Akshay Gupte We construct two families of Dantzig figures, which are $d$-dimensional polytopes with $2d$ facets and an antipodal vertex pair, from convex hulls of initial subsets for the graded lexicographic (grlex) and graded reverse lexicographic (grevlex) orders on $\mathbb{Z}^{d}_{\geq 0}$. These polytopes have the same number of vertices $O(d^2)$ and the same number of edges $O(d^3)$, … Read more
We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, checking node fathoming, presolve, and duality gap measurement. Our branch-and-bound is predominantly a decision space search method because the branching is performed on the … Read more
The pooling problem is a folklore NP-hard global optimization problem that finds applications in industries such as petrochemical refining, wastewater treatment, and mining. This paper assimilates the vast literature on this problem that is dispersed over different areas and gives unifying arguments and new insights on prevalent techniques. We also present new ideas for computing … Read more
This paper focuses on transportation network protection to hedge against extreme events such as earthquakes. Traditional two-stage stochastic programming has been widely adopted to obtain solutions under a risk-neutral preference through the use of expectations in the recourse function. In reality, decision makers hold different risk preferences. We develop a mean-risk two-stage stochastic programming model … Read more
The $pq$-relaxation for the pooling problem can be constructed by applying McCormick envelopes for each of the bilinear terms appearing in the so-called $pq$-formulation of the pooling problem. This relaxation can be strengthened by using piecewise-linear functions that over- and under-estimate each bilinear term. The resulting relaxation can be written as a mixed integer linear … Read more
We consider bounded integer knapsacks where the weights and variable upper bounds together form a superincreasing sequence. The elements of this superincreasing knapsack are exactly those vectors that are lexicographically smaller than the greedy solution to optimizing over this knapsack. We describe the convex hull of this n-dimensional set with O(n) facets. We also establish … Read more
In this paper, we examine a mixed integer linear programming (MIP) reformulation for mixed integer bilinear problems where each bilinear term involves the product of a nonnegative integer variable and a nonnegative continuous variable. This reformulation is obtained by first replacing a general integer variable with its binary expansion and then using McCormick envelopes to … Read more