Leonardo Lozano

A Bilevel Optimization Approach for a Class of Combinatorial Problems with Disruptions and Probing

  • Leonardo Lozano
  • Juan Borrero
    • Categories Applications - OR and Management Sciences, Network Optimization, Stochastic Programming Tags , , ,

    \(\) We consider linear combinatorial optimization problems under uncertain disruptions that increase the cost coefficients of the objective function. A decision-maker, or planner, can invest resources to probe the components (i.e., the coefficients) in order to learn their disruption status. In the proposed probing optimization problem, the planner, knowing just the disruptions’ probabilities, selects which … Read more

    Decision Diagram Decomposition for Quadratically Constrained Binary Optimization

  • David Bergman
  • Leonardo Lozano
    • Categories Constrained Nonlinear Optimization, Integer Programming, Quadratic Programming

    In recent years the use of decision diagrams within the context of discrete optimization has proliferated. This paper continues this expansion by proposing the use of decision diagrams for modeling and solving binary optimization problems with quadratic constraints. The model proposes the use of multiple decision diagrams to decompose a quadratic matrix so that each … Read more

    On the Consistent Path Problem

  • David Bergman
  • Leonardo Lozano
  • Cole Smith
    • Categories 0-1 Programming, Combinatorial Optimization, Cutting Plane Approaches

    The application of decision diagrams in combinatorial optimization has proliferated in the last decade. In recent years, authors have begun to investigate how to utilize not one, but a set of diagrams, to model constraints and objective function terms. Optimizing over a collection of decision diagrams, the problem we refer to as the consistent path … Read more