An interval branch and bound method for global Robust optimization

In this paper, we design a Branch and Bound algorithm based on interval arithmetic to address nonconvex robust optimization problems. This algorithm provides the exact global solution of such difficult problems arising in many real life applications. A code was developed in MatLab and was used to solve some robust nonconvex problems with few variables. This first numerical study shows the interest of this approach providing the global solution of such difficult robust nonconvex optimization problems.

     

A max-conflicts based heuristic search for the stable marriage problem with ties and incomplete lists

In this paper, we propose a heuristic search algorithm based on maximum conflicts to find a weakly stable matching of maximum size for the stable marriage problem with ties and incomplete lists. The key idea of our approach is to define a heuristic function based on the information extracted from undominated blocking pairs from the men’s point of view. By choosing a man corresponding to the maximum value of the heuristic function, we aim to not only remove all the blocking pairs formed by the man but also reject as many blocking pairs as possible for an unstable matching from the women’s point of view to obtain a solution of the problem as quickly as possible. Experiments show that our algorithm is efficient in terms of both execution time and solution quality for solving the problem.

     

Block coordinate descent for smooth nonconvex constrained minimization

We present a new algorithm for large-scale unconstrained minimization that, at each iteration, minimizes, approximately, a quadratic model of the objective function plus a regularization term, not necessarily based on a norm. We prove convergence assuming only gradient continuity and complexity results assuming Lipschitz conditions. For solving the subproblems in the case of regularizations based on the 3-norm, we introduce a new method that quickly obtains the approximate solutions required by the theory. We present numerical experiments.

     

A new long-step interior point algorithm for linear programming based on the algebraic equivalent transformation

In this paper, we investigate a new primal-dual long-step interior point algorithm for linear optimization. Based on the step size, interior point algorithms can be divided into two main groups, short-step, and long-step methods. In practice, long-step variants perform better, but usually, a better theoretical complexity can be achieved for the short-step methods. One of the exceptions is the large-update algorithm of Ai and Zhang. The new wide neighborhood and the main characteristics of the presented algorithm are based on their approach. In addition, we use the algebraic equivalent transformation technique of Darvay to determine new modified search directions for our method. We show that the new long-step algorithm is convergent and has the best known iteration complexity of short-step variants. We present our numerical results and compare the performance of our algorithm with two previously introduced Ai-Zhang type interior point algorithms on a set of linear programming test problems from the Netlib library.

     

New Interior-Point Algorithm for Symmetric Optimization Based on a Positive-Asymptotic Barrier Function

Abstract

We define a new interior-point method (IPM), which is suitable for solving symmetric optimization (SO) problems. The proposed algorithm is based on a new search direction. In order to obtain this direction, we apply the method of algebraically equivalent transformation on the centering equation of the central path. We prove that the associated barrier cannot be derived from a usual kernel function. Therefore, we introduce a new notion, namely the concept of the positive-asymptotic kernel function. We conclude that this algorithm solves the problem in polynomial time and has the same complexity as the best known IPMs for SO.     

An accurate a posteriori error estimator for the Steklov eigenvalue problem and its applications

In this paper, a type of accurate a posteriori error estimator is proposed for the Steklov eigenvalue problem based on the complementary approach, which provides an asymptotic exact estimate for the approximate eigenpair. Besides, we design a type of cascadic adaptive finite element method for the Steklov eigenvalue problem based on the proposed a posteriori error estimator. In this new cascadic adaptive scheme, instead of solving the Steklov eigenvalue problem in each adaptive space directly, we only need to do some smoothing steps for linearized boundary value problems on a series of adaptive spaces and solve some Steklov eigenvalue problems on a low dimensional space. Furthermore, the proposed a posteriori error estimator provides the way to refine mesh and control the number of smoothing steps for the cascadic adaptive method. Some numerical examples are presented to validate the efficiency of the algorithm in this paper.

     

Analysis of two new parareal algorithms based on the Dirichlet-Neumann/Neumann-Neumann waveform relaxation method for the heat equation

The Dirichlet-Neumann and Neumann-Neumann waveform relaxation methods are nonoverlapping spatial domain decomposition methods to solve evolution problems, while the parareal algorithm is in time parallel fashion. Based on the combinations of these space and time parallel strategies, we present and analyze two parareal algorithms based on the Dirichlet-Neumann and the Neumann-Neumann waveform relaxation method for the heat equation by choosing Dirichlet-Neumann/Neumann-Neumann waveform relaxation as two new kinds of fine propagators instead of the classical fine propagator. Both new proposed algorithms could be viewed as a space-time parallel algorithm, which increases the parallelism both in space and in time. We derive for the heat equation the convergence results for both algorithms in one spatial dimension. We also illustrate our theoretical results with numerical experiments finally.

     

A finite algorithm for the least two-norm solution of a linear program 1

By perturbing properly a linear program to a separable quadratic program it is possible to solve the latter in its dual variable space by iterative techniques such as sparsity-preserving SOR (successive overtaxation techniques). In this way large sparse linear programs can be handled.

In this paper we give a new computational criterion to check whether the solution of the perturbed quadratic program provides the least 2-norm solution of the original linear program. This criterion improves on the criterion proposed in an earlier paper.

We also describe an algorithm for solving linear programs which is based on the SOR methods. The main property of this algorithm is that, under mild assumptions, it finds the least 2-norm solution of a linear program in a finite number of iteration.s     

First-order inertial algorithms involving dry friction damping

We present a Branch-and-Cut algorithm for a class of nonlinear chance-constrained mathematical optimization problems with a finite number of scenarios. Unsatisfied scenarios can enter a recovery mode. This class corresponds to problems that can be reformulated as deterministic convex mixed-integer nonlinear programming problems with indicator variables and continuous scenario variables, but the size of the reformulation is large and quickly becomes impractical as the number of scenarios grows. The Branch-and-Cut algorithm is based on an implicit Benders decomposition scheme, where we generate cutting planes as outer approximation cuts from the projection of the feasible region on suitable subspaces. The size of the master problem in our scheme is much smaller than the deterministic reformulation of the chance-constrained problem. We apply the Branch-and-Cut algorithm to the mid-term hydro scheduling problem, for which we propose a chance-constrained formulation. A computational study using data from ten hydroplants in Greece shows that the proposed methodology solves instances faster than applying a general-purpose solver for convex mixed-integer nonlinear programming problems to the deterministic reformulation, and scales much better with the number of scenarios.

     

A Computationally Efficient Oracle Estimator for Additive Nonparametric Regression with Bootstrap Confidence Intervals

Abstract

This article makes three contributions. First, we introduce a computationally efficient estimator for the component functions in additive nonparametric regression exploiting a different motivation from the marginal integration estimator of Linton and Nielsen. Our method provides a reduction in computation of order n which is highly significant in practice. Second, we define an efficient estimator of the additive components, by inserting the preliminary estimator into a backfitting˙ algorithm but taking one step only, and establish that it is equivalent, in various senses, to the oracle estimator based on knowing the other components. Our two-step estimator is minimax superior to that considered in Opsomer and Ruppert, due to its better bias. Third, we define a bootstrap algorithm for computing pointwise confidence intervals and show that it achieves the correct coverage.     

On Detecting Solutions of Polynomial Nonlinear Difference Equations

In this paper a method for discovering solutions of nonlinear polynomial difference equations is presented. It is based on the concepts of i -operator and star-product. These notions create a proper algebraic background by means of which we can find linear equations "included" into the original nonlinear one and to seek for solutions among them. A corresponding algorithm and some examples are also provided.     

Two linear approximation algorithms for convex mixed integer nonlinear programming

We present two new algorithms for convex Mixed Integer Nonlinear Programming (MINLP), both based on the well known Extended Cutting Plane (ECP) algorithm proposed by Weterlund and Petersson. Our first algorithm, Refined Extended Cutting Plane (RECP), incorporates additional cuts to the MILP relaxation of the original problem, obtained by solving linear relaxations of NLP problems considered in the Outer Approximation algorithm. Our second algorithm, Linear Programming based Branch-and-Bound (LP-BB), applies the strategy of generating cuts that is used in RECP, to the linear approximation scheme used by the LP/NLP based Branch-and-Bound algorithm. Our computational results show that RECP and LP-BB are highly competitive with the most popular MINLP algorithms from the literature, while keeping the nice and desirable characteristic of ECP, of being a first-order method.

     

An EM-based iterative method for solving large sparse linear systems

ABSTRACT

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise, convergence to a minimal Kullback–Leibler divergence point is guaranteed. The algorithm is easy to code and competitive with other iterative algorithms.     

Existence and Convergence Theorems for Global Minimization of Best Proximity Points in Hilbert Spaces

In order to solve global minimization problems involving best proximity points, we introduce general Mann algorithm for nonself nonexpansive mappings and then prove weak and strong convergence of the proposed algorithm under some suitable conditions in real Hilbert spaces. Furthermore, we also provide numerical experiment to illustrate the convergence behavior of our proposed algorithm.

     

Network manipulation algorithm based on inexact alternating minimization

In this paper, we present a network manipulation algorithm based on an alternating minimization scheme from Nesterov (Soft Comput 1–12, 2020). In our context, the alternative process mimics the natural behavior of agents and organizations operating on a network. By selecting starting distributions, the organizations determine the short-term dynamics of the network. While choosing an organization in accordance with their manipulation goals, agents are prone to errors. This rational inattentive behavior leads to discrete choice probabilities. We extend the analysis of our algorithm to the inexact case, where the corresponding subproblems can only be solved with numerical inaccuracies. The parameters reflecting the imperfect behavior of agents and the credibility of organizations, as well as the condition number of the network transition matrix have a significant impact on the convergence of our algorithm. Namely, they turn out not only to improve the rate of convergence, but also to reduce the accumulated errors. From the mathematical perspective, this is due to the induced strong convexity of an appropriate potential function.

