Linear programming is a fundamental planning tool. It is often difficult to precisely estimate or forecast certain critical data elements of the linear program. In such cases, it is necessary to address the impact of uncertainty during the planning process. We discuss a variety of LP-based models that can be used for planning under uncertainty. In all cases, we begin with a de-terministic LP mo...

Second-order cone programming (SOCP) problems are convex optimization problems in which a linear function is minimized over the intersection of an affine linear manifold with the Cartesian product of second-order (Lorentz) cones. Linear programs, convex quadratic programs and quadratically constrained convex quadratic programs can all be formulated as SOCP problems, as can many other problems t...

We examine linear programming (LP) based relaxations for synthesizing polynomial Lyapunov functions to prove the stability of polynomial ODEs. Our approach starts from a desired parametric polynomial form of the polynomial Lyapunov function. Subsequently, we encode the positive-definiteness of the function, and the negation of its derivative, over the domain of interest. We first compare two cl...

We examine the problem of how to discriminate between objects of three or more classes. Specifically, we investigate how two-class discrimination methods can be extended to the multiclass case. We show how the linear programming (LP) approaches based on the work of Mangasarian and quadratic programming (QP) approaches based on Vapnik’s Support Vector Machines (SVM) can be combined to yield two ...

It is well known that the duality theory for linear programming (LP) is powerful and elegant and lies behind algorithms such as simplex and interior-point methods. However, the standard Lagrangian for nonlinear programs requires constraint qualifications to avoid duality gaps. Semidefinite linear programming (SDP) is a generalization of LP where the nonnegativity constraints are replaced by a s...

We introduce a novel algorithm for decoding turbo-like codes based on linear programming. We prove that for the case of Repeat-Accumulate (RA) codes, under the binary symmetric channel with a certain constant threshold bound on the noise, the error probability of our algorithm is bounded by an inverse polynomial in the code length. Our linear program (LP) minimizes the distance between the rece...

We propose exact hybrid methods based on integer linear programming and constraint programming for an integrated employee timetabling and job-shop scheduling problem. Each method we investigate uses a constraint programming (CP) formulation associated with a linear programming (LP) relaxation. Under a CP framework, the LP-relaxation is integrated into a global constraint using in addition reduc...

Label assignment problems with large state spaces are important tasks especially in computer vision. Often the pairwise interaction (or smoothness prior) between labels assigned at adjacent nodes (or pixels) can be described as a function of the label difference. Exact inference in such labeling tasks is still difficult, and therefore approximate inference methods based on a linear programming ...

MOTIVATION Side-chain positioning is a central component of homology modeling and protein design. In a common formulation of the problem, the backbone is fixed, side-chain conformations come from a rotamer library, and a pairwise energy function is optimized. It is NP-complete to find even a reasonable approximate solution to this problem. We seek to put this hardness result into practical cont...

We propose exact hybrid methods based on integer linear programming and constraint programming for an integrated employee timetabling and production scheduling problem. Each method we investigate uses a constraint programming (CP) formulation associated with a linear programming (LP) relaxation. Under a CP framework, the LP-relaxation is integrated into a global constraint using in addition red...