SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the Least Trimmed Squares Estimator (LTSE) for robust regression. The computation of the LTSE is a challenging subset selection problem involving a nonlinear program with continuous and binary variables, linked in a highly nonlinear fashion. The selection of a globally optimal subset using the branch and bound (BB) algorithm is limited to problems in very low dimension, tipically d<5, as the complexity of the problem increases exponentially with d. We introduce a bold pruning strategy in the BB algorithm that results in a significant reduction in computing time, at the price of a negligeable accuracy lost. The novelty of our algorithm is that the bounds at nodes of the BB tree come from pseudo-convexifications derived using a linearization technique with approximate bounds for the nonlinear terms. The approximate bounds are computed solving an auxiliary semidefinite optimization problem. We show through a computational study that our algorithm performs well in a wide set of the most difficult instances of the LTSE problem.Comment: 12 pages, 3 figures, 2 table

Exact Gap Computation for Code Coverage Metrics in ISO-C

Test generation and test data selection are difficult tasks for model based testing. Tests for a program can be meld to a test suite. A lot of research is done to quantify the quality and improve a test suite. Code coverage metrics estimate the quality of a test suite. This quality is fine, if the code coverage value is high or 100%. Unfortunately it might be impossible to achieve 100% code coverage because of dead code for example. There is a gap between the feasible and theoretical maximal possible code coverage value. Our review of the research indicates, none of current research is concerned with exact gap computation. This paper presents a framework to compute such gaps exactly in an ISO-C compatible semantic and similar languages. We describe an efficient approximation of the gap in all the other cases. Thus, a tester can decide if more tests might be able or necessary to achieve better coverage.Comment: In Proceedings MBT 2012, arXiv:1202.582

Qutrit witness from the Grothendieck constant of order four

In this paper, we prove that $K_G(3)<K_G(4)$, where $K_G(d)$ denotes the Grothendieck constant of order $d$. To this end, we use a branch-and-bound algorithm commonly used in the solution of NP-hard problems. It has recently been proven that $K_G(3)\le 1.4644$. Here we prove that $K_G(4)\ge 1.4841$, which has implications for device-independent witnessing dimensions greater than two. Furthermore, the algorithm with some modifications may find applications in various black-box quantum information tasks with large number of inputs and outputs.Comment: 13 pages, 2 figure

Primal-dual variable neighborhood search for the simple plant-location problem

Copyright @ 2007 INFORMSThe variable neighborhood search metaheuristic is applied to the primal simple plant-location problem and to a reduced dual obtained by exploiting the complementary slackness conditions. This leads to (i) heuristic resolution of (metric) instances with uniform fixed costs, up to n = 15,000 users, and m = n potential locations for facilities with an error not exceeding 0.04%; (ii) exact solution of such instances with up to m = n = 7,000; and (iii) exact solutions of instances with variable fixed costs and up to m = n = 15, 000.This work is supported by NSERC Grant 105574-02; NSERC Grant OGP205041; and partly by the Serbian Ministry of Science, Project 1583