Year: 2018

High-Performance Computing for the Optimization of High-Pressure Thermal treatments in Food Industry

  • Miriam R. Ferrández
  • Benjamin Ivorra
  • Pilar M. Ortigosa
  • S. Puertas-Martín
  • Ángel M. Ramos
  • Juana L. Redondo
    • Categories Applications - OR and Management Sciences

    In Food Industry, the combined treatments based on high-pressure and temperature (HPT) are frequently used to increment the durability of the products without damaging their good properties. However, achieving a reasonable compromise between conservation and quality is usually a challenging task. In a previous work, we proposed a decision tool which solves a multi-objective optimization … Read more

    An Active Set Algorithm for Robust Combinatorial Optimization Based on Separation Oracles

  • Christoph Buchheim
  • Marianna De Santis
    • Categories Combinatorial Optimization, Global Optimization, Robust Optimization Tags , ,

    We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality constraints. We propose a branch-and-bound algorithm where dual bounds are computed by means of an active set algorithm. The latter is applied to the … Read more

    Parity Polytopes and Binarization

  • Dominik Ermel
  • Matthias Walter
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization, Polyhedra Tags , , ,

    We consider generalizations of parity polytopes whose variables, in addition to a parity constraint, satisfy certain ordering constraints. More precisely, the variable domain is partitioned into k contiguous groups, and within each group, we require the variables to be sorted nonincreasingly. Such constraints are used to break symmetry after replacing an integer variable by a … Read more

    Improving the linear relaxation of maximum hBccut with semidefinite-based constraints

  • Miguel F. Anjos
  • Sébastien Le Digabel
  • Vilmar Jefté Rodrigues de Sousa
    • Categories Combinatorial Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    We consider the maximum $k$-cut problem that involves partitioning the vertex set of a graph into $k$ subsets such that the sum of the weights of the edges joining vertices in different subsets is maximized. The associated semidefinite programming (SDP) relaxation is known to provide strong bounds, but it has a high computational cost. We … Read more

    Using Nemirovski’s Mirror-Prox method as Basic Procedure in Chubanov’s method for solving homogeneous feasibility problems

  • Cornelis Roos
  • Wei Zhang
    • Categories Applications - OR and Management Sciences, Linear Programming Tags ,

    We introduce a new variant of Chubanov’s method for solving linear homogeneous systems with positive variables. In the \BP\ we use a recently introduced cut in combination with Nemirovski’s Mirror-Prox method. We show that the cut requires at most $O(n^3)$ time, just as Chabonov’s cut. In an earlier paper it was shown that the new … Read more

    Predictive and Prescriptive Analytics for Location Selection of Add-on Retail Products

  • David Bergman
  • Ram Gopal
  • Teng Huang
    • Categories Applications - OR and Management Sciences

    In this paper, we study an analytical approach to selecting expansion locations for retailers selling add-on products whose demand is derived from the demand of another base product. Demand for the add-on product is realized only as a supplement to the demand of the base product. In our context, either of the two products could … Read more

    Rigorous global filtering methods with interval unions

  • Ferenc Domes
  • Arnold Neumaier
  • Tiago Montanher
  • Hermann Schichl
    • Categories Global Optimization

    This paper presents rigorous filtering methods for constraint satisfaction problems based on the interval union arithmetic. Interval unions are finite sets of closed and disjoint intervals that generalize the interval arithmetic. They allow a natural representation of the solution set of interval powers, trigonometric functions and the division by intervals containing zero. We show that … Read more

    A computational study of global optimization solvers on two trust region subproblems

  • Ferenc Domes
  • Arnold Neumaier
  • Tiago Montanher
    • Categories Global Optimization, Global Optimization Applications, Optimization Software Benchmark

    One of the relevant research topics to which Chris Floudas contributed was quadratically constrained quadratic programming (QCQP). This paper considers one of the simplest hard cases of QCQP, the two trust region subproblem (TTRS). In this case, one needs to minimize a quadratic function constrained by the intersection of two ellipsoids. The Lagrangian dual of … Read more

    User Manual for BBCPOP: A Sparse Doubly Nonnegative Relaxation of Polynomial Optimization Problems with Binary, Box and Complementarity Constraints

  • Naoki Ito
  • Sunyoung Kim
  • Masakazu Kojima
  • Kim-Chuan Toh
  • Akiko Takeda
    • Categories Convex Optimization, Global Optimization, Linear, Cone and Semidefinite Programming Tags , , , ,

    BBCPOP proposed in [4] is a MATLAB implementation of a hierarchy of sparse doubly nonnegative (DNN) relaxations of a class of polynomial optimization (minimization) problems (POPs) with binary, box and complementarity constraints. Given a POP in the class and a relaxation order (or a hierarchy level), BBCPOP constructs a simple conic optimization problem (COP), which … Read more