Convexification of a Separable Function over a Polyhedral Ground Set

In this paper, we study the set \(\mathcal{S}^\kappa = \{ (x,y)\in\mathcal{G}\times\mathbb{R}^n : y_j = x_j^\kappa , j=1,\dots,n\}\), where \(\kappa > 1\) and the ground set \(\mathcal{G}\) is a nonempty polytope contained in \( [0,1]^n\). This nonconvex set is closely related to separable standard quadratic programming and appears as a substructure in potential-based network flow problems … Read more

A Dynamic Strategic Plan for Transition to Campus-Scale Clean Electricity Using Multi-Stage Stochastic Programming

The decarbonization of energy systems at energy-intensive sites is an essential component of global climate mitigation, yet such transitions involve substantial capital requirements, ongoing technological progress, and the operational complexities of renewable integration. This study presents a dynamic strategic planning framework that applies multi-stage stochastic programming to guide clean electricity transitions at the campus level. … Read more

Global Optimization of Gas Transportation and Storage: Convex Hull Characterizations and Relaxations

Gas transportation and storage has become one of the most relevant and important optimization problems in energy systems. This problem inherently includes highly nonlinear and nonconvex aspects due to gas physics, and discrete aspects due to the control decisions of active network elements. Obtaining even locally optimal solutions for this problem presents significant mathematical and … Read more

Risk-Averse Antibiotics Time Machine Problem

Antibiotic resistance, which is a serious healthcare issue, emerges due to uncontrolled and repeated antibiotic use that causes bacteria to mutate and develop resistance to antibiotics. The Antibiotics Time Machine Problem aims to come up with treatment plans that maximize the probability of reversing these mutations. Motivated by the severity of the problem, we develop … Read more

Proximity results in convex mixed-integer programming

We study proximity (resp. integrality gap), that is, the distance (resp. difference) between the optimal solutions (resp. optimal values) of convex integer programs (IP) and the optimal solutions (resp. optimal values) of their continuous relaxations. We show that these values can be upper bounded in terms of the recession cone of the feasible region of … Read more

Generator Subadditive Functions for Mixed-Integer Programs

For equality-constrained linear mixed-integer programs (MIP) defined by rational data, it is known that the subadditive dual is a strong dual and that there exists an optimal solution of a particular form, termed generator subadditive function. Motivated by these results, we explore the connection between Lagrangian duality, subadditive duality and generator subadditive functions for general … Read more

A Dynamic Strategic Plan for the Transition to a Clean Bus Fleet using Multi-Stage Stochastic Programming with a Case Study in Istanbul

In recent years, the transition to clean bus fleets has accelerated. Although this transition might bring environmental and economic benefits, it requires a long-term strategic plan due to the large investment costs involved. This paper proposes a multi-stage stochastic program to optimize strategic plans for the clean bus fleet transition that explicitly considers the uncertainty … Read more

Improved Rank-One-Based Relaxations and Bound Tightening Techniques for the Pooling Problem

The pooling problem is a classical NP-hard problem in the chemical process and petroleum industries. This problem is modeled as a nonlinear, nonconvex network flow problem in which raw materials with different specifications are blended in some intermediate tanks, and mixed again to obtain the final products with desired specifications. The analysis of the pooling … Read more

A mixed-integer exponential cone programming formulation for feature subset selection in logistic regression

Logistic regression is one of the widely-used classification tools to construct prediction models. For datasets with a large number of features, feature subset selection methods are considered to obtain accurate and interpretable prediction models, in which irrelevant and redundant features are removed. In this paper, we address the problem of feature subset selection in logistic … Read more

An MISOCP-Based Decomposition Approach for the Unit Commitment Problem with AC Power Flows

Unit Commitment (UC) and Optimal Power Flow (OPF) are two fundamental problems in short-term electric power systems planning that are traditionally solved sequentially. The state-of-the-art mostly uses a direct current flow approximation of the power flow equations in the UC-level and the generator commitments obtained are sent as input to the OPF-level. However, such an … Read more