Optimization with orthogonality constraints problems appear widely in applications from science and engineering. We address these types of problems from an numerical approach. Our new framework combines the steepest gradient descent using implicit information with and operator projection in order to construct a feasible sequence of points. In addition, we adopt an adaptive Barzilai–Borwein steplength … Read more
Over the past decade, Decision Diagrams (DDs) have risen as a powerful modeling tool to solve discrete optimization problems. The extension of this emerging concept to continuous problems, however, has remained a challenge, posing a limitation on its applicability scope. In this paper, we introduce a novel framework that utilizes DDs to model continuous programs. … Read more
Urged by the outbreak of the COVID-19 in Italy, this study aims at helping to tackle the spread of the disease by resorting to operations research techniques. In particular, we propose a mathematical program to model the problem of establishing how many diagnostic tests the Italian regions must perform in order to maximize the overall … Read more
Cut generation and lifting are key components for the performance of state-of-the-art mathematical programming solvers. This work proposes a new general cut-and-lift procedure that exploits the combinatorial structure of 0-1 problems via a binary decision diagram (BDD) encoding of their constraints. We present a general framework that can be applied to a large range of … Read more
Contingency research to find optimal operations and post-contingency recovery plans in distribution networks has gained a major attention in recent years. To this end, we consider a multi-period optimal power flow (OPF) problem in distribution networks, subject to the N-1 contingency where a line or distributed energy resource fails. The contingency can be modeled as … Read more
We present new theory, heuristics and algorithms for preprocessing instances of the Stable Marriage with Ties and Incomplete lists (SMTI), the Hospitals/Residents with Ties (HRT), and the Worker-Firms with Ties (WFT) problems. We show that instances of these problems can be preprocessed by removing from the preference lists of some agents entries that correspond to … Read more
We consider minimization problems with bisubmodular objective functions. We propose a class of valid inequalities, which we call the poly-bimatroid inequalities and prove that these inequalities, along with trivial bound constraints, fully describe the convex hull of the epigraph of a bisubmodular function. We develop a cutting plane algorithm for general bisubmodular minimization problems using … Read more
We study a new service network design problem for an urban same-day delivery system in which the number of vehicles that can simultaneously load or unload at a hub is limited. Due to the presence of both time constraints for the commodities and capacity constraints at the hubs, it is no longer guaranteed that a … Read more
Planning for uncertainty is crucial for finding good, stable solutions. However, it is often impractical to incorporate stochastic elements into a large production system. Our paper tackles this issue in the context of the Technician Routing and Scheduling Problem (TRSP). We develop a set of techniques, based on phase-type distributions, to quickly and accurately evaluate … Read more
A standard concept for reducing the variance of stochastic gradient approximations is based on full gradient evaluations every now and then. In this paper an approach is considered that — while approximating a local minimizer of a sum of functions — also generates approximations of the gradient and the function values without relying on full … Read more