Related papers: On the facet pivot simplex method for linear progr…
Pivoting methods are of vital importance for linear programming, the simplex method being the by far most well-known. In this paper, a primal-dual pair of linear programs in canonical form is considered. We show that there exists a sequence…
The problem of optimizing a linear objective function,given a number of linear constraints has been a long standing problem ever since the times of Kantorovich, Dantzig and von Neuman. These developments have been followed by a different…
We propose a deep learning based method, the Deep Ritz Method, for numerically solving variational problems, particularly the ones that arise from partial differential equations. The Deep Ritz method is naturally nonlinear, naturally…
We report some computational results comparing parallel and sequential codes for vertex/facet enumeration problems for convex polyhedra. The problems chosen span the range from simple to highly degenerate polytopes. We tested one code (lrs)…
We address the solution of Mixed Integer Linear Programming (MILP) models with strong relaxations that are derived from Dantzig-Wolfe decompositions and allow a pseudo-polynomial pricing algorithm. We exploit their network-flow…
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…
In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…
A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…
Integer linear programming (ILP) encompasses a very important class of optimization problems that are of great interest to both academia and industry. Several algorithms are available that attempt to explore the solution space of this class…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
In this paper, a class of optimization problems with nonlinear inequality constraints is discussed. Based on the ideas of sequential quadratic programming algorithm and the method of strongly sub-feasible directions, a new superlinearly…
The aim of this paper is to investigate the use of an entropic projection method for the iterative regularization of linear ill-posed problems. We derive a closed form solution for the iterates and analyze their convergence behaviour both…
The Simplex algorithm for solving linear programs-one of Computing in Science & Engineering's top 10 most influential algorithms of the 20th century-is an important topic in many algorithms courses. While the Simplex algorithm relies on…
We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…
In this paper we propose a distributed dual gradient algorithm for minimizing linearly constrained separable convex problems and analyze its rate of convergence. In particular, we prove that under the assumption of strong convexity and…
For several decades the dominant techniques for integer linear programming have been branching and cutting planes. Recently, several authors have developed core point methods for solving symmetric integer linear programs (ILPs). An integer…
We propose an approach based on quadratic approximations for solving general Mixed-Integer Nonlinear Programming (MINLP) problems. Specifically, our approach entails the global approximation of the epigraphs of constraint functions by means…
Interior point methods (IPMs) are a common approach for solving linear programs (LPs) with strong theoretical guarantees and solid empirical performance. The time complexity of these methods is dominated by the cost of solving a linear…
We consider applications involving a large set of instances of projecting points to polytopes. We develop an intuition guided by theoretical and empirical analysis to show that when these instances follow certain structures, a large…
Nonnegative matrix factorization (NMF) has been shown recently to be tractable under the separability assumption, under which all the columns of the input data matrix belong to the convex cone generated by only a few of these columns.…