Hyemin Jeon

Successive Quadratic Upper-Bounding for Discrete Mean-Risk Minimization and Network Interdiction

  • Alper Atamturk
  • Carlos Deck
  • Hyemin Jeon
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization Tags , , , ,

    The advances in conic optimization have led to its increased utilization for modeling data uncertainty. In particular, conic mean-risk optimization gained prominence in probabilistic and robust optimization. Whereas the corresponding conic models are solved efficiently over convex sets, their discrete counterparts are intractable. In this paper, we give a highly effective successive quadratic upper-bounding procedure … Read more

    Lifted Polymatroid Inequalities for Mean-Risk Optimization with Indicator Variables

  • Alper Atamturk
  • Hyemin Jeon
    • Categories (Mixed) Integer Nonlinear Programming, Stochastic Programming Tags , , , ,

    We investigate a mixed 0-1 conic quadratic optimization problem with indicator variables arising in mean-risk optimization. The indicator variables are often used to model non-convexities such as fixed charges or cardinality constraints. Observing that the problem reduces to a submodular function minimization for its binary restriction, we derive three classes of strong convex valid inequalities … Read more

    Quadratic Cone Cutting Surfaces for Quadratic Programs with On-Off Constraints

  • Hyemin Jeon
  • Jeff Linderoth
  • Andrew J. Miller
    • Categories (Mixed) Integer Nonlinear Programming, Second-Order Cone Programming

    We study the convex hull of a set arising as a relaxation of difficult convex mixed integer quadratic programs (MIQP). We characterize the extreme points of our set and the extreme points of its continuous relaxation. We derive four quadratic cutting surfaces that improve the strength of the continuous relaxation. Each of the cutting surfaces … Read more

    A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

  • Santanu S. Dey
  • Hyemin Jeon
  • Burak Kocuk
  • Jeff Linderoth
  • James R. Luedtke
  • Xu Andy Sun
    • Categories Applications - Science and Engineering, Integer Programming Tags , ,

    It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the U.S. should “encourage, as appropriate, the deployment of advanced transmission technologies” including “optimized transmission line configurations”. As such, … Read more