Now showing items 1-10 of 29
A genuinely polynomial primal simplex algorithm for the assignment problem
We present a primal simplex algorithm that solves the assignment problem in 1 2n(n+3)-4 pivots. Starting with a problem of size 1, we sequentially solve problems of size 2,3,4,...,n. The algorithm utilizes degeneracy by ...
Solving school bus routing problems through integer programming
(Palgrave Macmillan Ltd., 2007)
In this paper, an exact solution approach is described for solving a real-life school bus routing problem (SBRP) for transporting the students of an elementary school throughout central Ankara, Turkey. The problem is ...
Pricing multiple exercise American options by linear programming
(Springer New York LLC, 2017)
We consider the problem of computing the lower hedging price of American options of the call and put type written on a non-dividend paying stock in a non-recombinant tree model with multiple exercise rights. We prove using ...
A global error bound for quadratic perturbation of linear programs
We prove a global error bound result on the quadratic perturbation of linear programs. The error bound is stated in terms of function values.
A characterization of the optimal set of linear programs based on the augmented lagrangian
(Taylor & Francis, 1999)
It is proved that in a certain neighborhood of the optimal set of multipliers, the set of minimizers of the augmented lagrangian nmction generates a new characterization of the optimal solution set of the linear program.
A new finite continuation algorithm for linear programming
(Society for Industrial and Applied Mathematics, 1996)
We describe a new finite continuation algorithm for linear programming. The dual of the linear programming problem with unit lower and upper bounds is formulated as an f\ minimization problem augmented with the addition ...
Escaping local optima in a class of multi-agent distributed optimization problems: a boosting function approach
We address the problem of multiple local optima commonly arising in optimization problems for multi-agent systems, where objective functions are nonlinear and nonconvex. For the class of coverage control problems, we propose ...
Necessary and sufficient conditions for noiseless sparse recovery via convex quadratic splines
(Society for Industrial and Applied Mathematics Publications, 2019)
The problem of exact recovery of an individual sparse vector using the Basis Pursuit (BP) model is considered. A differentiable Huber loss function (a convex quadratic spline) is used to replace the $\ell_1$-norm in the ...
Formulations and valid inequalities for the heterogeneous vehicle routing problem
We consider the vehicle routing problem where one can choose among vehicles with different costs and capacities to serve the trips. We develop six different formulations: the first four based on Miller-Tucker-Zemlin ...
Hub location under competition
Hubs are consolidation and dissemination points in many-to-many flow networks. Hub location problem is to locate hubs among available nodes and allocate non-hub nodes to these hubs. The mainstream hub location studies ...