An exact algorithm for the probabilistic TSP via a new tractable convex representation of recourse

We consider the probabilistic traveling salesman problem (PTSP) in which customer presences are Bernoulli random variables, and the objective is to determine an a priori tour minimizing the expected traveling cost of the a posteriori tour obtained by skipping absent customers after customer presence is revealed. The existing literature has established that, given an a … Read more

Exploiting Overlap Information in Chance-constrained Program with Random Right-hand Side

We consider the chance-constrained program (CCP) with random right-hand side under a finite discrete distribution. It is known that the standard mixed integer linear programming (MILP) reformulation of the CCP is generally difficult to solve by general-purpose solvers as the branch-and-cut search trees are enormously large, partly due to the weak linear programming relaxation. In … Read more

The SCIP Optimization Suite 8.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

Efficient presolving methods for the influence maximization problem in social networks

We consider the influence maximization problem (IMP) which asks for identifying a limited number of key individuals to spread influence in a social network such that the expected number of influenced individuals is maximized. The stochastic maximal covering location problem (SMCLP) formulation is a mixed integer programming formulation that effectively approximates the IMP by the … Read more

The SCIP Optimization Suite 7.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies … Read more