Related papers: A Branch-and-Price approach for the Continuous Mul…
In this paper, we propose a variable metric method for unconstrained multiobjective optimization problems (MOPs). First, a sequence of points is generated using different positive definite matrices in the generic framework. It is proved…
The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…
Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the…
Branch and bound algorithms have to cope with several additional difficulties in the multi-objective case. Not only the bounding procedure is considerably weaker, but also the handling of upper and lower bound sets requires much more…
We give the first exact algorithmic study of facility location problems that deal with finding a median for a continuum of demand points. In particular, we consider versions of the ``continuous k-median (Fermat-Weber) problem'' where the…
In this paper, a mathematical negotiation mechanism is designed to minimize the negotiators' costs in a distributed procurement problem at two echelons of an automotive supply chain. The buyer's costs are procurement cost and shortage…
We provide improved convergence rates for constrained convex-concave min-max problems and monotone variational inequalities with higher-order smoothness. In min-max settings where the $p^{th}$-order derivatives are Lipschitz continuous, we…
Bi-objective optimization problems on matroids are in general intractable and their corresponding decision problems are in general NP-hard. However, if one of the objective functions is restricted to binary cost coefficients the problem…
This paper studies a practical regional demand continuous multifacility location problems whose main goal is to locate a given number of services and entry points in each region to distribute certain products to the users at minimum…
In the bi-objective branch-and-bound literature, a key ingredient is objective branching, i.e. to create smaller and disjoint sub-problems in the objective space, obtained from the partial dominance of the lower bound set by the upper bound…
The traditional multi-commodity flow problem assumes a given flow network in which multiple commodities are to be maximally routed in response to given demands. This paper considers the multi-commodity flow network-design problem: given a…
Optimizing nonlinear systems involving expensive computer experiments with regard to conflicting objectives is a common challenge. When the number of experiments is severely restricted and/or when the number of objectives increases,…
Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…
The purpose of this paper is to introduce a new numerical method to solve multi-marginal optimal transport problems with pairwise interaction costs. The complexity of multi-marginal optimal transport generally scales exponentially in the…
We propose a method of bi-coordinate variations for non-stationary and non-smooth optimization problems, which involve a single linear equality and box constraints. Here only approximation sequences are known instead of exact values of the…
We show that the problem of finding the barycenter in the Hellinger-Kantorovich setting admits a least-cost soft multi-marginal formulation, provided that a one-sided hard marginal constraint is introduced. The constrained approach is then…
Geometric programming problems occur frequently in engineering design and management. In multiobjective optimization, the trade-off information between different objective functions is probably the most important piece of information in a…
This paper presents the formulation of a combinatorial optimization problem with the following characteristics: i.the search space is the power set of a finite set structured as a Boolean lattice; ii.the cost function forms a U-shaped curve…
We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming,…
We consider a large family of problems in which an ordering (or, more precisely, a chain of subsets) of a finite set must be chosen to minimize some weighted sum of costs. This family includes variations of Min Sum Set Cover (MSSC), several…