Related papers: An improved algorithm to compute the $\omega$-prim…
In this paper we present a mathematical formulation for the omega invariant of a numerical semigroup for each of its minimal generators. The model consists of solving a problem of optimizing a linear function over the efficient set of a…
We give an algorithm to compute the $\omega$-primality of finitely generated atomic monoids. Asymptotic $\w$-primality is also studied and a formula to obtain it in finitely generated quasi-Archimedean monoids is proven. The formulation is…
Studying the factorization theory of numerical monoids relies on understanding several important factorization invariants, including length sets, delta sets, and $\omega$-primality. While progress in this field has been accelerated by the…
We introduce a new approach for the numerical pricing of American options. The main idea is to choose a finite number of suitable excessive functions (randomly) and to find the smallest majorant of the gain function in the span of these…
Using the theory of representations of the symmetric group, we propose an algorithm to compute the invariant ring of a permutation group. Our approach have the goal to reduce the amount of linear algebra computations and exploit a thinner…
Using evaluation at appropriately chosen points, we propose a Gr\"obner basis free approach for calculating the secondary invariants of a finite permutation group. This approach allows for exploiting the symmetries to confine the…
We present several new algorithms for computing factorization invariant values over affine semigroups. In particular, we give (i) the first known algorithm to compute the delta set of any affine semigroup, (ii) an improved method of…
We describe general methods for enumerating subsemigroups of finite semigroups and techniques to improve the algorithmic efficiency of the calculations. As a particular application we use our algorithms to enumerate all transformation…
In this paper we present a novel algorithm for computing a congruence on an inverse semigroup from a collection of generating pairs. This algorithm uses a myriad of techniques from the theories of groups, automata, and inverse semigroups.…
In this paper we develop an algorithm to optimise a nonlinear utility function of multiple objectives over the integer efficient set. Our approach is based on identifying and updating bounds on the individual objectives as well as the…
We present two modified versions of the primal-dual splitting algorithm relying on forward-backward splitting proposed in \cite{vu} for solving monotone inclusion problems. Under strong monotonicity assumptions for some of the operators…
We present an algorithm for a class of statistical inference problems. The main idea is to reformulate the inference problem as an optimization procedure, based on the generation of surrogate (auxiliary) functions. This approach is…
We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…
Nonunique factorization in cancellative commutative semigroups is often studied using combinatorial factorization invariants, which assign to each semigroup element a quantity determined by the factorization structure. For numerical…
Multiobjective discrete programming is a well-known family of optimization problems with a large spectrum of applications. The linear case has been tackled by many authors during the last years. However, the polynomial case has not been…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
In this paper we propose a multigrid optimization algorithm (MG/OPT) for the numerical solution of a class of quasilinear variational inequalities of the second kind. This approach is enabled by the fact that the solution of the variational…
In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…