liu.seSearch for publications in DiVA
Change search
Refine search result
1 - 11 of 11
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Rows per page
  • 5
  • 10
  • 20
  • 50
  • 100
  • 250
Sort
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
  • Standard (Relevance)
  • Author A-Ö
  • Author Ö-A
  • Title A-Ö
  • Title Ö-A
  • Publication type A-Ö
  • Publication type Ö-A
  • Issued (Oldest first)
  • Issued (Newest first)
  • Created (Oldest first)
  • Created (Newest first)
  • Last updated (Oldest first)
  • Last updated (Newest first)
  • Disputation date (earliest first)
  • Disputation date (latest first)
Select
The maximal number of hits you can export is 250. When you want to export more records please use the Create feeds function.
  • 1.
    Blomvall, Jörgen
    et al.
    Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
    Lindberg, Per Olov
    Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
    A Riccati-based primal interior point solver for multistage stochastic programming - Extensions2002In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 17, no 3, p. 383-407Article in journal (Refereed)
    Abstract [en]

    We show that a Riccati-based Multistage Stochastic Programming solver for problems with separable convex linear/nonlinear objective developed in previous papers can be extended to solve more general Stochastic Programming problems. With a Lagrangean relaxation approach, also local and global equality constraints can be handled by the Riccati-based primal interior point solver. The efficiency of the approach is demonstrated on a 10 staged stochastic programming problem containing both local and global equality constraints. The problem has 1.9 million scenarios, 67 million variables and 119 million constraints, and was solved in 97 min on a 32 node PC cluster.

  • 2.
    Burdakov, Oleg
    et al.
    Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
    Griewank, Andreas
    Humboldt University, Germany .
    Lotov, Alexander
    Dorodnicyn Computing Centre of Russian Academy of Sciences.
    Yury G. Evtushenko - A tribute2014In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 29, no 5, p. 899-899Article in journal (Other academic)
    Abstract [en]

    n/a

  • 3.
    Burdakov, Oleg
    et al.
    Linköping University, Department of Mathematics, Optimization . Linköping University, The Institute of Technology.
    Griewank, Andreas
    Humboldt University, Department of Mathematics, Berlin, Germany.
    Lotov, Alexander V
    Dorodnicyn Computing Center, Russian Academy of Sciences, Moscow, Russia.
    Yury G. Evtushenko---a tribute2005In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 20, no 1, p. 1-7Article in journal (Other academic)
  • 4.
    Burdakov, Oleg
    et al.
    Linköping University, Department of Mathematics, Optimization . Linköping University, Faculty of Science & Engineering.
    Terlaky, Tamas
    Lehigh Univ, PA 18015 USA.
    Foreword2019In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 34, no 5, p. 921-921Article in journal (Other academic)
    Abstract [en]

    n/a

  • 5.
    Henrion, Didier
    et al.
    University of Toulouse, France.
    Lasserre, Jean-Bernard
    University of Toulouse, France.
    Löfberg, Johan
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
    GloptiPoly 3: Moments, Optimization and Semidefinite Programming2009In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 24, no 4-5, p. 761-779Article in journal (Refereed)
    Abstract [en]

    We describe a major update of our Matlab freeware GloptiPoly for parsing generalized problems of moments and solving them numerically with semidefinite programming.

  • 6.
    Holmberg, Kaj
    et al.
    Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Optimization .
    Kiwiel, Krzysztof
    Systems Research Institute Polish Academy of Sciences.
    Mean Value Cross Decomposition for Nonlinear Convex Problems2006In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 21, p. 401-417Article in journal (Refereed)
    Abstract [en]

    Mean value cross decomposition is a symmetric primal-dual decomposition method suitable for optimization problems with both primal and dual structures. It uses only easily solvable subproblems and no difficult master problems. Originally developed for linear problems, it is in this paper extended to nonlinear convex optimization problems. Convergence is proved for a somewhat generalized version, allowing more general weights. Computational results are presented for a network routing problem with congestion costs, a large-scale nonlinear problem with structures that enable decomposition both with respect to variables and constraints. The main goals of the tests are to illustrate the procedure and to indicate that this decomposition approach is more efficient than direct solution with a well established general code.

