EURO Journal on Computational Optimization最新文献_第2页

Predictor-corrector interior-point algorithm for sufficient linear complementarity problems based on AET functions with bounded proportional growth rate 基于有界比例增长率AET函数的充分线性互补问题的预测校正内点算法

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-07-08 DOI: 10.1016/j.ejco.2026.100133

Tibor Illés, Petra Renáta Rigó, Roland Török

引用次数: 0

On the computation of cosine measures in high dimensions 高维余弦测度的计算

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-10-01 DOI: 10.1016/j.ejco.2026.100143

Warren Hare, Scholar Sun

引用次数: 0

A fast Newton method under local Lipschitz smoothness 局部Lipschitz光滑下的快速牛顿法

IF 1.7

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-04-30 DOI: 10.1016/j.ejco.2026.100128

Serge Gratton , Sadok Jerad , Philippe Toint

{"title":"A fast Newton method under local Lipschitz smoothness","authors":"Serge Gratton , Sadok Jerad , Philippe Toint","doi":"10.1016/j.ejco.2026.100128","DOIUrl":"10.1016/j.ejco.2026.100128","url":null,"abstract":"<div><div>A new, fast second-order method is proposed that achieves the optimal <span><math><mrow><mi>O</mi></mrow><mrow><mo>(</mo><mrow><mo>|</mo></mrow><mi>log</mi><mo>⁡</mo><mo>(</mo><mi>ϵ</mi><mo>)</mo><mrow><mo>|</mo></mrow><msup><mi>ϵ</mi><mrow><mo>−</mo><mn>3</mn><mrow><mo>/</mo></mrow><mn>2</mn></mrow></msup><mo>)</mo></mrow></math></span> complexity to obtain first-order <span><math><mi>ϵ</mi></math></span>-stationary points. Crucially, this is deduced without assuming the standard global Lipschitz Hessian continuity condition, but only using an appropriate local smoothness requirement. The algorithm exploits Hessian information to compute a Newton step and a negative curvature step when needed, in an approach similar to that of <span><span>[18]</span></span>. Inexact versions of the Newton step and negative curvature are proposed in order to reduce the cost of evaluating second-order information. Details are given of such an iterative implementation using Krylov subspaces. An extended algorithm for finding second-order critical points is also developed and its complexity is again shown to be within a log factor of the optimal one. Initial numerical experiments are discussed for both factorized and Krylov variants, which demonstrate the competitiveness of the proposed algorithm.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100128"},"PeriodicalIF":1.7,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"147945067","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Water network design and operation optimization: Leveraging approximations 水网设计和运行优化：利用近似

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-09-28 DOI: 10.1016/j.ejco.2026.100145

Sourabh K. Choudhary, Santanu S. Dey, Nikolaos V. Sahinidis

{"title":"Water network design and operation optimization: Leveraging approximations","authors":"Sourabh K. Choudhary, Santanu S. Dey, Nikolaos V. Sahinidis","doi":"10.1016/j.ejco.2026.100145","DOIUrl":"10.1016/j.ejco.2026.100145","url":null,"abstract":"<div><div>This study addresses the optimal design and operation of produced water and urban water networks, problems that are inherently difficult due to their nonconvex optimization formulations. A key source of this difficulty is the nonlinear representation of frictional pressure changes, commonly modeled through the Hazen-Williams equation. For produced water networks, we analytically prove that a standard piecewise linear formulation can yield near-optimal solutions for general network configurations. Computational experiments on real-world cases confirm the efficiency and effectiveness of this approach, providing high-quality solutions with significant runtime savings. In contrast, urban water network design problems pose challenges where direct piecewise linearization is ineffective and inefficient. To overcome these, we propose a general-purpose primal heuristic for mixed-integer nonlinear programs (MINLPs) with continuous nonlinearities. Our method iteratively solves linearized approximations with progressively reduced variable domains, ultimately recovering high quality feasible solutions. Applied to benchmark instances from the literature, the heuristic discovers superior solutions for three of nine long-standing test cases.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100145"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149140704","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Solving the conic formulation of the security-constrained unit commitment problem via decomposition 通过分解求解有安全约束的机组承诺问题的二次方程

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-08-13 DOI: 10.1016/j.ejco.2026.100136

