Related papers: ILP formulations for the two-stage stochastic Stei…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…
The Steiner Forest problem is among the fundamental network design problems. Finding tight linear programming bounds for the problem is the key for both fast Branch-and-Bound algorithms and good primal-dual approximations. On the…
The Steiner tree problem is one of the classic and most fundamental $\mathcal{NP}$-hard problems: given an arbitrary weighted graph, seek a minimum-cost tree spanning a given subset of the vertices (terminals). Byrka \emph{et al}. proposed…
This paper concerns the convergence of an iterative scheme for 2D stochastic primitive equations on a bounded domain. The stochastic system is split into two equations: a deterministic 2D primitive equations with random initial value and a…
We consider a multistage framework introduced recently where, given a time horizon t=1,2,...,T, the input is a sequence of instances of a (static) combinatorial optimization problem I_1,I_2,...,I_T, (one for each time step), and the goal is…
The Steiner tree problem is a classical NP-hard optimization problem with a wide range of practical applications. In an instance of this problem, we are given an undirected graph G=(V,E), a set of terminals R, and non-negative costs c_e for…
Integer Linear Programming (ILP) can be seen as the archetypical problem for NP-complete optimization problems, and a wide range of problems in artificial intelligence are solved in practice via a translation to ILP. Despite its huge range…
In this paper, we design, analyze, and implement a variant of the two-loop L-shaped algorithms for solving two-stage stochastic programming problems that arise from important application areas including revenue management and power systems.…
We study the Directed Steiner Tree (DST) problem in layered graphs through a simple path-based linear programming relaxation. This relaxation achieves an integrality gap of O(l log k), where k is the number of terminals and l is the number…
Stochastic Programming is a powerful modeling framework for decision-making under uncertainty. In this work, we tackle two-stage stochastic programs (2SPs), the most widely used class of stochastic programming models. Solving 2SPs exactly…
In this paper, we present an exact algorithm for the Steiner tree problem. The algorithm is based on certain pre-computed index structures. Our algorithm offers a practical solution for the Steiner tree problems on graphs of large size and…
We present a novel formulation for parametric finite element methods to approximate two-phase Stokes flow. The new formulation is based on the classical Stokes equation in the bulk and a novel choice of interface conditions with additional…
We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…
We introduce a two-parameter version of the two-step scale-splitting iteration method, called TTSCSP, for solving a broad class of complex symmetric system of linear equations. We present some conditions for the convergence of the method.…
Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…
Reconciliation methods aim at recovering macro evolutionary events and at localizing them in the species history, by observing discrepancies between gene family trees and species trees. In this article we introduce an Integer Linear…
We propose a variant of the $\theta$-scheme for diffuse interface models for two-phase flow, together with three new linearization techniques for the surface tension. These involve either additional stabilizing force terms, or a fully…
Two-fluid ideal plasma equations are a generalized form of the ideal MHD equations in which electrons and ions are considered as separate species. The design of efficient numerical schemes for the these equations is complicated on account…
We introduce an aggregation framework to address multi-stage stochastic programs with mixed-integer state variables and continuous local variables (MSILPs). Our aggregation framework imposes additional structure to the integer state…
We propose a novel time stepping method for linear poroelasticity by extending a recent iterative decoupling approach to the second-order case. This results in a two-step scheme with an inner iteration and a relaxation step. We prove…