     

Managing pharmaceuticals delivery service using a hybrid particle swarm intelligence approach

Medicines or drugs have unique characteristics of short life cycle, small size, light weight, restrictive distribution time and the need of temperature and humidity control (selected items only). Thus, logistics companies often use different types of vehicles with different carrying capacities, and considering fixed and variable costs in service delivery, which make the vehicle assignment and route optimization more complicated. In this study, we formulate the problem to a multi-type vehicle assignment and mixed integer programming route optimization model with fixed fleet size under the constraints of distribution time and carrying capacity. Given non-deterministic polynomial hard and optimal algorithm can only be used to solve small-size problem, a hybrid particle swarm intelligence (PSI) heuristic approach, which adopts the crossover and mutation operators from genetic algorithm and 2-opt local search strategy, is proposed to solve the problem. We also adapt a principle based on cost network and Dijkstra’s algorithm for vehicle scheduling to balance the distribution time limit and the high loading rate. We verify the relative performance of the proposed method against several known optimal or heuristic solutions using a standard data set for heterogeneous fleet vehicle routing problem. Additionally, we compare the relative performance of our proposed Hybrid PSI algorithm with two intelligent-based algorithms, Hybrid Population Heuristic algorithm and Improved Genetic Algorithm, using a real-world data set to illustrate the practical and validity of the model and algorithm.

     

Adaptive seeding for profit maximization in social networks

Social networks are becoming important dissemination platforms, and a large body of works have been performed on viral marketing, but most are to maximize the benefits associated with the number of active nodes. In this paper, we study the benefits related to interactions among activated nodes. Furthermore, since the stochasticity caused by the dynamics of influence cascade in the social network, we propose the adaptive seeding strategy where seeds are selected one by one according to influence propagation situation of seeds already selected, and define the adaptive profit maximization problem. We analyze its complexity and prove it is not adaptive submodular. We find the upper and lower bounds which are adaptive submodular and design an adaptive sandwich policy based on the sandwich strategy which could gain a data dependent approximation solution. Through real data sets, we verify the effectiveness of our proposed algorithm.

     

Implicitly restarted projection algorithm for solving optimization problems

An algorithm for solving the problem of minimizing a quadratic function subject to ellipsoidal constraints is introduced. This algorithm is based on the impHcitly restarted Lanczos method to construct a basis for the Krylov subspace in conjunction with a model trust region strategy to choose the step. The trial step is computed on the small dimensional subspace that lies inside the trust region.

One of the main advantages of this algorithm is the way that the Krylov subspace is terminated. We introduce a terminationcondition that allows the gradient to be decreased on that subspace.

A convergence theory for this algorithm is presented. It is shown that this algorithm is globally convergent and it shouldcope quite well with large scale minimization problems. This theory is sufficiently general that it holds for any algorithm that projects the problem on a lower dimensional subspace.     

Supply chain scheduling in a collaborative manufacturing mode: model construction and algorithm design

In collaborative manufacturing, the supply chain scheduling problem becomes more complex according to both multiple product demands and multiple production modes. Aiming to obtain a reasonable solution to this complexity, we analyze the characteristics of collaborative manufacturing and design some elements, including production parameters, order parameters, and network parameters. We propose four general types of collaborative manufacturing networks and then construct a supply chain scheduling model composed of the processing costs, inventory costs, and two penalty costs of the early completion costs and tardiness costs. In our model, by considering the urgency of different orders, we design a delivery time window based on the least production time and slack time. Additionally, due to the merit of continuously processing orders belonging to the same product type, we design a production cost function by using a piecewise function. To solve our model efficiently, we present a hybrid ant colony optimization (HACO) algorithm. More specifically, the Monte Carlo algorithm is incorporated into our HACO algorithm to improve the solution quality. We also design a moving window award mechanism and dynamic pheromone update strategy to improve the search efficiency and solution performance. Computational tests are conducted to evaluate the performance of the proposed method.

     

On the LASSO and its Dual

Abstract

Proposed by Tibshirani, the least absolute shrinkage and selection operator (LASSO) estimates a vector of regression coefficients by minimizing the residual sum of squares subject to a constraint on the l ¹-norm of the coefficient vector. The LASSO estimator typically has one or more zero elements and thus shares characteristics of both shrinkage estimation and variable selection. In this article we treat the LASSO as a convex programming problem and derive its dual. Consideration of the primal and dual problems together leads to important new insights into the characteristics of the LASSO estimator and to an improved method for estimating its covariance matrix. Using these results we also develop an efficient algorithm for computing LASSO estimates which is usable even in cases where the number of regressors exceeds the number of observations. An S-Plus library based on this algorithm is available from StatLib.