Yongzheng Dai, Antonio J. Conejo

{"title":"Solving the conic formulation of the security-constrained unit commitment problem via decomposition","authors":"Yongzheng Dai, Antonio J. Conejo","doi":"10.1016/j.ejco.2026.100136","DOIUrl":"10.1016/j.ejco.2026.100136","url":null,"abstract":"<div><div>The security-constrained unit commitment problem seeks the minimum cost schedule of electricity generation units that meets demand over a 24h horizon and remains robust to failures of the transmission branches of the network linking generators and loads. Due to the size of realistic problems, which involve millions of variables and constraints, state-of-the-art solution techniques rely on linearizing the physical laws governing energy flows through branches and applying decomposition methods. We formulate this problem using high fidelity second order conic expressions for energy flows, yielding a large-scale mixed integer second order conic problem. We solve it using a decomposition procedure that separates the problem into a master problem and a large number of subproblems, and that combines Benders and column and constraint generation ideas, along with an accurate outer linearization for the master problem. We conduct computational experiments on realistic case studies to demonstrate the efficiency of the proposed methodology. For a number of realistic instances, we compare our results with those obtained using state-of-the-art commercial solvers.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100136"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148769997","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Food security under trade policies and perishability: Extensions of the multicommodity network equilibrium model with monotonicity analysis 贸易政策与易腐性下的粮食安全：多商品网络均衡模型的扩展及单调性分析

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-09-07 DOI: 10.1016/j.ejco.2026.100140

Francesco Biancalani, Giorgio Gnecco, Mauro Passacantando, Fabio Raciti

引用次数: 0

Solving a linear program via a single unconstrained minimization 通过单一无约束最小化求解线性规划

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-10-10 DOI: 10.1016/j.ejco.2026.100148

Adilet Otemissov, Alina Abdikarimova

{"title":"Solving a linear program via a single unconstrained minimization","authors":"Adilet Otemissov, Alina Abdikarimova","doi":"10.1016/j.ejco.2026.100148","DOIUrl":"10.1016/j.ejco.2026.100148","url":null,"abstract":"<div><div>This paper proposes a novel approach for solving linear programs. We reformulate a primal-dual linear program as an unconstrained minimization of a convex and twice continuously differentiable merit function. When the optimal set of the primal-dual pair is nonempty, its optimal set is equal to the optimal set of the proposed merit function. Minimizing this merit function poses some challenges due to its Hessian being singular at some points in the domain, including at the optimal solutions. We handle singular Hessians using the Newton method with Levenberg-Marquardt regularization. We show that the Newton method with Levenberg-Marquardt regularization yields global convergence to a solution of the primal-dual linear program in at most <span><math><mi>O</mi><mo>(</mo><msup><mi>ϵ</mi><mrow><mo>−</mo><mn>3</mn><mo>/</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span> iterations requiring only the assumption that the optimal set of the primal-dual linear program is bounded. Testing on five NETLIB LP problems demonstrates promising results: for two instances, the method converges to very high accuracy, significantly faster than predicted by the derived worst-case bound.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100148"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"149211368","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

An S-iteration Tseng splitting method for solving monotone inclusion and fixed point problems with applications 求解单调包含与不动点问题的s -迭代Tseng分裂方法及其应用

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-06-12 DOI: 10.1016/j.ejco.2026.100131

Oluwatosin Temitope Mewomo, Timilehin Opeyemi Alakoya, Aviv Gibali

{"title":"An S-iteration Tseng splitting method for solving monotone inclusion and fixed point problems with applications","authors":"Oluwatosin Temitope Mewomo, Timilehin Opeyemi Alakoya, Aviv Gibali","doi":"10.1016/j.ejco.2026.100131","DOIUrl":"10.1016/j.ejco.2026.100131","url":null,"abstract":"<div><div>In recent years, the monotone inclusion problem has attracted significant research attention due to its wide range of applications. However, many existing results in the literature require the single-valued operator in the problem formulation to be co-coercive (inverse strongly monotone) and are often restricted to Hilbert spaces. This limitation reduces the applicability of such results, as real-world problems involving monotone operators are not uncommon. In this paper, we study a class of monotone inclusion problems where the single-valued operator is not necessarily co-coercive, together with the common fixed point problem for relatively nonexpansive multivalued mappings. We propose a new iterative method for solving this common solution problem in the framework of Banach spaces. Our method incorporates several techniques to achieve high computational efficiency. One key component is the S-iteration process, which is known to outperform many classical methods. In addition, the proposed algorithm employs an inertial technique and a non-monotonic self-adaptive step size to ensure a high rate of convergence and ease of implementation. We establish strong convergence results for the proposed method under mild conditions and apply our findings to study certain optimization problems. Finally, we demonstrate the practical efficiency of the proposed method through extensive numerical experiments on real-world applications, including image restoration, economic modelling via price adjustment under uncertainty, and robust consensus in networked control systems. Our results extend and improve upon several recently published works in this area.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100131"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148523404","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Warm-starting outer approximation for parameterized convex MINLP 参数化凸MINLP的热启动外逼近

