Zero-one IP problems: Polyhedral descriptions & cutting plane procedures

A systematic way for tightening an IP formulation is by employing classes of linear inequalities that define facets of the convex hull of the feasible integer points of the respective problems. Describing as well as identifying these inequalities will help in the efficiency of the LP-based cutting plane methods. In this report, we review classes of inequalities that partially described zero-one poly topes such as the 0-1 knapsack polytope, the set packing polytope and the travelling salesman polytope. Facets or valid inequalities derived from the 0-1 knapsack and the set packing polytopes are algorithmically identifie

Computational Methods for Sparse Solution of Linear Inverse Problems

The goal of the sparse approximation problem is to approximate a target signal using a linear combination of a few elementary signals drawn from a fixed collection. This paper surveys the major practical algorithms for sparse approximation. Specific attention is paid to computational issues, to the circumstances in which individual methods tend to perform well, and to the theoretical guarantees available. Many fundamental questions in electrical engineering, statistics, and applied mathematics can be posed as sparse approximation problems, making these algorithms versatile and relevant to a plethora of applications

Physics-based passivity-preserving parameterized model order reduction for PEEC circuit analysis

The decrease of integrated circuit feature size and the increase of operating frequencies require 3-D electromagnetic methods, such as the partial element equivalent circuit (PEEC) method, for the analysis and design of high-speed circuits. Very large systems of equations are often produced by 3-D electromagnetic methods, and model order reduction (MOR) methods have proven to be very effective in combating such high complexity. During the circuit synthesis of large-scale digital or analog applications, it is important to predict the response of the circuit under study as a function of design parameters such as geometrical and substrate features. Traditional MOR techniques perform order reduction only with respect to frequency, and therefore the computation of a new electromagnetic model and the corresponding reduced model are needed each time a design parameter is modified, reducing the CPU efficiency. Parameterized model order reduction (PMOR) methods become necessary to reduce large systems of equations with respect to frequency and other design parameters of the circuit, such as geometrical layout or substrate characteristics. We propose a novel PMOR technique applicable to PEEC analysis which is based on a parameterization process of matrices generated by the PEEC method and the projection subspace generated by a passivity-preserving MOR method. The proposed PMOR technique guarantees overall stability and passivity of parameterized reduced order models over a user-defined range of design parameter values. Pertinent numerical examples validate the proposed PMOR approach

Bartering integer commodities with exogenous prices

The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This research report provides a mathematical and computational details associated to the mathematical programming based approaches proposed by Nasini et al. (accepted 2014) to study pure exchange economies where discrete amounts of commodities are exchanged at fixed prices. Barter processes, consisting in sequences of elementary reallocations of couple of commodities among couples of agents, are formalized as local searches converging to equilibrium allocations. A direct application of the analyzed processes in the context of computational economics is provided, along with a Java implementation of the approaches described in this research report.Comment: 30 pages, 5 sections, 10 figures, 3 table