Related papers: An inexact column-and-constraint generation method…
This paper addresses the transmission network expansion planning problem considering storage units under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby short- and long-term…
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…
Convergence rates are established for an inexact accelerated alternating direction method of multipliers (I-ADMM) for general separable convex optimization with a linear constraint. Both ergodic and non-ergodic iterates are analyzed.…
Research on multi-objective combinatorial optimization and on the Cutting Stock Problem (CSP) has been widely developed over the years. In contrast, the multi-objective Cutting Stock Problem has received limited attention and has been…
We present a branch-cut-and-price framework to solve Cutting Stock Problems with strong relaxations using Set Covering (Packing) Formulations, which are solved by column generation. The main contributions of this paper include an extended…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
Telecommunication networks frequently face technological advancements and need to upgrade their infrastructure. Adapting legacy networks to the latest technology requires synchronized technicians responsible for migrating the equipment. The…
Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…
We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…
Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…
In two-stage robust optimization the solution to a problem is built in two stages: In the first stage a partial, not necessarily feasible, solution is exhibited. Then the adversary chooses the "worst" scenario from a predefined set of…
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…
Bin packing problem examines the minimum number of identical bins needed to pack a set of items of various weights. This problem arises in various areas of the artificial intelligence demanding derivation of the exact solutions in the…
We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…
In recent years, significant progress has been made in the development of text-to-image generation models. However, these models still face limitations when it comes to achieving full controllability during the generation process. Often,…
This paper proposes a reformulation of the scenario-based two-stage unit commitment problem under uncertainty that allows finding unit-commitment plans that perform reasonably well both in expectation and for the worst case realization of…
Sequence generation applications require satisfying semantic constraints, such as ensuring that programs are correct, using certain keywords, or avoiding undesirable content. Language models, whether fine-tuned or prompted with few-shot…
We propose to generate Lagrangian cut for two-stage stochastic integer program by batch, in contrast to the existing methods which solve each Lagrangian subproblem at every iteration. We establish two convergence properties of the proposed…
In this paper, it was proposed a new concept of the inexact higher degree $(\delta, L, q)$-model of a function that is a generalization of the inexact $(\delta, L)$-model, $(\delta, L)$-oracle and $(\delta, L)$-oracle of degree $q \in…