A diving heuristic for mixed-integer problems with unbounded semi-continuous variables

Semi-continuous decision variables arise naturally in many real-world applications. They are defined to take either value zero or any value within a specified range, and occur mainly to prevent small nonzero values in the solution. One particular challenge that can come with semi-continuous variables in practical models is that their upper bound may be large … Read more

Preconditioned Barzilai-Borwein Methods for Multiobjective Optimization Problems

Preconditioning is a powerful approach for solving ill-conditioned problems in optimization, where a preconditioning matrix is used to reduce the condition number and speed up the convergence of first-order method. Unfortunately, it is impossible to capture the curvature of all objective functions with a single preconditioning matrix in multiobjective optimization. Instead, second-order methods for multiobjective … Read more

Second-Order Strong Optimality and Second-Order Duality for Nonsmooth Constrained Multiobjective Fractional Programming Problems

\(\) This paper investigates constrained nonsmooth multiobjective fractional programming problem (NMFP) in real Banach spaces. It derives a quotient calculus rule for computing the first- and second-order Clarke derivatives of fractional functions involving locally Lipschitz functions. A novel second-order Abadie-type regularity condition is presented, defined with the help of the Clarke directional derivative and the … Read more

The Balanced Facility Location Problem: Complexity and Heuristics

In a recent work, Schmitt and Singh propose a new quadratic facility location model to address ecological challenges faced by policymakers in Bavaria, Germany. Building on this previous work, we significantly extend our understanding of this new problem. We develop connections to traditional combinatorial optimization models and show the problem is NP-hard. We then develop … Read more

Slow convergence of the moment-SOS hierarchy for an elementary polynomial optimization problem

We describe a parametric univariate quadratic optimization problem for which the moment-SOS hierarchy has finite but increasingly slow convergence when the parameter tends to its limit value. We estimate the order of finite convergence as a function of the parameter. Article Download View Slow convergence of the moment-SOS hierarchy for an elementary polynomial optimization problem

Adjustable Robust Nonlinear Network Design under Demand Uncertainties

We study network design problems for nonlinear and nonconvex flow models under demand uncertainties. To this end, we apply the concept of adjustable robust optimization to compute a network design that admits a feasible transport for all, possibly infinitely many, demand scenarios within a given uncertainty set. For solving the corresponding adjustable robust mixed-integer nonlinear … Read more

On the integrality Gap of Small Asymmetric Travelling Salesman Problems: A Polyhedral and Computational Approach

\(\) In this paper, we investigate the integrality gap of the Asymmetric Traveling Salesman Problem (ATSP) with respect to the linear relaxation given by the Asymmetric Subtour Elimination Problem (ASEP) for small-sized instances. In particular, we focus on the geometric properties and symmetries of the ASEP polytope ( \(P_{ASEP}^n\) ) and its vertices. The polytope’s … Read more

Representing Integer Program Value Function with Neural Networks

We study the value function of an integer program (IP) by characterizing how its optimal value changes as the right-hand side varies. We show that the IP value function can be approximated to any desired degree of accuracy using machine learning (ML) techniques. Since an IP value function is a Chvátal-Gomory (CG) function, we first … Read more

Frequency regulation with storage: On losses and profits

Low-carbon societies will need to store vast amounts of electricity to balance intermittent generation from wind and solar energy, for example, through frequency regulation. Here, we derive an analytical solution to the decision-making problem of storage operators who sell frequency regulation power to grid operators and trade electricity on day-ahead markets. Mathematically, we treat future … Read more

An inexact infeasible arc-search interior-point method for linear programming problems

Inexact interior-point methods (IPMs) are a type of interior-point methods that inexactly solve the linear equation system for obtaining the search direction. On the other hand, arc-search IPMs approximate the central path with an ellipsoidal arc obtained by solving two linear equation systems in each iteration, while conventional line-search IPMs solve one linear system, therefore, … Read more