A nonlinear semidefinite optimization relaxation for the worst-case linear optimization under uncertainties

2014 ◽  
Vol 152 (1-2) ◽  
pp. 593-614 ◽  
Author(s):  
Jiming Peng ◽  
Tao Zhu
Keyword(s):  
Linear Optimization ◽  
Semidefinite Optimization ◽  
Worst Case ◽  
Semidefinite Optimization Relaxation

An improved and modified infeasible interior-point method for symmetric optimization

2016 ◽  
Vol 09 (03) ◽  
pp. 1650059 ◽  
Author(s):  
Behrouz Kheirfam
Keyword(s):  
Interior Point ◽  
Interior Point Method ◽  
Interior Point Methods ◽  
Linear Optimization ◽  
Point Method ◽  
Semidefinite Optimization ◽  
Symmetric Optimization ◽  
Second Order Cone ◽  
Iteration Bound ◽  
Infeasible Interior Point Method

In this paper an improved and modified version of full Nesterov–Todd step infeasible interior-point methods for symmetric optimization published in [A new infeasible interior-point method based on Darvay’s technique for symmetric optimization, Ann. Oper. Res. 211(1) (2013) 209–224; G. Gu, M. Zangiabadi and C. Roos, Full Nesterov–Todd step infeasible interior-point method for symmetric optimization, European J. Oper. Res. 214(3) (2011) 473–484; Simplified analysis of a full Nesterov–Todd step infeasible interior-point method for symmetric optimization, Asian-Eur. J. Math. 8(4) (2015) 1550071, 14 pp.] is considered. Each main iteration of our algorithm consisted of only a feasibility step, whereas in the earlier versions each iteration is composed of one feasibility step and several — at most three — centering steps. The algorithm finds an [Formula: see text]-solution of the underlying problem in polynomial-time and its iteration bound improves the earlier bounds factor from [Formula: see text] and [Formula: see text] to [Formula: see text]. Moreover, our method unifies the analysis for linear optimization, second-order cone optimization and semidefinite optimization.

AN INTERIOR POINT APPROACH FOR SEMIDEFINITE OPTIMIZATION USING NEW PROXIMITY FUNCTIONS

2009 ◽  
Vol 26 (03) ◽  
pp. 365-382 ◽  
Author(s):  
M. REZA PEYGHAMI
Keyword(s):  
Interior Point ◽  
Interior Point Methods ◽  
Linear Optimization ◽  
Kernel Functions ◽  
Semidefinite Optimization ◽  
Special Choice ◽  
Simple Analysis ◽  
New Class ◽  
Iteration Bound ◽  
Primal Dual

Kernel functions play an important role in interior point methods (IPMs) for solving linear optimization (LO) problems to define a new search direction. In this paper, we consider primal-dual algorithms for solving Semidefinite Optimization (SDO) problems based on a new class of kernel functions defined on the positive definite cone [Formula: see text]. Using some appealing and mild conditions of the new class, we prove with simple analysis that the new class-based large-update primal-dual IPMs enjoy an [Formula: see text] iteration bound to solve SDO problems with special choice of the parameters of the new class.

scholarly journals An interior point algorithm for solving linear optimization problems using a new trigonometric kernel function

Filomat ◽  
2020 ◽  
Vol 34 (5) ◽  
pp. 1471-1486
Author(s):  
S. Fathi-Hafshejani ◽  
Reza Peyghami
Keyword(s):  
Kernel Function ◽  
Interior Point ◽  
Optimization Problems ◽  
Linear Optimization ◽  
Interior Point Algorithm ◽  
Worst Case ◽  
Complexity Bounds ◽  
Linear Optimization Problems ◽  
Primal Dual ◽  
The Given

In this paper, a primal-dual interior point algorithm for solving linear optimization problems based on a new kernel function with a trigonometric barrier term which is not only used for determining the search directions but also for measuring the distance between the given iterate and the ?-center for the algorithm is proposed. Using some simple analysis tools and prove that our algorithm based on the new proposed trigonometric kernel function meets O (?n log n log n/?) and O (?n log n/?) as the worst case complexity bounds for large and small-update methods. Finally, some numerical results of performing our algorithm are presented.

scholarly journals A SELF-REGULAR NEWTON BASED ALGORITHM FOR LINEAR OPTIMIZATION

2009 ◽  
Vol 51 (2) ◽  
pp. 286-301
Author(s):  
M. SALAHI
Keyword(s):  
Adaptive Algorithm ◽  
Optimization Problem ◽  
Linear Optimization ◽  
Central Path ◽  
Search Direction ◽  
Worst Case ◽  
Linear Optimization Problem ◽  
Classical Algorithm ◽  
Iteration Bound

AbstractIn this paper, using the framework of self-regularity, we propose a hybrid adaptive algorithm for the linear optimization problem. If the current iterates are far from a central path, the algorithm employs a self-regular search direction, otherwise the classical Newton search direction is employed. This feature of the algorithm allows us to prove a worst case iteration bound. Our result matches the best iteration bound obtained by the pure self-regular approach and improves on the worst case iteration bound of the classical algorithm.

