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MP
2006
84views more  MP 2006»
14 years 9 months ago
On the behavior of the homogeneous self-dual model for conic convex optimization
Abstract. There is a natural norm associated with a starting point of the homogeneous selfdual (HSD) embedding model for conic convex optimization. In this norm two measures of the...
Robert M. Freund
MP
2006
73views more  MP 2006»
14 years 9 months ago
On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
We present a primal-dual interior-point algorithm with a filter line-search method for nonlinear programming. Local and global convergence properties of this method were analyzed i...
Andreas Wächter, Lorenz T. Biegler
MP
2006
79views more  MP 2006»
14 years 9 months ago
Projection results for vehicle routing
A variety of integer programming formulations have been proposed for Vehicle Routing Problems (VRPs), including the so-called two- and three-index formulations, the set partitioni...
Adam N. Letchford, Juan José Salazar Gonz&a...
MP
2006
110views more  MP 2006»
14 years 9 months ago
Extending Scope of Robust Optimization: Comprehensive Robust Counterparts of Uncertain Problems
In this paper, we propose a new methodology for handling optimization problems with uncertain data. With the usual Robust Optimization paradigm, one looks for the decisions ensurin...
Aharon Ben-Tal, Stephen Boyd, Arkadi Nemirovski
MP
2006
77views more  MP 2006»
14 years 9 months ago
Zigzag inequalities: a new class of facet-inducing inequalities for Arc Routing Problems
In this paper we introduce a new class of facet-inducing inequalities for the Windy Rural Postman Problem and the Windy General Routing Problem. These inequalities are called Zigz...
Angel Corberán, Isaac Plana, José M....