All Questions
Tagged with integer-programming convex-optimization
12 questions
3
votes
2
answers
215
views
Is there a closed-form solution for $\max_D \operatorname{Tr}(ADBD)$
Is there a closed-form solution for
$$\max_D \operatorname{Tr}(ADBD)$$
where $D$ is a $N\times N$ diagonal matrix with $m<N$ number of $1$'s and the rest are $0$'s, and $A$ and $B$ are real ...
- 433
3
votes
0
answers
125
views
Does Barvinok's algorithm apply to convex integer program?
Barvinok provided a counting algorithm to count number of integer solutions to integer linear program that runs in polynomial time if the number of integer variables is fixed.
If we have convex ...
- 1,826
2
votes
0
answers
406
views
Pros and cons of using integer programming alone or combined integer and global optimization?
First, I am not sure if this is the right question to ask in this forum. But I have been looking for answers for a long time and I have been also asking my university's "engineering" professors but I ...
0
votes
1
answer
113
views
How do I solve this integer programming problem with non convex constraints?
I am not sure if this is the right place to post this question, please point me to the correct forum if I posted in a wrong place.
I have an optimization problem like this
...
- 103
0
votes
2
answers
532
views
Convex integer program with totally unimodular constraints
Suppose I have a convex (nonlinear) integer program with totally unimodular linear constraints. What are sufficient conditions one can impose on the convex objective function such that relaxing the ...
1
vote
0
answers
102
views
When are quadratic integer programs "easy to solve"?
Let $N_i=\{0,1,\dots,\bar{n}_i\}$ and define $N=N_1\times \dots \times N_I$. I want to maximize $f$ on $N$. $f$ has the following form
$$
f(n) = \sum_i A_i n_i -\sum_i \sum_{j\neq i} B_{ij} (n_i-n_j)^...
- 379
1
vote
1
answer
122
views
Convex integer programming on totally unimodular polytope?
If
$$\min x'Qx + Rx$$
$$Ax\leq b$$
$$x\in\mathbb Z^n$$
is a quadratic program with $x'Qx$ is convex is there a polynomial time algorithm for this if $A$ is totally unimodular?
In particular if we ask ...
- 13.9k
0
votes
0
answers
72
views
Discrete primal-duality in optimization
I would like to inquire about the existence of something perhaps similar to the duality theorem in the convex analysis or convex programming in the discrete setting. Here is a concrete example.
Let $...
- 2,239
3
votes
1
answer
368
views
Lot sizing problem: how to add these cuts efficiently
Consider the set of constraints of the uncapacitated lot sizing problem:
$$
\{(x,s,y)\in \mathbb{R}^n_+ \times \mathbb{R}^n_+ \times \mathbb{B}^n \;|\;s_{t-1}+x_t = d_t+s_t,\; x_t \le My_t,\; t=1,\...
- 225
3
votes
0
answers
41
views
About the partial expectation polynomials in the Interlacing-I paper and perfect matchings
I am thinking of the polynomials $f_{s_1,s_2,..,s_k}$ as in the definition 4.3 in this paper http://annals.math.princeton.edu/wp-content/uploads/annals-v182-n1-p07-p.pdf
In the use of these ...
5
votes
1
answer
2k
views
Algorithm to minimally connect line segments in Euclidean plane
Suppose you have finitely many line segments in the Euclidean plane. How do you "connect them to form one chain of line segments of minimal length?"
More formally and generally, what I'm looking for ...
- 153
2
votes
0
answers
83
views
Reference request: Edmond's Algorithm for integer hull
I'm looking for a good reference for the algorithm (supposedly by Edmonds) to compute the integer hull of a polytope, not by cutting plane methods but by starting with a set of integer points and then ...
- 243