Month: July 2021

Generating Cutting Inequalities Successively for Quadratic Optimization Problems in Binary Variables

  • Sunyoung Kim
  • Masakazu Kojima
    • Categories 0-1 Programming, Linear, Cone and Semidefinite Programming, Quadratic Programming Tags , , , , , , ,

    We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$, while the standard cutting inequalities are used for the convex hull of the feasible region. An arbitrary linear inequality with integer coefficients … Read more

    A Semismooth Newton-Type Method for the Nearest Doubly Stochastic Matrix Problem

  • Hao Hu
  • Xinxin Li
  • Henry Wolkowicz
  • Haesol Im
    • Categories Convex and Nonsmooth Optimization, Nonsmooth Optimization Tags , , , ,

    We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of strongly semismooth functions. We show that the so-called local error bound condition does not hold for this system. Thus the … Read more

    Nash Bargaining Partitioning in Decentralized Portfolio Management

  • Francisco Benita
  • Stefano Nasini
  • Rabia Nessah
    • Categories Finance and Economics, Game Theory, Stochastic Programming Tags , , , ,

    In the context of decentralized portfolio management, understanding how to distribute a fixed budget among decentralized intermediaries is a relevant question for financial investors. We consider the Nash bargaining partitioning for a class of decentralized investment problems, where intermediaries are in charge of the portfolio construction in heterogeneous local markets and act as risk/disutility minimizers. … Read more

    Optimization formulations for storage devices

  • Ross Baldick
  • Yonghong Chen
  • Bing Huang
    • Categories Applications - OR and Management Sciences Tags , ,

    We consider a storage device, such as a pumped storage hydroelectric generator, that has a state-of-charge together with mutually exclusive charging and generating modes. We develop valid inequalities for a storage model that uses binary variables to represent the charging and generating modes. To investigate the model, we consider two contexts, standalone and large-scale. The … Read more

    Robust Team Orienteering Problem with Decreasing Profits

  • Qinxiao Yu
  • Chun Cheng
  • Ning Zhu
    • Categories Applications - OR and Management Sciences

    This paper studies a robust variant of the team orienteering problem with decreasing profits (TOP-DP), where a fleet of vehicles are dispatched to serve customers with decreasing profits in a limited time horizon. The service times at customers are assumed to be uncertain, which are characterized by a budgeted uncertainty set. Our goal is to … Read more

    Designing an optimal sequence of non-pharmaceutical interventions for controlling COVID-19

  • Laurent Alfandari
  • Debajyoti Biswas
    • Categories Biomedical Applications

    The COVID-19 pandemic has had an unprecedented impact on global health and the economy since its inception in December, 2019 in Wuhan, China. Non-pharmaceutical interventions (NPI) like lockdowns and curfews have been deployed by affected countries for controlling the spread of infections. In this paper, we develop a Mixed Integer Non-Linear Programming (MINLP) epidemic model … Read more

    Exactness in SDP relaxations of QCQPs: Theory and applications

  • Fatma Kılınç-Karzan
  • Alex L. Wang
    • Categories Global Optimization Theory, Semi-definite Programming

    Quadratically constrained quadratic programs (QCQPs) are a fundamental class of optimization problems. In a QCQP, we are asked to minimize a (possibly nonconvex) quadratic function subject to a number of (possibly nonconvex) quadratic constraints. Such problems arise naturally in many areas of operations research, computer science, and engineering. Although QCQPs are NP-hard to solve in … Read more

    A Joint Demand and Supply Management Approach to Large Scale Urban Evacuation Planning: Evacuate or Shelter-in-Place, Staging and Dynamic Resource Allocation

  • Vedat Bayram
  • Hande Yaman
    • Categories (Mixed) Integer Linear Programming, Network Optimization, Transportation

    Urban evacuation management is challenging to implement as it requires planning and coordination over a large geographical area. To address these challenges and to bolster evacuation planning and management, joint supply and demand management strategies should be considered. In this study, we explore and jointly optimize evacuate or shelter-in-place, dynamic resource allocation, and staging decisions … Read more

    An optimization problem for dynamic OD trip matrix estimation on transit networks with different types of data collection units

  • Esteve Codina
  • Lídia Montero
    • Categories Convex Optimization, Nonlinear Optimization, Transportation Tags , ,

    Dynamic O-D trip matrices for public transportation systems provide a valuable source of information of the usage of public transportation system that may be used either by planners for a better design of the transportation facilities or by the administrations in order to characterize the efficiency of the transport system both in peak hours and … Read more

    Time-Domain Decomposition for Optimal Control Problems Governed by Semilinear Hyperbolic Systems with Mixed Two-Point Boundary Conditions

  • Richard Krug
  • Günter Leugering
  • Martin Schmidt
  • Dieter Weninger
  • Alexander Martin
    • Categories Systems governed by Differential Equations Optimization Tags , , , ,

    In this article, we continue our work (Krug et al., 2021) on time-domain decomposition of optimal control problems for systems of semilinear hyperbolic equations in that we now consider mixed two-point boundary value problems and provide an in-depth well-posedness analysis. The more general boundary conditions significantly enlarge the scope of applications, e.g., to hyperbolic problems … Read more