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Showing 1 to 4 of 4 for “"Cutting-plane Method"”.

  1. Limited Memory Space Dilation and Reduction Algorithms

    … memory updates for differentiable quasi-Newton methods. This well known r-algorithm, which employs a space dilation strategy in the direction of the difference between two successive subgradients, is recognized as being one of the most effective procedures for solving nondifferentiable …

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  2. Sequential Decision-making Under Uncertainty: Novel Methodologies and Applications

    … The goal of this thesis is to expand the methodological aspects of these two techniques, and in turn their applications. First, we study MSMIP problems, which can be approximated by using certain policies, e.g., linear decision rules. However, directly applying this idea to problems with …

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  3. Distributionally Ambiguous Stackelberg Combinatorial Games for Submodular Optimization and Camera View-Frame Placement

    This dissertation develops exact solution methodologies for Stackelberg zero-sum games, which model sequential decision-making between an attacker and a defender. Our work specifically addresses challenging settings where the defender's recourse is a complex com- binatorial optimization problem and …

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  4. Nondifferentiable Optimization of Lagrangian Dual Formulations for Linear Programs with Recovery of Primal Solutions

    … which simplex as well as interior point based methods can tend to be ineffective. In contrast, Lagrangian relaxation or dual formulations, when applied in concert with suitable primal recovery strategies, have the potential for providing quick bounds as well as enabling useful branching …

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