MIP Reformulations of the Probabilistic Set Covering Problem

In this paper we address the following probabilistic version (PSC) of the set covering problem: $min \{ cx \ |\ {\mathbb P} (Ax\ge \xi) \ge p,\ x_{j}\in \{0,1\}^N\}$ where $A$ is a 0-1 matrix, $\xi$ is a random 0-1 vector and $p\in (0,1]$ is the threshold probability level. We formulate (PSC) as a mixed integer … Read more

The wireless network jamming problem

In adversarial environments, disabling the communication capabilities of the enemy is a high priority. We introduce the problem of determining the optimal number and locations for a set of jamming devices in order to neutralize a wireless communication network. This problem is known as the WIRELESS NETWORK JAMMING PROBLEM. We develop several mathematical programming formulations … Read more

Mehrotra-type predictor-corrector algorithms revisited

Motivated by a numerical example which shows that a feasible version of Mehrotra’s original predictor-corrector algorithm might be inefficient in practice, Salahi et al., proposed a so-called safeguard based variant of the algorithm that enjoys polynomial iteration complexity while its practical efficiency is preserved. In this paper we analyze the same Mehrotra’s algorithm from a … Read more

Probabilistic Choice Models for Product Pricing using Reservation Prices

We consider revenue management models for pricing a product line with several customer segments, working under the assumption that every customer’s product choice is determined entirely by their reservation price. We model the customer choice behavior by several probabilistic choice models and formulate the problems as mixed-integer programming problems. We study special properties of these … Read more

Polynomial time algorithms to approximate mixed volumes within a simply exponential factor

We study in this paper randomized algorithms to approximate the mixed volume of well-presented convex compact sets. Our main result is a randomized poly-time algorithm which approximates $V(K_1,…,K_n)$ with multiplicative error $e^n$ and with better rates if the affine dimensions of most of the sets $K_i$ are small.\\ Even such rate is impossible to achieve … Read more