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We present the Stochastic alternate Linearization Method (StochaLM), a token-based method for distributed optimization. This algorithm finds the solution of a consensus optimization problem by solving a sequence of subproblems where some…

Signal Processing · Electrical Eng. & Systems 2021-12-28 Inês Almeida , João Xavier

This paper studies the online stochastic resource allocation problem (RAP) with chance constraints. The online RAP is a 0-1 integer linear programming problem where the resource consumption coefficients are revealed column by column along…

Optimization and Control · Mathematics 2023-03-07 Yuwei Chen , Zengde Deng , Yinzhi Zhou , Zaiyi Chen , Yujie Chen , Haoyuan Hu

This paper presents an iteration method for solving linear particle transport problems in binary stochastic mixtures. It is based on nonlinear projection approach. The method is defined by a hierarchy of equations consisting of the…

Numerical Analysis · Mathematics 2026-03-18 Dmitriy Y. Anistratov

The problem under consideration is to drive a spatial vehicle to a target at a given final time while minimizing fuel consumption. This is a classical optimal control problem in a deterministic setting. However temporary stochastic failures…

Numerical Analysis · Mathematics 2025-11-19 Jean-Philippe Chancelier , Pierre Carpentier , Guy Cohen , Thierry Dargent , Richard Epenoy

Motivated by robust matrix recovery problems such as Robust Principal Component Analysis, we consider a general optimization problem of minimizing a smooth and strongly convex loss function applied to the sum of two blocks of variables,…

Machine Learning · Computer Science 2019-11-19 Dan Garber , Shoham Sabach , Atara Kaplan

In this paper, we present a new adaptive rank approximation technique for computing solutions to the high-dimensional linear kinetic transport equation. The approach we propose is based on a macro-micro decomposition of the kinetic model in…

Numerical Analysis · Mathematics 2025-09-09 William A. Sands , Wei Guo , Jing-Mei Qiu , Tao Xiong

Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…

Optimization and Control · Mathematics 2021-02-22 Marc Goerigk , Stefan Lendl , Lasse Wulf

In this paper, a mixed integer linear formulation for problems considering time-of-use-type constraints for uninterruptible services is presented. Our work is motivated by demand response problems in power systems, in which certain devices…

Optimization and Control · Mathematics 2020-10-16 Ana Batista , David Pozo , Jorge Vera

The identification of valid inequalities, such as the rounded capacity inequalities (RCIs), is a key component of cutting plane methods for the Capacitated Vehicle Routing Problem (CVRP). While a deep learning-based separation method can…

Artificial Intelligence · Computer Science 2025-10-02 Yoonju Sim , Hyeonah Kim , Changhyun Kwon

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…

Optimization and Control · Mathematics 2019-05-17 Radu Ioan Bot , Axel Böhm

The increase in the world's population and rising standards of living is leading to an ever-increasing number of vehicles on the roads, and with it ever-increasing difficulties in traffic management. This traffic management in transport…

Data Structures and Algorithms · Computer Science 2018-05-24 Stéphane Chrétien , Christophe Guyeux

Catastrophic tornadoes cause severe damage and are a threat to human wellbeing, making it critical to determine mitigation strategies to reduce their impact. One such strategy, following recent research, is to retrofit existing structures.…

Optimization and Control · Mathematics 2023-09-06 Mehdi Ansari , Juan S. Borrero , Andres D. Gonzalez

The resource recharging station location routing problem is a generalization of the location routing problem with sophisticated and critical resource consumption and recharging constraints. Based on a representation of discretized acyclic…

Optimization and Control · Mathematics 2016-02-24 Gongyuan Lu , Xuesong Zhou , Qiyuan Peng , Bisheng He , Monirehalsadat Mahmoudi , Jun Zhao

Hyperconnected relay transportation enables using a relay system of short-haul drivers to deliver long-haul shipments collectively, which helps address root causes of trucker shortage issues by transforming working conditions with…

Optimization and Control · Mathematics 2024-02-12 Jingze Li , Xiaoyue Liu , Mathieu Dahan , Benoit Montreuil

Platooning of vehicles is a promising approach for reducing fuel consumption, increasing vehicle safety, and using road space more efficiently. We consider the important but difficult problem of assigning optimal routes and departure…

Optimization and Control · Mathematics 2021-08-19 Fengqiao Luo , Jeffrey Larson

Microtransit offers opportunities to enhance urban mobility by combining the reliability of public transit and the flexibility of ride-sharing. This paper optimizes the design and operations of a deviated fixed-route microtransit system…

Optimization and Control · Mathematics 2025-06-12 Bernardo Martin-Iradi , Alexandria Schmid , Kayla Cummings , Alexandre Jacquillat

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

We investigate a structural decomposition for the capacitated vehicle routing problem (CVRP) based on vehicle-to-customer "assignment" and visits "sequencing" decision variables. We show that an heuristic search focused on assignment…

Optimization and Control · Mathematics 2018-03-19 Túlio A. M. Toffolo , Thibaut Vidal , Tony Wauters

This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…

Optimization and Control · Mathematics 2024-11-26 Marius Roland , Alexandre Forel , Thibaut Vidal