Learn More
Article is made available in accordance with the publisher's policy and may be subject to US copyright law. Please refer to the publisher's site for terms of use. The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters. Abstract. We study a variant of the pessimistic bilevel optimization problem,(More)
We study a variant of the pessimistic bi-level optimization problem, which comprises constraints that must be satisfied for any optimal solution of a subordinate (lower-level) optimization problem. We present conditions that guarantee the existence of optimal solutions in such a problem, and we characterize the computational complexity of various subclasses(More)
The algorithm proposed in [Mitsos Optimization 2011] for the global optimization of semi-infinite programs is extended to the global optimization of generalized semi-infinite programs (GSIP). No convexity or concavity assumptions are made. The algorithm employs convergent lower and upper bounds which are based on regular (in general nonconvex) nonlinear(More)
We generalize a smoothing algorithm for finite min–max to finite min– max–min problems. We apply a smoothing technique twice, once to eliminate the inner min operator and once to eliminate the max operator. In mini–max problems, where only the max operator is eliminated, the approximation function is decreasing with respect to the smoothing parameter. Such(More)
The feasibility pump is a recent, highly successful heuristic for general mixed integer linear programming problems. We show that the feasibility pump heuristic can be interpreted as a discrete version of the proximal point algorithm. In doing so, we extend and generalize some of the fundamental results in this area to provide new supporting theory. We show(More)
The Feasibility Pump (FP) has proved to be an effective method for finding feasible solutions to mixed integer programming problems. FP iterates between a rounding procedure and a projection procedure , which together provide a sequence of points alternating between LP relaxation feasible but fractional solutions, and integer but LP relaxation infeasible(More)