Constraints on the fundamental topological parameters of spatial tessellations

Tessellations of that use convex polyhedral cells to fill the space can be extremely complicated, especially if they are not “facet‐to‐facet”, that is, if the facets of a cell do not necessarily coincide with the facets of that cell's neighbours. In a recent paper 15 , we have developed a theory which covers these complicated cases, at least with respect to their combinatorial topology. The theory required seven parameters, three of which suffice for facet‐to‐facet cases; the remaining four parameters are needed for the awkward adjacency concepts that arise in the general case. This current paper establishes constraints that apply to these seven parameters and so defines a permissible region within their seven‐dimensional space, a region which we discover is not bounded. Our constraints in the relatively simple facet‐to‐facet case are also new.     

Solving quadratic convex bilevel programming problems using a smoothing method

In this paper, we present a smoothing sequential quadratic programming to compute a solution of a quadratic convex bilevel programming problem. We use the Karush-Kuhn-Tucker optimality conditions of the lower level problem to obtain a nonsmooth optimization problem known to be a mathematical program with equilibrium constraints; the complementary conditions of the lower level problem are then appended to the upper level objective function with a classical penalty. These complementarity conditions are not relaxed from the constraints and they are reformulated as a system of smooth equations by mean of semismooth equations using Fisher-Burmeister functional. Then, using a quadratic sequential programming method, we solve a series of smooth, regular problems that progressively approximate the nonsmooth problem. Some preliminary computational results are reported, showing that our approach is efficient.     

A new method of moving asymptotes for large-scale linearly equality-constrained minimization

A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed.In this method,linear equality constraints are deleted with null space technique and the descending direction is obtained by solving a convex separable subproblem of moving asymptotes in each iteration. New rules for controlling the asymptotes parameters are designed and the global convergence of the method under some reasonable conditions is established and proved.The numerical results show that the new method may be capable of processing some large scale problems.     

Column generation for vehicle routing problems with multiple synchronization constraints

Synchronization of workers and vehicles plays a major role in many industries such as logistics, healthcare or airport ground handling. In this paper, we focus on operational ground handling planning and model it as an archetype of vehicle routing problems with multiple synchronization constraints, coined as “abstract vehicle routing problem with worker and vehicle synchronization” (AVRPWVS). The AVRPWVS deals with routing workers to ground handling jobs such as unloading baggage or refuelling an aircraft, while meeting each job’s time window. Moreover, each job can be performed by a variable number of workers. As airports span vast distances and due to security regulations, workers use vehicles to travel between locations. Furthermore, each vehicle, moved by a driver, can carry several workers. We propose two mathematical multi-commodity flow formulations based on time-space networks to efficiently model five synchronization types including movement and load synchronization. Moreover, we develop a branch-and-price heuristic that employs both conventional variable branching and a novel variable fixing strategy. We demonstrate that the procedure achieves results close to the optimal solution in short time when compared to the two integer models.     

Optimal investment of DC pension plan under short-selling constraints and portfolio insurance

In this paper we investigate an optimal investment problem under short-selling and portfolio insurance constraints faced by a defined contribution pension fund manager who is loss averse. The financial market consists of a cash bond, an indexed bond and a stock. The manager aims to maximize the expected S-shaped utility of the terminal wealth exceeding a minimum guarantee. We apply the dual control method to solve the problem and derive the representations of the optimal wealth process and trading strategies in terms of the dual controlled process and the dual value function. We also perform some numerical tests and show how the S-shaped utility, the short-selling constraints and the portfolio insurance impact the optimal terminal wealth.     

A Partial First-Order Affine-Scaling Method

We present a partial first-order affine-scaling method for solving smooth optimization with linear inequality constraints. At each iteration, the algorithm considers a subset of the constraints to reduce the complexity. We prove the global convergence of the algorithm for general smooth objective functions, and show it converges at sublinear rate when the objective function is quadratic. Numerical experiments indicate that our algorithm is efficient.