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Asteroide Santana

Publications and source records attributed to Asteroide Santana.

5 recordsLinked to original sources

On Subadditive Duality for Conic Mixed-Integer Programs

In this paper, we show that the subadditive dual of a feasible conic mixed-integer program (MIP) is a strong dual whenever it is feasible. Moreover, we show that this dual feasibility condition is equivalent to feasibility of the conic dual of the continuous relaxation of the conic MIP. In addition, we prove that all known conditions and other 'natural' conditions for strong duality, such as strict mixed-integer feasibility, boundedness of the feasible set or essentially strict feasibility imply that the subadditive dual is feasible. As an intermediate result, we extend the so-called 'finiteness property' from full-dimensional convex sets to intersections of full-dimensional convex sets and Dirichlet convex sets.

math.OC↗

The convex hull of a quadratic constraint over a polytope

A quadratically constrained quadratic program (QCQP) is an optimization problem in which the objective function is a quadratic function and the feasible region is defined by quadratic constraints. Solving non-convex QCQP to global optimality is a well-known NP-hard problem and a traditional approach is to use convex relaxations and branch-and-bound algorithms. This paper makes a contribution in this direction by showing that the exact convex hull of a general quadratic equation intersected with any bounded polyhedron is second-order cone representable. We present a simple constructive proof of this result.

math.OC↗

A Bayesian framework for molecular strain identification from mixed diagnostic samples

We provide a mathematical formulation and develop a computational framework for identifying multiple strains of microorganisms from mixed samples of DNA. Our method is applicable in public health domains where efficient identification of pathogens is paramount, e.g., for the monitoring of disease outbreaks. We formulate strain identification as an inverse problem that aims at simultaneously estimating a binary matrix (encoding presence or absence of mutations in each strain) and a real-valued vector (representing the mixture of strains) such that their product is approximately equal to the measured data vector. The problem at hand has a similar structure to blind deconvolution, except for the presence of binary constraints, which we enforce in our approach. Following a Bayesian approach, we derive a posterior density. We present two computational methods for solving the non-convex maximum a posteriori estimation problem. The first one is a local optimization method that is made efficient and scalable by decoupling the problem into smaller independent subproblems, whereas the second one yields a global minimizer by converting the problem into a convex mixed-integer quadratic programming problem. The decoupling approach also provides an efficient way to integrate over the posterior. This provides useful information about the ambiguity of the underdetermined problem and, thus, the uncertainty associated with numerical solutions. We evaluate the potential and limitations of our framework in silico using synthetic and experimental data with available ground truths.

stat.AP↗

New SOCP relaxation and branching rule for bipartite bilinear programs

A bipartite bilinear program (BBP) is a quadratically constrained quadratic optimization problem where the variables can be partitioned into two sets such that fixing the variables in any one of the sets results in a linear program. We propose a new second order cone representable (SOCP) relaxation for BBP, which we show is stronger than the standard SDP relaxation intersected with the boolean quadratic polytope. We then propose a new branching rule inspired by the construction of the SOCP relaxation. We describe a new application of BBP called as the finite element model updating problem, which is a fundamental problem in structural engineering. Our computational experiments on this problem class show that the new branching rule together with an polyhedral outer approximation of the SOCP relaxation outperforms a state-of-the-art commercial global solver in obtaining dual bounds.

math.OC↗

Some cut-generating functions for second-order conic sets

In this paper, we study cut generating functions for conic sets. Our first main result shows that if the conic set is bounded, then cut generating functions for integer linear programs can easily be adapted to give the integer hull of the conic integer program. Then we introduce a new class of cut generating functions which are non-decreasing with respect to second-order cone. We show that, under some minor technical conditions, these functions together with integer linear programming-based functions are sufficient to yield the integer hull of intersections of conic sections in $\mathbb{R}^2$.

math.OC↗