Calculus of the estimators of linear quantile regression by the method ACCPM.
CAPS in Z(2,n)
We consider point sets in (Z^2,n) where no three points are on a line – also called caps or arcs. For the determination of caps with maximum cardinality and complete caps with minimum cardinality we provide integer linear programming formulations and identify some values for small n.
Caractérisation d'une solution optimale au problème de Monge-Kantorovitch
Caracterización algebraica de las aristas infinitas en el conjunto dual factible de un PSI-lineal.
Las propiedades geométricas del conjunto factible del dual de un problema semiinfinito lineal son análogas a las correspondientes para el caso finito. En este trabajo mostramos cómo, a partir de la caracterización algebraica de vértices y direcciones extremas, se consigue la correspondiente para aristas infinitas, estableciéndose así las bases para una extensión del método simplex a programas semiinfinitos lineales.
Column-generation in integer linear programming
We present an exact method for integer linear programming problems that combines branch and bound with column generation at each node of the search tree. For the case of models involving binary column vectors only, we propose the use of so-called geometrical cuts to be added to the subproblem in order to eliminate previously generated columns. This scheme could be applied to general integer problems without specific structure. We report computational results on a successful application of this approach...
Column-Generation in Integer Linear Programming
We present an exact method for integer linear programming problems that combines branch and bound with column generation at each node of the search tree. For the case of models involving binary column vectors only, we propose the use of so-called geometrical cuts to be added to the subproblem in order to eliminate previously generated columns. This scheme could be applied to general integer problems without specific structure. We report computational results on a successful application of this...
Combination trading with limit orders.
Combinatorial properties of Fourier-Motzkin elimination.
Comparing notions of approximation.
In this note we discuss some drawbacks of some approaches to the classification of NP-complete optimization problems. Then we analyze the Theory of Analytical Computational Complexity to gain some insight about the notions of approximation and approximate algorithms. We stress the different roles played by these notions within the theories of Analytical and Algebraic Complexity. We finally outline a possible strategy to capture a more useful notion of approximation which is inspired by some results...
Complexity of primal-dual interior-point algorithm for linear programming based on a new class of kernel functions
In this paper, we first present a polynomial-time primal-dual interior-point method (IPM) for solving linear programming (LP) problems, based on a new kernel function (KF) with a hyperbolic-logarithmic barrier term. To improve the iteration bound, we propose a parameterized version of this function. We show that the complexity result meets the currently best iteration bound for large-update methods by choosing a special value of the parameter. Numerical experiments reveal that the new KFs have better...
Computing Circular Separability.
Computing minimum norm solution of a specific constrained convex nonlinear problem
The characterization of the solution set of a convex constrained problem is a well-known attempt. In this paper, we focus on the minimum norm solution of a specific constrained convex nonlinear problem and reformulate this problem as an unconstrained minimization problem by using the alternative theorem.The objective function of this problem is piecewise quadratic, convex, and once differentiable. To minimize this function, we will provide a new Newton-type method with global convergence properties....
Concerning dual systems of linear relations (I)
Cone-constrained linear equations in Banach spaces.
Contrôle et amélioration de la précision numérique des codes de programmation linéaire continue
Cutting Hyperplanes for Divide-and-Conquer.