joint work with Akshay Agrawal
We present a modular rewriting system for translating optimization problems written in a domain-specific language to forms compatible with low-level solver interfaces. Translation is facilitated by reductions, which accept a category of problems and transform instances of that category to equivalent instances of another category. The proposed system is implemented in version 1.0 of CVXPY, a widely used domain-specific language for convex optimization. We illustrate how the system facilitated CVXPY’s extension to disciplined geometric programming, a generalization of geometric programming.
joint work with Kresimir Mihic, John Pearson, Jacek Gondzio
Circulant matrices are prevalent in many areas of mathematics. Their eigenvalue decomposition can be computed expeditiously, using the Fast Fourier Transform (FFT). In this talk, we discuss advantages of exploiting circulant properties of matrices arising in certain structured optimization problems.
joint work with Ali Allahverdi, Asiye Aydilek
No-wait flowshop scheduling problem is addressed to minimize total tardiness where the Cmax is bounded. A new simulated annealing algorithm (NSA) utilizing a block insertion and exchange operators is proposed. NSA is combined with an iterated search where the block SA explores the search space for a smaller total tardiness while the iterated search satisfies the constraint, called PA. PA is compared with 6 closely related and best algorithms. Computational experiments based on simulations reveal that PA reduces the error of the best algorithm by 50 %. The results are statistically tested.