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An unconstrained nonlinear binary optimization problem of selecting a maximum expected value subset of items is considered. Each item is associated with a profit and probability. Each of the items succeeds or fails independently with the…
The Maximum Balanced Biclique Problem (MBBP) is a prominent model with numerous applications. Yet, the problem is NP-hard and thus computationally challenging. We propose novel ideas for designing effective exact algorithms for MBBP.…
This paper presents a finite step method for computing the binary solution to an overdetermined system of linear algebraic equations Ax = b, where A is an m x n real matrix of rank n < m, and b is a real m-vector. The method uses the…
Submodular functions and their optimization have found applications in diverse settings ranging from machine learning and data mining to game theory and economics. In this work, we consider the constrained maximization of a submodular…
Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…
Unconstrained binary integer programming (UBIP) poses significant computational challenges due to its discrete nature. We introduce a novel reformulation approach using a piecewise cubic function that transforms binary constraints into…
In this paper we establish the convergence of a numerical scheme based, on the Finite Element Method, for a time-independent problem modelling the deformation of a linearly elastic elliptic membrane shell subjected to remaining confined in…
Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…
The main focus in this paper is exact linesearch methods for minimizing a quadratic function whose Hessian is positive definite. We give a class of limited-memory quasi-Newton Hessian approximations which generate search directions parallel…
This paper introduces a novel penalty decomposition algorithm customized for addressing the non-differentiable and nonconvex problem of extended mean-variance-CVaR portfolio optimization with short-selling and cardinality constraints. The…
This paper analyzes two eXtended finite element methods (XFEMs) for linear quadratic optimal control problems governed by Poisson equation in non-convex domains. We follow the variational discretization concept to discretize the continuous…
In the problem (Unweighted) Max-Cut we are given a graph $G = (V,E)$ and asked for a set $S \subseteq V$ such that the number of edges from $S$ to $V \setminus S$ is maximal. In this paper we consider an even harder problem: (Weighted)…
We consider the max-cut and max-$k$-cut problems under graph-based constraints. Our approach can handle any constraint specified using monadic second-order (MSO) logic on graphs of constant treewidth. We give a $\frac{1}{2}$-approximation…
This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…
We study the problem of maximizing a monotone increasing submodular function over a set of weighted elements subject to a knapsack constraint. Although this problem is NP-hard, many applications require exact solutions, as approximate…
We consider a general class of constrained optimization problems with an additional $\ell_0$- sparsity term in the objective function. Based on a recent reformulation of this difficult $\ell_0$-term, we consider a nonsmooth penalty approach…
Max-plus based methods have been recently developed to approximate the value function of possibly high dimensional optimal control problems. A critical step of these methods consists in approximating a function by a supremum of a small…
This paper deals with some nonlinear problems which exponential and biexponential decays are involved in. A proof of the quasiconvexity of the error function in some of these problems of optimization is presented. This proof is restricted…
This paper develops a unified explicit solution theory for optimal execution through sequential limit-order placement in a limit order book. Rather than controlling only the trading speed of a metaorder, we determine how individual limit…
In this paper we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints, are locally smooth. For solving this problem, we propose a…