12742018
On Cones of Nonnegative Quadratic Functions
We derive linear matrix inequality (LMI) characterizations and dual decomposition algorithms for certain matrix cones which are generated by a given set using generalized co-positivity. These matrix cones are in fact cones of nonconvex quadratic functions that are nonnegative on a certain domain. As a domain, we consider for instance the intersection of a (upper) level-set of a quadratic function and a half-plane. Consequently, we arrive at a generalization of Yakubovich's S-procedure result. Although the primary concern of this paper is to characterize the matrix cones by LMIs, we show, as an application of our results, that optimizing a general quadratic function over the intersection of an ellipsoid and a half-plane can be formulated as semidefinite programming (SDP), thus proving the polynomiality of this class of optimization problems, which arise, e.g., from the application of the trust region method for nonlinear programming. Other applications are in control theory and robust optimization.
3196759
Low-complexity algorithms for sequencing jobs with a fixed number of job-classes
In this paper we consider the problem of scheduling n jobs such that makespan is minimized. It is assumed that the jobs can be divided into K job-classes and that the change-over time between two consecutive jobs depends on the job-classes to which the two jobs belong. In this setting, we discuss the one machine scheduling problem with arbitrary processing times and the parallel machines scheduling problem with identical processing times. In both cases it is assumed that the number of job-classes K is fixed. By using an appropriate integer programming formulation with a fixed number of variables and constraints, it is shown that these two problems are solvable in polynomial time. For the one machine scheduling case it is shown that the complexity of our algorithm is linear in the number of jobs n. Moreover, if the problem is encoded according to the high multiplicity model of Hochbaum and Shamir, the time complexity of the algorithm is shown to be a polynomial in log n. In the parallel machine scheduling case, it is shown that if the number of machines is fixed the same results hold.
17355776
A deep cut ellipsoid algorithm for convex programming: Theory and applications
This paper proposes a deep cut version of the ellipsoid algorithm for solving a general class of continuous convex programming problems. In each step the algorithm does not require more computational effort to construct these deep cuts than its corresponding central cut version. Rules that prevent some of the numerical instabilities and theoretical drawbacks usually associated with the algorithm are also provided. Moreover, for a large class of convex programs a simple proof of its rate of convergence is given and the relation with previously known results is discussed. Finally some computational results of the deep and central cut version of the algorithm applied to a min—max stochastic queue location problem are reported.
96314
On the long-step path-following method for semidefinite programming
It has been shown in various recent research reports that the analysis of short-step primal-dual path following algorithms for linear programming can be nicely generalized to semidefinite programming. However, the analysis of long-step path-following algorithms for semidefinite programming appeared to be less straightforward. For such an algorithm, Monteiro (1997) obtained an O(n^1^.^5log(1/@e)) iteration bound for obtaining an @e-optimal solution, where n is the order of the semidefinite decision variable. In this paper, we propose to use a different search direction, viz. the so-called V-space direction. It is shown that this modification reduces the iteration complexity to O(nlog(1/@e)). Independently, Monteiro and Y. Zhang obtained a similar result using Nesterov-Todd directions.
16330147
A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming
This paper presents a new and high performance solution method for multistage stochastic convex programming. Stochastic programming is a quantitative tool developed in the field of optimization to cope with the problem of decision-making under uncertainty. Among others, stochastic programming has found many applications in finance, such as asset-liability and bond-portfolio management. However, many stochastic programming applications still remain computationally intractable because of their overwhelming dimensionality. In this paper we propose a new decomposition algorithm for multistage stochastic programming with a convex objective and stochastic recourse matrices, based on the path-following interior point method combined with the homogeneous self-dual embedding technique. Our preliminary numerical experiments show that this approach is very promising in many ways for solving generic multistage stochastic programming, including its superiority in terms of numerical efficiency, as well as the flexibility in testing and analyzing the model.