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-06-11 DOI: 10.1016/j.ejco.2026.100130

Erik Tamm, Gabriele Eichfelder, Jan Kronqvist

{"title":"Warm-starting outer approximation for parameterized convex MINLP","authors":"Erik Tamm, Gabriele Eichfelder, Jan Kronqvist","doi":"10.1016/j.ejco.2026.100130","DOIUrl":"10.1016/j.ejco.2026.100130","url":null,"abstract":"<div><div>We address the challenge of efficiently solving parameterized sequences of convex Mixed-Integer Nonlinear Programming (MINLP) problems through warm-starting techniques. We focus on an outer approximation (OA) approach, for which we develop the theoretical foundation and present two warm-starting techniques for solving sequences of convex MINLPs. These types of problem sequences arise in several important applications, such as, multiobjective MINLPs using scalarization techniques, sparse linear regression, hybrid model predictive control, or simply in analyzing the impact of certain problem parameters.</div><div>The main contribution of this paper is the mathematical analysis of the proposed warm-starting framework for OA-based algorithms, which shows that a simple adaptation of the linear relaxation from one problem to the next can greatly improve computational performance. In the case that the parameters depend linearly on the parameter, we prove under some assumptions that one of the proposed warm-starting techniques results in only one OA iteration to find an optimal solution and verify optimality. Numerical results demonstrate noticeable performance improvements compared to two common initialization approaches, and show that the warm-starting can also in practice result in a single iteration to converge for several problems in the sequences. Our methods are especially effective for problems where consecutive problems in the sequence are similar, and where the integer part of the optimal solutions remains constant for several problems in the sequence. The results show that it is possible, both in theory and practice, to perform warm-starting to significantly enhance the computational efficiency of solving parameterized convex MINLPs.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100130"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148523405","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Data-scarce identification of game dynamics via sum-of-squares optimization 基于平方和优化的博弈动力学数据稀缺识别

IF 1.2

EURO Journal on Computational Optimization Pub Date : 2026-01-01 Epub Date: 2026-08-24 DOI: 10.1016/j.ejco.2026.100137

Iosif Sakos, Antonios Varvitsiotis, Georgios Piliouras

{"title":"Data-scarce identification of game dynamics via sum-of-squares optimization","authors":"Iosif Sakos, Antonios Varvitsiotis, Georgios Piliouras","doi":"10.1016/j.ejco.2026.100137","DOIUrl":"10.1016/j.ejco.2026.100137","url":null,"abstract":"<div><div>Understanding how players adjust their strategies in games, based on their experience, is a crucial tool for policymakers. It enables them to forecast the system’s eventual behavior, exert control over the system, and evaluate counterfactual scenarios. The task becomes increasingly difficult when only a limited number of observations are available or difficult to acquire. In this work, we introduce the side-information-assisted regression (SIAR) framework, designed to identify game dynamics in multiplayer normal-form games using only data from a short run of a single system trajectory. To enhance system recovery in the face of scarce data, we integrate side-information constraints into SIAR, which restrict the set of feasible solutions to those satisfying game-theoretic properties and common assumptions about strategic interactions. Side-information-assisted regression (SIAR) is solved using (SOS) optimization, resulting in a hierarchy of approximations that provably converge to the true dynamics of the system. We show that the SIAR framework accurately predicts player behavior across a spectrum of normal-form games, well-known families of game dynamics, and strong benchmarks, even when the unknown system is chaotic.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"14 ","pages":"Article 100137"},"PeriodicalIF":1.2,"publicationDate":"2026-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"148940165","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0