A HYBRID ADAPTIVE ALGORITHM FOR LINEAR OPTIMIZATION

2009 ◽  
Vol 26 (02) ◽  
pp. 235-256
Author(s):  
MAZIAR SALAHI ◽  
TAMÁS TERLAKY
Keyword(s):  
Adaptive Algorithm ◽  
Linear Optimization ◽  
Single Step ◽  
Central Path ◽  
Search Direction ◽  
Worst Case ◽  
One Dimensional ◽  
Barrier Parameter ◽  
Dimensional Equation ◽  
Step Algorithm

Recently, using the framework of self-regularity, Salahi in his Ph.D. thesis proposed an adaptive single step algorithm which takes advantage of the current iterate information to find an appropriate barrier parameter rather than using a fixed fraction of the current duality gap. However, his algorithm might do at most one bad step after each good step in order to keep the iterate in a certain neighborhood of the central path. In this paper, using the same framework, we propose a hybrid adaptive algorithm. Depending on the position of the current iterate, our new algorithm uses either the classical Newton search direction or a self-regular search direction. The larger the distance from the central path, the larger the barrier degree of the self-regular search direction is. Unlike the classical approach, here we control the iterates by guaranteeing certain reduction of the proximity measure. This itself leads to a one dimensional equation which determines the target barrier parameter at each iteration. This allows us to have a large update algorithm without any need for safeguard or special steps. Finally, we prove that our hybrid adaptive algorithm has an [Formula: see text] worst case iteration complexity.

Complexity Results and Effective Algorithms for Worst-Case Linear Optimization Under Uncertainties

2020 ◽  
Author(s):  
Hezhi Luo ◽  
Xiaodong Ding ◽  
Jiming Peng ◽  
Rujun Jiang ◽  
Duan Li
Keyword(s):  
Large Scale ◽  
Risk Estimation ◽  
Convex Relaxation ◽  
Linear Optimization ◽  
Optimal Solution ◽  
Optimization Method ◽  
Optimization Techniques ◽  
Worst Case ◽  
Uncertainty Set ◽  
The Right

In this paper, we consider the so-called worst-case linear optimization (WCLO) with uncertainties on the right-hand side of the constraints. Such a problem often arises in applications such as in systemic risk estimation in finance and stochastic optimization. We first show that the WCLO problem with the uncertainty set corresponding to the [Formula: see text]p-norm ((WCLOp)) is NP-hard for p ɛ (1,∞). Second, we combine several simple optimization techniques, such as the successive convex optimization method, quadratic convex relaxation, initialization, and branch-and-bound (B&B), to develop an algorithm for (WCLO2) that can find a globally optimal solution to (WCLO2) within a prespecified ε-tolerance. We establish the global convergence of the algorithm and estimate its complexity. We also develop a finite B&B algorithm for (WCLO∞) to identify a global optimal solution to the underlying problem, and establish the finite convergence of the algorithm. Numerical experiments are reported to illustrate the effectiveness of our proposed algorithms in finding globally optimal solutions to medium and large-scale WCLO instances.

Mosaic Mapping: A Means of Tiling Images to Shorten Acquisition Speed for Lower - Magnification SEM Images and Wavelength Dispersive Spectrometers (WDS) X-Ray Maps

1996 ◽  
Vol 54 ◽  
pp. 438-439
Author(s):  
J.D. Geller ◽  
C.R. Herrington
Keyword(s):  
Limiting Factors ◽  
X Rays ◽  
Angular Range ◽  
Acceptance Angle ◽  
Sem Images ◽  
Worst Case ◽  
X Ray ◽  
Focusing Distance ◽  
Layered Crystals ◽  
Working Distance

The minimum magnification for which an image can be acquired is determined by the design and implementation of the electron optical column and the scanning and display electronics. It is also a function of the working distance and, possibly, the accelerating voltage. For secondary and backscattered electron images there are usually no other limiting factors. However, for x-ray maps there are further considerations. The energy-dispersive x-ray spectrometers (EDS) have a much larger solid angle of detection that for WDS. They also do not suffer from Bragg’s Law focusing effects which limit the angular range and focusing distance from the diffracting crystal. In practical terms EDS maps can be acquired at the lowest magnification of the SEM, assuming the collimator does not cutoff the x-ray signal. For WDS the focusing properties of the crystal limits the angular range of acceptance of the incident x-radiation. The range is dependent upon the 2d spacing of the crystal, with the acceptance angle increasing with 2d spacing. The natural line width of the x-ray also plays a role. For the metal layered crystals used to diffract soft x-rays, such as Be - O, the minimum magnification is approximately 100X. In the worst case, for the LEF crystal which diffracts Ti - Zn, ˜1000X is the minimum.

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