Related papers: Linear Superiorization for Infeasible Linear Progr…
This paper considers a general class of iterative optimization algorithms, referred to as linear-optimization-based convex programming (LCP) methods, for solving large-scale convex programming (CP) problems. The LCP methods, covering the…
Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite…
The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…
We propose a framework for sensitivity analysis of linear programs (LPs) in minimization form, allowing for simultaneous perturbations in the objective coefficients and right-hand sides, where the perturbations are modeled in a compact,…
In a recent, strongly emergent literature on few-shot CLIP adaptation, Linear Probe (LP) has been often reported as a weak baseline. This has motivated intensive research building convoluted prompt learning or feature adaptation strategies.…
Linear programming has played a key role in the study of algorithms for combinatorial optimization problems. In the field of approximation algorithms, this is well illustrated by the uncapacitated facility location problem. A variety of…
We propose an iterative method for nonlinear semidefinite programs with box constraints. The search direction in the proposed method utilizes the distance from the current point to the boundary of a feasible set. The computation of the…
This paper presents a novel outer approximation algorithm for nonsmooth mixed-integer nonlinear programming (MINLP) problems. The method proceeds by fixing the integer variables and solving the resulting nonlinear convex subproblem. When…
Feasibility pump (FP) is a successful primal heuristic for mixed-integer linear programs (MILP). The algorithm consists of three main components: rounding fractional solution to a mixed-integer one, projection of infeasible solutions to the…
We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
In this article we intend to develop a simple and implementable algorithm for minimizing a convex function over the solution set of another convex optimization problem. Such a problem is often referred to as a simple bilevel programming…
The superiorization methodology is intended to work with input data of constrained minimization problems, i.e., a target function and a constraints set. However, it is based on an antipodal way of thinking to the thinking that leads…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…
We propose techniques for approximating bilevel optimization problems with non-smooth lower level problems that can have a non-unique solution. To this end, we substitute the expression of a minimizer of the lower level minimization problem…
This paper considers an optimal impulse control problem of dynamical systems generated by a flow. The performance criteria are total costs over the infinite time horizon. Apart from the main performance to be minimized, there are multiple…
The simplex algorithm for linear programming is based on the fact that any local optimum with respect to the polyhedral neighborhood is also a global optimum. We show that a similar result carries over to submodular maximization. In…
The definition of factor space and a unified optimization based classification model were developed for linear programming. Intelligent behaviour appeared in a decision process can be treated as a point y, the dynamic state observed and…
We study the approximation of general multiobjective optimization problems with the help of scalarizations. Existing results state that multiobjective minimization problems can be approximated well by norm-based scalarizations. However, for…