Month: March 2020

A Branch-and-Price Algorithm for the Vehicle Routing Problem with Stochastic Demands and Probabilistic Duration Constraints

  • Alexandre M. Florio
  • Juan-José Salazar-González
  • Richard F. Hartl
  • Stefan Minner
    • Categories Applications - OR and Management Sciences

    In many routing applications, it is necessary to place limits on the duration of the individual routes. When demands are stochastic and restocking during route execution is allowed, the durations of the resulting routes are also stochastic. In this paper, we consider the vehicle routing problem with stochastic demands and (probabilistic) duration constraints (VRPSD-DC). We … Read more

    The Nurse Rostering Problem in COVID-19 emergency scenario

  • Ruggiero Seccia
    • Categories Applications - OR and Management Sciences, Scheduling Tags , , , ,

    Healthcare facilities are struggling in fighting the spread of COVID-19. While machines needed for patients such as ventilators can be built or bought, healthcare personnel is a very scarce resource that cannot be increased by hospitals in a short period. Furthermore, healthcare personnel is getting sick while taking care of infected people, increasing this shortage … Read more

    Distributionally Robust Optimization Approaches for a Stochastic Mobile Facility Routing and Scheduling Problem

  • Karmel S. Shehadeh
    • Categories (Mixed) Integer Linear Programming, Facility Planning and Design, Robust Optimization Tags , , , ,

    We study a mobile facility (MF) routing and scheduling problem in which probability distributions of the time-dependent demand for MF services is unknown. To address distributional ambiguity, we propose and analyze two distributionally robust MF routing and scheduling (DMFRS) models that seek to minimize the fixed cost of establishing the MF fleet and maximum expected … Read more

    Revisiting Augmented Lagrangian Duals

  • Marcelo Cordova
  • Welington de Oliveira
  • Claudia Sagastizábal
    • Categories Nonsmooth Optimization Tags , ,

    For nonconvex optimization problems, possibly having mixed-integer variables, a convergent primal-dual solution algorithm is proposed. The approach applies a proximal bundle method to certain augmented Lagrangian dual that arises in the context of the so-called generalized augmented Lagrangians. We recast these Lagrangians into the framework of a classical Lagrangian, by means of a special reformulation … Read more

    An MISOCP-Based Solution Approach to the Reactive Optimal Power Flow Problem

  • Sezen Ece Kayacık
  • Burak Kocuk
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering

    In this letter, we present an alternative mixed-integer non-liner programming formulation of the reactive optimal power flow (ROPF) problem. We utilize a mixed-integer second-order cone programming (MISOCP) based approach to find global optimal solutions of the proposed ROPF problem formulation. We strengthen the MISOCP relaxation via the addition of convex envelopes and cutting planes. Computational … Read more

    Distributionally Robust Optimization under Distorted Expectations

  • Jun Cai
  • Jonathan Yu-Meng Li
  • Tiantian Mao
    • Categories Applications - OR and Management Sciences, Robust Optimization, Stochastic Programming Tags , , ,

    Distributionally robust optimization (DRO) has arose as an important paradigm to address the issue of distributional ambiguity in decision optimization. In its standard form, DRO seeks an optimal solution against the worst-possible expected value evaluated based on a set of candidate distributions. In the case where a decision maker is not risk neutral, the most … Read more

    On the symmetry of induced norm cones

  • Michael Orlitzky
    • Categories Linear, Cone and Semidefinite Programming Tags , , , , ,

    Several authors have studied the problem of making an asymmetric cone symmetric through a change of inner product, and one set of positive results pertains to the class of elliptic cones. We demonstrate that the class of elliptic cones is equal to the class of induced-norm cones that arise through Jordan-isomorphism with the second-order cone, … Read more

    The SCIP Optimization Suite 7.0

  • Daniel Anderson
  • Ksenia Bestuzheva
  • Wei-Kun Chen
  • Leon Eifler
  • Gerald Gamrath
  • Maxime Gasse
  • Ambros Gleixner
  • Gregor Hendel
  • Christopher Hojny
  • Thorsten Koch
  • Pierre Le Bodic
  • Stephen J. Maher
  • Frederic Matter
  • Matthias Miltenberger
  • Marc E. Pfetsch
  • Felipe Serrano
  • Dieter Weninger
  • Jakob Witzig
  • Patrick Gemander
  • Leona Gottwald
  • Katrin Halbig
  • Erik Mühmer
  • Benjamin Müller
  • Franziska Schlösser
  • Yuji Shinano
  • Christine Tawfik
  • Stefan Vigerske
  • Fabian Wegscheider
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming Tags , , , , , , , , , , , , ,

    The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies … Read more

    A Partial PPa S-ADMM for Multi-Block for Separable Convex Optimization with Linear Constraints

  • Yuan Shen
  • Aolin Yu
  • Yannian Zuo
    • Categories Convex Optimization Tags , , , ,

    The symmetric alternating direction method of multipliers (S-ADMM) is a classical effective method for solving two-block separable convex optimization. However, its convergence may not be guaranteed for multi-block case providing there is no additional assumptions. In this paper, we propose a partial PPa S-ADMM (referred as P3SADMM), which updates the Lagrange multiplier twice with suitable … Read more

    Dynamic Node Packing

  • Christopher Muir
  • Alejandro Toriello
    • Categories Combinatorial Optimization, Dynamic Programming, Polyhedra Tags , , , ,

    We propose a dynamic version of the classical node packing problem, also called the stable set or independent set problem. The problem is defined by a node set, a node weight vector, and an edge probability vector. For every pair of nodes, an edge is present or not according to an independent Bernoulli random variable … Read more