Related papers: On Subadditive Duality for Conic Mixed-Integer Pro…
We show that a wide class of risk-constrained nonconvex functional optimization problems exhibit strong duality, regardless of nonconvexity. We develop two novel results under distinct sets of assumptions, establishing strong duality over…
It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…
In this paper we introduce a technique to produce tighter cutting planes for mixed-integer non-linear programs. Usually, a cutting plane is generated to cut off a specific infeasible point. The underlying idea is to use the infeasible point…
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of the inequality constraints, we are primarily interested in the…
As inductive inference and machine learning methods in computer science see continued success, researchers are aiming to describe ever more complex probabilistic models and inference algorithms. It is natural to ask whether there is a…
Mixed integer sets have a strong modeling capacity to describe practical systems. Nevertheless, incorporating a mixed integer set often renders an optimization formulation drastically more challenging to compute. In this paper, we study how…
One of my recent papers transforms an NP-Complete problem into the question of whether or not a feasible real solution exists to some Linear Program. The unique feature of this Linear Program is that though there is no explicit bound on the…
We relate duality mappings to the "Babbage equation" F(F(z)) = z, with F a map linking weak- to strong-coupling theories. Under fairly general conditions F may only be a specific conformal transformation of the fractional linear type. This…
We investigate additive properties of sets $A,$ where $A=\{a_1,a_2,\ldots ,a_k\}$ is a monotone increasing set of real numbers, and the differences of consecutive elements are all distinct. It is known that $|A+B|\geq c|A||B|^{1/2}$ for any…
We study a class of projective transformations of spectraplexes associated with self-dual cones and, on this basis, propose a polynomial-time algorithm for convex feasibility problems with positive definite constraints. At each iteration of…
We present simple compact proofs of the strong and weak duality theorems of tropical linear programming. It follows that there is no duality gap for a pair of tropical primal-dual problems. This result together with known properties of…
We consider Continuous Linear Programs over a continuous finite time horizon $T$, with linear cost coefficient functions, linear right hand side functions, and a constant coefficient matrix, as well as their symmetric dual. We search for…
A rational number is dyadic if it has a finite binary representation $p/2^k$, where $p$ is an integer and $k$ is a nonnegative integer. Dyadic rationals are important for numerical computations because they have an exact representation in…
F.~Schweiger introduced the fibred system in \cite{Schweiger-MCF}, to unify and generalize many known continued fraction algorithms. An advantage of a fibred system is that it often provides a systematic construction of absolutely…
We study tilings of the plane that combine strong properties of different nature: combinatorial and algorithmic. We prove existence of a tile set that accepts only quasiperiodic and non-recursive tilings. Our construction is based on the…
It is well known that selecting a good Mixed Integer Programming (MIP) formulation is crucial for an effective solution with state-of-the art solvers. While best practices and guidelines for constructing good formulations abound, there is…
We study codensity monads $T$ induced by (mostly small, mostly dense) full subcategories $A \subset K$. These monads behave quite similarly, we show some connections with the Isbell duality, pro-finite objects and compact spaces. We prove…
Max-min bilinear optimization models, where one agent maximizes and an adversary minimizes a common bilinear objective, serve as canonical saddle-point formulations in optimization theory. They capture, among others, two-player zero-sum…
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
We introduce a conic embedding condition that gives a hierarchy of cones and cone programs. This condition is satisfied by a large number of convex cones including the cone of copositive matrices, the cone of completely positive matrices,…