Zobrazeno 1 - 10
of 68
pro vyhledávání: '"Alper Atamtürk"'
Publikováno v:
Mathematical Programming.
In this paper, we study the convex quadratic optimization problem with indicator variables. For the $${2\times 2}$$ 2 × 2 case, we describe the convex hull of the epigraph in the original space of variables, and also give a conic quadratic extended
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b94e8f59045658de230dee26307ebc6f
https://doi.org/10.1007/s10107-023-01924-w
https://doi.org/10.1007/s10107-023-01924-w
Autor:
Vishnu Narayanan, Alper Atamtürk
Publikováno v:
Mathematical Programming. 196:57-67
Using polarity, we give an outer polyhedral approximation for the epigraph of set functions. For a submodular function, we prove that the corresponding polar relaxation is exact; hence, it is equivalent to the Lov\'asz extension. The polar approach p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4921ab8b664b72ea981ac7199806c9cf
https://doi.org/10.1007/s10107-020-01607-w
https://doi.org/10.1007/s10107-020-01607-w
Publikováno v:
Journal of Global Optimization. 78:423-451
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve feasible and near
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e3bc8042cc0bbd37614af2c87091bbd5
https://doi.org/10.1007/s10898-020-00918-8
https://doi.org/10.1007/s10898-020-00918-8
Autor:
Anna Deza, Alper Atamtürk
Publikováno v:
Proceedings of the 14th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ee0a890b8f0599e7ef8f6b1d6e6f0c2
https://doi.org/10.5220/0011578100003335
https://doi.org/10.5220/0011578100003335
In this paper, we compare the strength of the optimal perspective reformulation and Shor's SDP relaxation. We prove these two formulations are equivalent for quadratic optimization problems with indicator variables.
Comment: arXiv admin note: su
Comment: arXiv admin note: su
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::26afdf9492abd09485874a9fa0d8b60f
Autor:
Alper Atamtürk, Oktay Günlük
Publikováno v:
Network Design with Applications to Transportation and Logistics ISBN: 9783030640170
We consider multicommodity network design models, where capacity can be added to the arcs of the network using multiples of facilities that may have different capacities. This class of mixed-integer optimization models appears frequently in telecommu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::25e24ce3edcd21cb01e884becb638c47
https://doi.org/10.1007/978-3-030-64018-7_5
https://doi.org/10.1007/978-3-030-64018-7_5
Autor:
Alper Atamtürk, Andrés Gómez
We study the minimization of a rank-one quadratic with indicators and show that the underlying set function obtained by projecting out the continuous variables is supermodular. Although supermodular minimization is, in general, difficult, the specifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0c1c88e07cce85a350264bd656fa913
Autor:
Andrés Gómez, Alper Atamtürk
Publikováno v:
Mathematical Programming Computation. 11:311-340
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be solved by poly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a6d32487ef25fe31e16baf786d86cc81
https://doi.org/10.1007/s12532-018-0152-7
https://doi.org/10.1007/s12532-018-0152-7
Publikováno v:
Energy. 134:1079-1095
The unit commitment (UC) problem aims to find an optimal schedule of generating units subject to demand and operating constraints for an electricity grid. The majority of existing algorithms for the UC problem rely on solving a series of convex relax
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dc89d777af26ad8ef1a43f2cabe48f51
https://doi.org/10.1016/j.energy.2017.06.072
https://doi.org/10.1016/j.energy.2017.06.072
Autor:
Alper Atamtürk, Andrés Gómez
Publikováno v:
Operations Research. 65:433-445
Given a polytope X, a monotone concave univariate function g, and two vectors c and d, we study the discrete optimization problem of finding a vertex of X that maximizes the utility function c’x + g(d’x). This problem has numerous applications in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87f92d171ad47052075a2777ebdb37c5
https://doi.org/10.1287/opre.2016.1570
https://doi.org/10.1287/opre.2016.1570