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Operations research, linear programming, control theory, systems theory, optimal control, game theory

1 vote

How to convexify or reformulate this non-convex MIP?

If I read your question right, then the following steps of expanding and simplifying should work: $\sum_{i=1}^{K}y_{i}\left(\frac{x_{i}}{y_{i}}-\frac{X}{Y}\right)^{2}$ $\sum_{i=1}^{K}y_{i}\left(\frac{ …
Manfred Weis's user avatar
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1 vote
1 answer
89 views

Rational combinatorial optimization problem

What is the complexity of and how to go about solving the following task? Given $a, b \in \mathbb{R}_+^n$ and $n \ge k\in\mathbb{N}$, find $$ x_{\min} := \arg \min_{x \in \lbrace 0,1 \rbrace^n, x^T …
Manfred Weis's user avatar
  • 13.2k
0 votes
0 answers
19 views

Approximation with "quantile-constraints"

Question: given: $$\begin{align}&\phantom{=}\lbrace \left(x_i,y_i\right),\ x_i\in\mathbb{X}, y_i\in \mathbb{R}\rbrace_{i=1}^n\\ &\phantom{=}f: (x\in\mathbb{X},\,p_1,\dots,\, p_k\in\mathbb{R})\mapsto …
Manfred Weis's user avatar
  • 13.2k
1 vote

Finding a plane numerically

defining as the initial set of grid points $\lbrace (x_i,y_j,z_k)\rbrace$, where the indices resemble initally given point numbers, I would suggest to do the following: repeatedly calculate the ( …
Manfred Weis's user avatar
  • 13.2k
1 vote
0 answers
33 views

How to chose the start vector for the MTZ variables

In the context of LP-formulations for the Traveling Salesman Problem the MTZ constraints prevent subtours via $n$ (i.e. effectively $n-1$) additional variables $$u_1=1\\2\le u_2,\,\dots ,\,u_n\le n\\ …
Manfred Weis's user avatar
  • 13.2k
5 votes
1 answer
261 views

Bounds on number of "non-metric" entries in matrices

Question: what upper bounds are known on the number of non-metric entries of finite dimensional square matrices $\boldsymbol{A}\in\mathbb{R}^{n\times n}$ with strictly positive off-diagonal elements $ …
Manfred Weis's user avatar
  • 13.2k
1 vote

Bounds on number of "non-metric" entries in matrices

I had posted the problem because I couldn't see how to solve it for some time but for some strange reason I found a simple answer not long after I put it on MO, so it is rather to be seen as a comment …
Manfred Weis's user avatar
  • 13.2k
2 votes

The angles subtended in a TSP tour

The distribution has a stunning similarity to the density function of random Delaunay angles mentioned on page 4 of The Expected Extremes in a Delaunay Triangulation An explanation might be, that op …
Manfred Weis's user avatar
  • 13.2k
3 votes
2 answers
268 views

Probability that the solution to a combinatorial optimization problem changes after random m...

Given a combinatorial optimization problem, say the Traveling Salesman Problem, the optimal solution is a set of elements (edges in this case) that satisfy certain constraints (constituting to a conne …
Manfred Weis's user avatar
  • 13.2k
1 vote

Choosing $K$ "centers" from the space of permutations

If the "unit distance" corresponds to exactly two elements having exchanged positions, then the answer to this question may be in the line of what you are looking for. It contains code for determining …
Manfred Weis's user avatar
  • 13.2k
3 votes

What is known about worst-case point sets for the travelling salesman problem?

Instances with long shortest tours can be obtained from the optimal solutions to packing $n$ circles of largest equal radius into a square or, can be derived from such solutions via appropriate scalin …
Manfred Weis's user avatar
  • 13.2k
0 votes

Worst case performance of heuristic for the non-Eulerian windy postman problem

Regarding the 3rd question as to whether the minimum weight matching is the best choice of edges to be traversed twice, I meanwhile found a counterexample based on the following observation: Every c …
Manfred Weis's user avatar
  • 13.2k
0 votes
Accepted

Relation of 1-trees to optimal tours

Just found the answer in the 1969 paper THE TRAVELING-SALESMAN PROBLEM AND MINIMUM SPANNING TREES by Held and Karp; in which it is shown that it is not always possible to find the otimal solution to t …
Manfred Weis's user avatar
  • 13.2k
0 votes

Complexity of calculating the optimal amalgamation of an optimal cycle-cover

I just realized that there is a trivial reduction to the TSP problem by deleting all diagonals of every cycle, i.e. all edges of set $D$ in the question. The optimal tour in the thus modified graph is …
Manfred Weis's user avatar
  • 13.2k
0 votes
1 answer
52 views

Relation of 1-trees to optimal tours

Question: given a complete symmetric graph $G(V,E)$ with $n$ vertices and edges $e_{ij}$ having weight $\omega_{ij}$, does there always exists a vector of vertex potentials $(\pi_1,\,\dots,\,\pi_n)$ t …
Manfred Weis's user avatar
  • 13.2k

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