We investigate in this paper the duality gap between quadratic knapsack problem and its Lagrangian dual or semidefinite programming relaxation. We characterize the duality gap by a distance measure from set {0, 1}<Superscript> n </Superscript> to certain polyhedral set and demonstrate that the duality gap can be reduced...</superscript>

We present a hierarchy of semidefinite programming (SDP) relaxations for solving the concave cost transportation problem (CCTP), which is known to be NP-hard, with p suppliers and q demanders. In particular, we study cases in which the cost function is quadratic or square-root concave. The key...

We provide motivations for the correlated equilibrium solution concept from the game-theoretic and optimization perspectives. We then propose an algorithm that computes <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$${\varepsilon}$$</EquationSource> </InlineEquation> -correlated equilibria with global-optimal (i.e., maximum) expected social welfare for normal form...</equationsource></inlineequation>

A basic closed semialgebraic subset of Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb...

In this paper we provide a generalization of a Positivstellensatz by Pólya [Pólya in Naturforsch Ges Zürich 73:141–145 <CitationRef CitationID="CR18">1928</CitationRef>]. We show that if a homogeneous polynomial is positive over the intersection of the non-negative orthant and a given basic semialgebraic cone (excluding the origin),...</citationref>

It has been observed that the Handelman’s certificate of positivity of a polynomial over a compact polyhedron offers a hierarchical relaxation scheme for polynomial programs. The Handelman hierarchy seems particularly suitable for a class of combinatorial optimizations that are formulated as a...

Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions of Multiobjective Linear Programmes (MOLPs). However, all of them are based on active-set methods (simplex-like approaches). We present a different method, based on a transformation of any...