Related papers: ILP formulations for the two-stage stochastic Stei…
Let $P$ and $S$ be two disjoint sets of $n$ and $m$ points in the plane, respectively. We consider the problem of computing a Steiner tree whose Steiner vertices belong to $S$, in which each point of $P$ is a leaf, and whose longest edge…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
In this work, we consider two-stage quadratic optimization problems under ellipsoidal uncertainty. In the first stage, one needs to decide upon the values of a subset of optimization variables (control variables). In the second stage, the…
Split form schemes for Euler and Navier-Stokes equations are useful for computation of turbulent flows due to their better robustness. This is because they satisfy additional conservation properties of the governing equations like kinetic…
We investigate the existence of weak solutions for matrix-valued two-phase harmonic map flows with optimal lifespan, which arises as the limiting system of the matrix-valued Rubinstein-Sternberg-Keller problem studied by ({\em Invent.…
We consider steady solutions to the incompressible Euler equations in a two-dimensional channel with rigid walls. The flow consists of two periodic layers of constant vorticity separated by an unknown interface. Using global bifurcation…
We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…
We describe a convex relaxation for the Gilbert-Steiner problem both in $R^d$ and on manifolds, extending the framework proposed in [9], and we discuss its sharpness by means of calibration type arguments. The minimization of the resulting…
We investigate the dual of a Multistage Stochastic Linear Program (MSLP) to study two questions for this class of problems. The first of these questions is the study of the optimal value of the problem as a function of the involved…
The use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…
We propose and analyze a second-order Strang splitting method for a class of stiff matrix differential equations with Sylvester-type structure. The method splits the dynamics into a stiff linear part, treated exactly via matrix…
Until recently, LP relaxations have played a limited role in the design of approximation algorithms for the Steiner tree problem. In 2010, Byrka et al. presented a ln(4)+epsilon approximation based on a hypergraphic LP relaxation, but…
Given a set $P$ of terminals in the plane and a partition of $P$ into $k$ subsets $P_1, ..., P_k$, a two-level rectilinear Steiner tree consists of a rectilinear Steiner tree $T_i$ connecting the terminals in each set $P_i$ ($i=1,...,k$)…
The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…
Different formulations of interfacial force have been adopted in phase-field-based lattice Boltzmann method for two-phase flows. Although they are identical mathematically, their numerical performances may be different due to truncation…
Solutions of bilevel optimization problems tend to suffer from instability under changes to problem data. In the optimistic setting, we construct a lifted formulation that exhibits desirable stability properties under mild assumptions that…
In this paper, we propose a discretization scheme for the two-stage stochastic linear complementarity problem (LCP) where the underlying random data are continuously distributed. Under some moderate conditions, we derive qualitative and…
We introduce an extension of Stochastic Dual Dynamic Programming (SDDP) to solve stochastic convex dynamic programming equations. This extension applies when some or all primal and dual subproblems to be solved along the forward and…
The linear convex log-homotopy has been used in the derivation of particle flow filters. One natural question is whether it is beneficial to consider other forms of homotopy. We revisit this question by considering a general linear form of…
In this paper, we present splitting methods that are based on iterative schemes and applied to plasma simulations. The motivation arose of solving the Coulomb collisions, which are modeled by nonlinear stochastic differential equations. We…