DiversiTree: A New Method to Efficiently Compute Diverse Sets of Near-Optimal Solutions to Mixed-Integer Optimization Problems

While most methods for solving mixed-integer optimization problems compute a single optimal solution, a diverse set of near-optimal solutions can often be more useful. We present a new method for finding a set of diverse solutions by emphasizing diversity within the search for near-optimal solutions. Specifically, within a branch-and-bound framework, we investigate parameterized node selection … Read more

Risk-Averse Bi-Level Stochastic Network Interdiction Model for Cyber-Security Risk Management

Security of cyber networks is crucial; recent severe cyber-attacks have had a devastating effect on many large organizations. The attack graph, which maps the potential attack paths of a cyber network, is a popular tool for analyzing cyber system vulnerability. In this study, we propose a bi-level stochastic network interdiction model on an attack graph … Read more