  • 7.
    Khoshfetrat Pakazad, Sina
    et al.
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
    Andersen, Martin S.
    Technical University of Denmark, Kongens Lyngby, Denmark.
    Hansson, Anders
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
    Distributed solutions for loosely coupled feasibility problems using proximal splitting methods2015In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 30, no 1, p. 128-161Article in journal (Refereed)
    Abstract [en]

    In this paper, we consider convex feasibility problems (CFPs) where the underlying sets are loosely coupled, and we propose several algorithms to solve such problems in a distributed manner. These algorithms are obtained by applying proximal splitting methods to convex minimization reformulations of CFPs. We also put forth distributed convergence tests which enable us to establish feasibility or infeasibility of the problem distributedly, and we provide convergence rate results. Under the assumption that the problem is feasible and boundedly linearly regular, these convergence results are given in terms of the distance of the iterates to the feasible set, which are similar to those of classical projection methods. In case the feasibility problem is infeasible, we provide convergence rate results that concern the convergence of certain error bounds.

  • 8.
    Larsson, Torbjörn
    et al.
    Linköping University, The Institute of Technology. Linköping University, Department of Mathematics, Optimization .
    Patriksson, Michael
    Rydergren, Clas
    Linköping University, Department of Science and Technology.
    Inverse nonlinear multicommodity flow optimization by column generation2003In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 18, no 5, p. 601-613Article in journal (Refereed)
    Abstract [en]

    We present a solution algorithm for an inverse nonlinear multicommodity network flow problem. This problem is to find link cost adjustments that make a given target link flow solution optimal in a nonlinear multicommodity network flow problem, and that are optimal with respect to a specified objective. The solution procedure uses column generation. We present computational results for instances where the nonlinear multicommodity network flow problems are small and medium scale traffic equilibrium problems, and where system optimal link flows are targeted. The computational results show that the solution procedure is a viable approach for solving medium-scale instances of the inverse traffic equilibrium problem.

  • 9.
    Löfberg, Johan
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
    Automatic Robust Convex Programming2012In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 27, no 1, p. 115-129Article in journal (Refereed)
    Abstract [en]

    This paper presents the robust optimization framework in the modelling language YALMIP, which carries out robust modelling and uncertainty elimination automatically and allows the user to concentrate on the high-level model. While introducing the software package, a brief summary of robust optimization is given, as well as some comments on modelling and tractability of complex convex uncertain optimization problems.

  • 10.
    Löfberg, Johan
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
    Dualize it: Software for Automatic Primal and Dual Conversions of Conic Programs2009In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, Vol. 24, no 3, p. 313-325Article in journal (Refereed)
    Abstract [en]

    Many optimization problems gain from being interpreted and solved in either primal or dual forms. For a user with a particular application, one of these forms is usually much more natural to use, but this is not always the most efficient. This paper presents an implementation in the optimization modelling tool YALMIP that allows the user to define conic optimization problems in a preferred format, and then automatically derive a symbolic YALMIP model of the dual of this problem, solve the dual, and recover original variables. Applications in flexible generation of sum-of-squares programs, and efficient formulations of large-scale experiment design problems are used as illustrative examples.

  • 11.
    Pakazad, Sina Khoshfetrat
    et al.
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
    Hansson, Anders
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
    Andersen, Martin S.
    Department of Applied Mathematics and Computer Science, Technical University of Denmark, Lyngby, Denmark.
    Nielsen, Isak
    Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
    Distributed primal-€dual interior-point methods for solving tree-structured coupled convex problems using message-passing2017In: Optimization Methods and Software, ISSN 1055-6788, E-ISSN 1029-4937, p. 1-35Article in journal (Refereed)
    Abstract [en]

    In this paper, we propose a distributed algorithm for solving coupled problems with chordal sparsity or an inherent tree structure which relies on primal–dual interior-point methods. We achieve this by distributing the computations at each iteration, using message-passing. In comparison to existing distributed algorithms for solving such problems, this algorithm requires far fewer iterations to converge to a solution with high accuracy. Furthermore, it is possible to compute an upper-bound for the number of required iterations which, unlike existing methods, only depends on the coupling structure in the problem. We illustrate the performance of our proposed method using a set of numerical examples.

1 - 11 of 11
CiteExportLink to result list
Permanent link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf