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A primal-dual interior-point relaxation method with global and rapidly local convergence for nonlinear programs
Based on solving an equivalent parametric equality constrained mini-max problem of the classic logarithmic-barrier subproblem, we present a novel...
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The cost of not knowing enough: mixed-integer optimization with implicit Lipschitz nonlinearities
It is folklore knowledge that nonconvex mixed-integer nonlinear optimization problems can be notoriously hard to solve in practice. In this paper we...
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Exact methods for discrete \({\varGamma }\)-robust interdiction problems with an application to the bilevel knapsack problem
Develo** solution methods for discrete bilevel problems is known to be a challenging task—even if all parameters of the problem are exactly known....
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Matheuristics to optimize refueling and maintenance planning of nuclear power plants
Planning the maintenance of nuclear power plants is a complex optimization problem, involving a joint optimization of maintenance dates, fuel...
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Optimal control of the stationary Kirchhoff equation
We consider an optimal control problem for the steady-state Kirchhoff equation, a prototype for nonlocal partial differential equations, different...
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An oracle-based framework for robust combinatorial optimization
We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We...
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Outer approximation for global optimization of mixed-integer quadratic bilevel problems
Bilevel optimization problems have received a lot of attention in the last years and decades. Besides numerous theoretical developments there also...
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Modeling design and control problems involving neural network surrogates
We consider nonlinear optimization problems that involve surrogate models represented by neural networks. We demonstrate first how to directly embed...
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A Corrected Inexact Proximal Augmented Lagrangian Method with a Relative Error Criterion for a Class of Group-Quadratic Regularized Optimal Transport Problems
The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various...
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An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities
We propose an exact global solution method for bilevel mixed-integer optimization problems with lower-level integer variables and including nonlinear...
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A Projection Algorithm for Non-Monotone Variational Inequalities
We introduce a projection-type algorithm for solving the variational inequality problem for point-to-set operators, and establish its convergence...
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An infeasible-start framework for convex quadratic optimization, with application to constraint-reduced interior-point and other methods
A framework is proposed for solving general convex quadratic programs (CQPs) from an infeasible starting point by invoking an existing feasible-start ...
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A Frank–Wolfe based branch-and-bound algorithm for mean-risk optimization
We present an exact algorithm for mean-risk optimization subject to a budget constraint, where decision variables may be continuous or integer. The...
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A new warmstarting strategy for the primal-dual column generation method
This paper presents a new warmstarting technique in the context of a primal-dual column generation method applied to solve a particular class of...
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Scenario reduction revisited: fundamental limits and guarantees
The goal of scenario reduction is to approximate a given discrete distribution with another discrete distribution that has fewer atoms. We...
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An interior-point implementation developed and tuned for radiation therapy treatment planning
While interior-point methods share the same fundamentals, the implementation determines the actual performance. In order to attain the highest...
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A parallel quadratic programming method for dynamic optimization problems
Quadratic programming problems (QPs) that arise from dynamic optimization problems typically exhibit a very particular structure. We address the...
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Active-set prediction for interior point methods using controlled perturbations
We propose the use of controlled perturbations to address the challenging question of optimal active-set prediction for interior point methods....
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CBLIB 2014: a benchmark library for conic mixed-integer and continuous optimization
The Conic Benchmark Library is an ongoing community-driven project aiming to challenge commercial and open source solvers on mainstream cone support....
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Warmstarting the homogeneous and self-dual interior point method for linear and conic quadratic problems
We present two strategies for warmstarting primal-dual interior point methods for the homogeneous self-dual model when applied to mixed linear and...