Danial Davarnia In unsplittable network flow problems, certain nodes must satisfy a combinatorial requirement that the incoming arc flows cannot be split or merged when routed through outgoing arcs. This so-called “no-split no-merge” requirement arises in unit train scheduling where train consists should remain intact at stations that lack necessary equipment and manpower to attach/detach them. Solving … Read more
Cut-generating linear programs (CGLPs) play a key role as a separation oracle to produce valid inequalities for the feasible region of mixed-integer programs. When incorporated inside branch-and-bound, the cutting planes obtained from CGLPs help to tighten relaxations and improve dual bounds. However, running the CGLPs at the nodes of the branch-and-bound tree is computationally cumbersome … Read more
Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question on which … Read more
Over the past decade, Decision Diagrams (DDs) have risen as a powerful modeling tool to solve discrete optimization problems. The extension of this emerging concept to continuous problems, however, has remained a challenge, posing a limitation on its applicability scope. In this paper, we introduce a novel framework that utilizes DDs to model continuous programs. … Read more
Cutting planes accelerate branch-and-bound search primarily by cutting off fractional solutions of the linear programming (LP) relaxation, resulting in tighter bounds for pruning the search tree. Yet cutting planes can also reduce backtracking by excluding inconsistent partial assignments that occur in the course of branching. A partial assignment is inconsistent with a constraint set when … Read more
Concepts of consistency have long played a key role in constraint programming but never developed in integer programming (IP). Consistency nonetheless plays a role in IP as well. For example, cutting planes can reduce backtracking by achieving various forms of consistency as well as by tightening the linear programming (LP) relaxation. We introduce a type … Read more
As an alternative to traditional integer programming (IP), decision diagrams (DDs) provide a new solution technology for discrete problems based on their combinatorial structure and dynamic programming representation. While the literature mainly focuses on the competitive aspects of DDs as a stand-alone solver, we investigate their complementary role by studying IP techniques that can be … Read more
We study network models where flows cannot be split or merged when passing through certain nodes, i.e., for such nodes, each incoming arc flow must be matched to an outgoing arc flow of identical value. This requirement, which we call “no-split no-merge” (NSNM), appears in railroad applications where train compositions can only be modified at … Read more
We study a class of stochastic programs where some of the elements in the objective function are random, and their probability distribution has unknown parameters. The goal is to find a good estimate for the optimal solution of the stochastic program using data sampled from the distribution of the random elements. We investigate two common … Read more
We study a class of quadratic stochastic programs where the distribution of random variables has unknown parameters. A traditional approach is to estimate the parameters using a maximum likelihood estimator (MLE) and to use this as input in the optimization problem. For the unconstrained case, we show that an estimator that “shrinks” the MLE towards … Read more