixed Integer Non Linear Programming model where resources can be activated in order to satisfy a demand (a covering constraint) while minimizing total cost. For each resource, there is a fixed activation cost and a variable cost, expressed by means of latency functions. We prove that this problem is NP-hard even for linear latency functions. A branch and bound algorithm is devised, having two important features. First, a dual bound (equal to that obtained ...
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作者：Dostal, Zdenk; Kozubek, Toma
作者单位：Technical University of Ostrava
摘要：We propose a modification of our MPGP algorithm for the solution of bound constrained quadratic programming problems so that it can be used for minimization of a strictly convex quadratic function subject to separable convex constraints. Our active set based algorithm explores the faces by conjugate gradients and changes the active sets and active variables by gradient projections, possibly with the superrelaxation steplength. The error estimate in terms of extreme eigenvalues guarantees that ...
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作者：Pennanen, Teemu
作者单位：University of London; King's College London
摘要：Convexity arises naturally in financial risk management. In risk preferences concerning random cash-flows, convexity corresponds to the fundamental diversification principle. Convexity is a basic property also of budget constraints both in classical linear models as well as in more realistic models with transaction costs and constraints. Moreover, modern securities markets are based on trading protocols that result in convex trading costs. The first part of this paper gives an introduction to ...
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作者：Iiduka, Hideaki
摘要：We discuss the variational inequality problem for a continuous operator over the fixed point set of a nonexpansive mapping. One application of this problem is a power control for a direct-sequence code-division multiple-access data network. For such a power control, each user terminal has to be able to quickly transmit at an ideal power level such that it can get a sufficient signal-to-interference-plus-noise ratio and achieve the required quality of service. Iterative algorithms to solve this...
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作者：Sager, Sebastian; Bock, Hans Georg; Diehl, Moritz
作者单位：Ruprecht Karls University Heidelberg; KU Leuven
摘要：We extend recent work on nonlinear optimal control problems with integer restrictions on some of the control functions (mixed-integer optimal control problems, MIOCP). We improve a theorem (Sager et al. in Math Program 118(1): 109-149, 2009) that states that the solution of a relaxed and convexified problem can be approximated with arbitrary precision by a solution fulfilling the integer requirements. Unlike in previous publications the new proof avoids the usage of the Krein-Milman theorem, w...
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作者：Vicente, L. N.; Custodio, A. L.
作者单位：Universidade de Coimbra
摘要：It is known that the Clarke generalized directional derivative is nonnegative along the limit directions generated by directional direct-search methods at a limit point of certain subsequences of unsuccessful iterates, if the function being minimized is Lipschitz continuous near the limit point. In this paper we generalize this result for discontinuous functions using Rockafellar generalized directional derivatives (upper subderivatives). We show that Rockafellar derivatives are also nonnegati...
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作者：Bandi, Chaithanya; Bertsimas, Dimitris
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Modern probability theory, whose foundation is based on the axioms set forth by Kolmogorov, is currently the major tool for performance analysis in stochastic systems. While it offers insights in understanding such systems, probability theory, in contrast to optimization, has not been developed with computational tractability as an objective when the dimension increases. Correspondingly, some of its major areas of application remain unsolved when the underlying systems become multidimensional:...
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作者：Dash, Sanjeeb; Fukasawa, Ricardo; Guenluek, Oktay
作者单位：International Business Machines (IBM); IBM USA; University of Waterloo
摘要：The master equality polyhedron (MEP) is a canonical set that generalizes the master cyclic group polyhedron (MCGP) of Gomory. We recently characterized a nontrivial polar for the MEP, i.e., a polyhedron T such that an inequality defines a nontrivial facet of the MEP if and only if its coefficient vector forms a vertex of T. In this paper, we study the MEP when it is defined by m > 1 rows. We define the notion of a polaroid, a set containing all nontrivial facet defining inequalities. We show h...