31017610
Structural Alignment of Pseudoknotted RNA
In this paper, we address the problem of discovering novel non-coding RNA (ncRNA) using primary sequence, and secondary structure conservation, focusing on ncRNA families with pseudo-knotted structures. Our main technical result is an efficient algorithm for computing an optimum structural alignment of an RNA sequence against a genomic substring. This algorithm finds two applications. First, by scanning a genome, we can identify novel (homologous) pseudoknotted ncRNA, and second, we can infer the secondary structure of the target aligned sequence. We test an implementation of our algorithm (Pal), and show that it has near-perfect behavior for predicting the structure of many known pseudoknots. Additionally, it can detect the true homologs with high sensitivity and specificity in controlled tests. We also use Pal to search entire viral genome and mouse genome for novel homologs of some viral, and eukaryotic pseudoknots respectively. In each case, we have found strong support for novel homologs.
11213421
Consensus Folding of Unaligned RNA Sequences Revisited
As one of the earliest problems in computational biology, RNA secondary structure prediction (sometimes referred to as "RNA folding") problem has attracted attention again, thanks to the recent discoveries of many novel non-coding RNA molecules. The two common approaches to this problem are de novo prediction of RNA secondary structure based on energy minimization and the consensus folding approach (computing the common secondary structure for a set of unaligned RNA sequences). Consensus folding algorithms work well when the correct seed alignment is part of the input to the problem. However, seed alignment itself is a challenging problem for diverged RNA families. In this paper, we propose a novel framework to predict the common secondary structure for unaligned RNA sequences. By matching putative stacks in RNA sequences, we make use of both primary sequence information and thermodynamic stability for prediction at the same time. We show that our method can predict the correct common RNA secondary structures even when we are given only a limited number of unaligned RNA sequences, and it outperforms current algorithms in sensitivity and accuracy.
39027321
A Fan Type Condition For Heavy Cycles in Weighted Graphs
Abstract. A weighted graph is a graph in which each edge e is assigned a non-negative number w(e), called the weight of e. The weight of a cycle is the sum of the weights of its edges. The weighted degree dw(v) of a vertex v is the sum of the weights of the edges incident with v. In this paper, we prove the following result: Suppose G is a 2-connected weighted graph which satisfies the following conditions: 1. max{dw(x),dw(y)∣d(x,y)=2}≥c/2; 2. w(xz)=w(yz) for every vertex z∈N(x)∩N(y) with d(x,y)=2; 3. In every triangle T of G, either all edges of T have different weights or all edges of T have the same weight. Then G contains either a Hamilton cycle or a cycle of weight at least c. This generalizes a theorem of Fan on the existence of long cycles in unweighted graphs to weighted graphs. We also show we cannot omit Condition 2 or 3 in the above result.
6437552
Heavy paths and cycles in weighted graphs
A weighted graph is a graph in which each edge is assigned a non-negative number, called the weight. The weight of a path (cycle) is the sum of the weights of its edges. The weighted degree of a vertex is the sum of the weights of the edges incident with the vertex. A usual (unweighted) graph can be considered as a weighted graph with constant weight 1. In this paper, it is proved that for a 2-connected weighted graph, if every vertex has weighted degree at least d, then for any given vertex y, either y is contained in a cycle with weight at least 2d or every heaviest cycle is a Hamilton cycle. This result is a common generalization of Grotschel's theorem and Bondy–Fan's theorem assuring the existence of a cycle with weight at least 2d on the same condition. Also, as a tool for proving this result, we show a result concerning heavy paths joining two specific vertices and passing through one given vertex.
3022359
CVSSearch: searching through source code using CVS comments
CVSSearch is a tool that searches for fragments of source code by using CVS comments. CVS is a version control system that is widely used in the open source community. Our search tool takes advantage of the fact that a CVS comment typically describes the lines of code involved in the commit and this description will typically hold for many future versions. In other words, CVSSearch allows one to better search the most recent version of the code by looking at previous versions to better understand the current version. In this paper we describe our algorithm for mapping CVS comments to the corresponding source code, present a search tool based on this technique, and discuss preliminary feedback.