Miguel F. Anjos

A Subgradient Projection Method with Outer Approximation for Solving Semidefinite Programming Problems

  • Nagisa Sugishita
  • Miguel F. Anjos
    • Categories Convex Optimization, Semi-definite Programming Tags , ,

    We explore the combination of subgradient projection with outer approximation to solve semidefinite programming problems. We compare several ways to construct outer approximations using the problem structure. The resulting approach enjoys the strengths of both subgradient projection and outer approximation methods. Preliminary computational results on the semidefinite programming relaxations of graph partitioning and max-cut show … Read more

    Cuts and semidefinite liftings for the complex cut polytope

  • Lennart Sinjorgo
  • Renata Sotirov
  • Miguel F. Anjos
    • Categories Polyhedra, Semi-definite Programming, Telecommunications Tags , , , , ,

    \(\) We consider the complex cut polytope: the convex hull of Hermitian rank 1 matrices \(xx^{\mathrm{H}}\), where the elements of \(x \in \mathbb{C}^n\) are \(m\)th unit roots. These polytopes have applications in \({\text{MAX-3-CUT}}\), digital communication technology, angular synchronization and more generally, complex quadratic programming. For \({m=2}\), the complex cut polytope corresponds to the well-known cut … Read more

    Unboundedness and Infeasibility in Linear Bilevel Optimization: How to Overcome Unbounded Relaxations

  • Bárbara Rodrigues
  • Miguel F. Anjos
    • Categories Constrained Nonlinear Optimization, Nonlinear Optimization Tags , ,

    Bilevel optimization problems are known to be challenging to solve in practice. In particular, the feasible set of a bilevel problem is, in general, non-convex, even for linear bilevel problems. In this work, we aim to develop a better understanding of the feasible set of linear bilevel problems. Specifically, we develop means by which to … Read more

    An efficient solution methodology for the airport slot allocation problem with preprocessing and column generation

  • Paula Fermín Cueto
  • Sergio García
  • Miguel F. Anjos
    • Categories Airline Optimization, Scheduling, Transportation Tags , , , ,

    Airport coordination is a demand control mechanism that maximizes the use of existing infrastructure at congested airports. Aircraft operators submit a list of regular flights that they wish to operate over a five to seven-month period and a designated coordinator is responsible for allocating the available airport slots, which represent the permission to operate a … Read more

    ADMM-based Unit and Time Decomposition for Price Arbitrage by Cooperative Price-Maker Electricity Storage Units

  • Miguel F. Anjos
  • James Cruise
  • Albert Solà Vilalta
    • Categories Convex Optimization, Dynamic Programming, Energy Tags , , , , , , ,

    Decarbonization via the integration of renewables poses significant challenges for electric power systems, but also creates new market opportunities. Electric energy storage can take advantage of these opportunities while providing flexibility to power systems that can help address these challenges. We propose a solution method for the optimal control of multiple price-maker electric energy storage … Read more

    Design of Poisoning Attacks on Linear Regression Using Bilevel Optimization

  • Miguel F. Anjos
  • Luce Brotcorne
  • Diego Cattaruzza
  • Zeynep Suvak
    • Categories Complementarity and Variational Inequalities Tags , , ,

    Poisoning attack is one of the attack types commonly studied in the field of adversarial machine learning. The adversary generating poison attacks is assumed to have access to the training process of a machine learning algorithm and aims to prevent the algorithm from functioning properly by injecting manipulative data while the algorithm is being trained. … Read more

    Market Integration of Behind-the-Meter Residential Energy Storage

  • Miguel F. Anjos
  • Bárbara Rodrigues
  • Valérie Provost
    • Categories Applications - Science and Engineering, Energy

    A new business opportunity beckons with the emergence of prosumers. This article proposes an innovative business model to harness the potential of aggregating behind-the-meter residential storage in which the aggregator compensates participants for using their storage system on an on-demand basis. A bilevel optimization model is developed to evaluate the potential of this proposed business … Read more

    Adaptable Energy Management System for Smart Buildings

  • Miguel F. Anjos
  • Juan A. Gomez-Herrera
  • Kenneth McKinnon
  • Ilaria Salerno
    • Categories Applications - OR and Management Sciences, Civil and Environmental Engineering, Optimization of Simulated Systems Tags , , , ,

    This paper presents a novel adaptable energy management system for smart buildings. In this framework we model the energy consumption of a living unit, and its energy exchange with the surroundings. We explicitly consider the impact of the outside environment and design features such as building orientation, automatic shading, and double facade. We formulate this … Read more

    A note on the Lasserre hierarchy for different formulations of the maximum independent set problem

  • Miguel F. Anjos
  • Youssouf Emine
  • Andrea Lodi
  • Zhao Sun
    • Categories Integer Programming, Linear, Cone and Semidefinite Programming, Network Optimization Tags , , ,

    In this note, we consider several polynomial optimization formulations of the max- imum independent set problem and the use of the Lasserre hierarchy with these different formulations. We demonstrate using computational experiments that the choice of formulation may have a significant impact on the resulting bounds. We also provide theoretical justifications for the observed behavior. … Read more

    Computational study of a branching algorithm for the maximum k-cut problem

  • Miguel F. Anjos
  • Sébastien Le Digabel
  • Vilmar Jefté Rodrigues de Sousa
    • Categories Branch and Cut Algorithms, Graphs and Matroids, Semi-definite Programming Tags , , , ,

    This work considers the graph partitioning problem known as maximum k-cut. It focuses on investigating features of a branch-and-bound method to efficiently obtain global solutions. An exhaustive experimental study is carried out for two main components of a branch-and-bound algorithm: computing bounds and branching strategies. In particular, we propose the use of a variable neighborhood … Read more