Related papers: ILP formulations for the two-stage stochastic Stei…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…
This document presents an Integer Linear Programming (ILP) approach to optimize pedestrian evacuation in flood-prone historic urban areas. The model aims to minimize total evacuation cost by integrating pedestrian speed, route length, and…
Two methods of level set type are proposed for solving the Cauchy problem for an elliptic equation. Convergence and stability results for both methods are proven, characterizing the iterative methods as regularization methods for this…
We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
We achieve a (randomized) polynomial-time approximation scheme (PTAS) for the Steiner Forest Problem in doubling metrics. Before our work, a PTAS is given only for the Euclidean plane in [FOCS 2008: Borradaile, Klein and Mathieu]. Our PTAS…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…
Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…
In this paper, we consider numerical approximations for the optimal partition problem using Lagrange multipliers. By rewriting it into constrained gradient flows, three and four steps numerical schemes based on the Lagrange multiplier…
The CLP scheme uses Horn clauses and SLD resolution to generate multiple constraint satisfaction problems (CSPs). The possible CSPs include rational trees (giving Prolog) and numerical algorithms for solving linear equations and linear…
The pooling problem is an important industrial problem in the class of network flow problems for allocating gas flow in pipeline transportation networks. For P-formulation of the pooling problem with time discretization, we propose second…
We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…
We introduce multiple symmetric LP relaxations for minimum cut problems. The relaxations give optimal and approximate solutions when the input is a Hamiltonian cycle. We show that this leads to one of two interesting results. In one case,…
We construct doubly periodic Stokes flows in two dimensions using elliptic functions. This method has advantages when the doubly periodic lattice of obstacles has less than maximal symmetry. We find the mean flow through an arbitrary…
For the large sparse systems of weakly nonlinear equations arising in the discretizations of many classical differential and integral equations, this paper presents a class of synchronous parallel multi-splitting two-stage two-parameter…
We present numerical solutions of the two-dimensional Navier-Stokes equations by two methods; spectral and the novel Lattice Boltzmann Equation (LBE) scheme. Very good agreement is found for global quantities as well as energy spectra. The…
A new iteration method is represented to study the interior $L_{p}$ regularity for Stokes systems both in divergence form and in non-divergence form. By the iteration, we improve the integrability of derivatives of solutions for Stokes…
In this paper, a new iterative two-level algorithm is presented for solving the finite element discretization for nonsymmetric or indefinite elliptic problems. The iterative two-level algorithm uses the same coarse space as the traditional…
We present a pure linear cutting-plane relaxation approach for rapidly proving tight and accurate lower bounds for the Alternating Current Optimal Power Flow Problem (ACOPF) and its multi-period extension with ramping constraints. Our…