Reports de recerca
Enviaments recents
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On solving large-scale multistage stochastic problems with a new specialized interior-point approach
(2021-12)
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Accés obertA novel approach based on a specialized interior-point method (IPM) is presented for solving large-scale stochastic multistage continuous optimization problems, which represent the uncertainty in strategic multistage and ... -
New interior-point approach for one- and two-class linear support vector machines using multiple variable splitting
(2021-12)
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Accés obertMultiple variable splitting is a general technique for decomposing problems by using copies of variables and additional linking constraints that equate their values. The resulting large optimization problem can be solved ... -
An algorithm for the microaggregation problem using column generation
(2020-06)
Report de recerca
Accés obertThe field of Statistical Disclosure Control aims at reducing the risk of re-identification of an individualwhen disseminating data, and it is one of the main concerns of national statistical agencies. OperationsResearch ... -
A new interior-point approach for large two-stage stochastic problems
(2020-04)
Report de recerca
Accés obertTwo-stage stochastic models give rise to very large optimization problems. Several approaches havebeen devised for efficiently solving them, including interior-point methods (IPMs). However, usingIPMs, the linking columns ... -
Using interior point solvers for optimizing progressive lens models with spherical coordinates
(2019-05)
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Accés obertDesigning progressive lenses is a complex problem that has beenpreviously solved by formulating an optimization model based on Cartesiancoordinates. In this work a new progressive lens model using spherical co-ordinates ... -
A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
(2019-01-28)
Report de recerca
Accés obertThe computation of the Newton direction is the most time consuming step of interior-point methods. This direction was efficiently computed by a combination of Cholesky factorizations and conjugate gradients in a specialized ... -
A specialized interior-point algorithm for huge minimum convex cost flows in bipartite networks
(2018-11)
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Accés obert -
A linear optimization based method for data privacy in statistical tabular data
(2017-05-23)
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Accés obertNational Statistical Agencies routinely disseminate large amounts of data. Prior to dissemination these data have to be protected to avoid releasing confidential information. Controlled tabular adjustment (CTA) is one of ... -
Stabilized Benders methods for large-scale combinatorial optimization, with appllication to data privacy
(2017-10-24)
Report de recerca
Accés obertThe Cell Suppression Problem (CSP) is a challenging Mixed-Integer Linear Problem arising in statistical tabular data protection. Medium sized instances of CSP involve thousands of binary variables and million of continuous ... -
Bases numèriques de les rutines del paquet "POPNOLC", "AGTU", "AFAU", "AFSU, i "AQCH" d'actualització de factoritzacions de Cholesky, per addició o sostracció de matrius de rang U
(1985)
Report de recerca
Accés obertEfectua una deducció dels algorismes coneguts i d'actualització de factoritzacions de Cholesky de matrius simàtriques definides positives, per addició o sostracció de matrius de rang u. A més se'n fa una anàlisi numèrica ... -
On geometrical properties of preconditioners in IPMs for classes of block-angular problems
(2016-02)
Report de recerca
Accés obertOne of the most efficient interior-point methods for some classes of block-angular structured problems solves the normal equations by a combination of Cholesky factorizations and preconditioned conjugate gradient ... -
A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method
(2015-06)
Report de recerca
Accés obertWe propose a cutting-plane approach (namely, Benders decomposition) for a class of capacitated multi-period facility location problems. The novelty of this approach lies on the use of a specialized interior-point method ...