Eli Towle

Intersection disjunctions for reverse convex sets

  • James R. Luedtke
  • Eli Towle
    • Categories (Mixed) Integer Nonlinear Programming, Constrained Nonlinear Optimization, Global Optimization Theory Tags , , , ,

    We present a framework to obtain valid inequalities for optimization problems constrained by a reverse convex set, which is defined as the set of points in a polyhedron that lie outside a given open convex set. We are particularly interested in cases where the closure of the convex set is either non-polyhedral, or is defined … Read more

    New solution approaches for the maximum-reliability stochastic network interdiction problem

  • James R. Luedtke
  • Eli Towle
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Stochastic Programming Tags , ,

    We investigate methods to solve the maximum-reliability stochastic network interdiction problem (SNIP). In this problem, a defender interdicts arcs on a directed graph to minimize an attacker’s probability of undetected traversal through the network. The attacker’s origin and destination are unknown to the defender and assumed to be random. SNIP can be formulated as a … Read more