Paolo Paronuzzi

A solution algorithm for chance-constrained problems with integer second-stage recourse decisions

  • Andrea Lodi
  • Enrico Malaguti
  • Michele Monaci
  • Giacomo Nannicini
  • Paolo Paronuzzi
    • Categories (Mixed) Integer Nonlinear Programming, Stochastic Programming

    We study a class of chance-constrained two-stage stochastic optimization problems where the second-stage recourse decisions belong to mixed-integer convex sets. Due to the nonconvexity of the second-stage feasible sets, standard decomposition approaches cannot be applied. We develop a provably convergent branch-and-cut scheme that iteratively generates valid inequalities for the convex hull of the second-stage feasible … Read more

    Casting light on the hidden bilevel combinatorial structure of the k-Vertex Separator problem

  • Fabio Furini
  • Ivana Ljubić
  • Enrico Malaguti
  • Paolo Paronuzzi
    • Categories Branch and Cut Algorithms, Combinatorial Optimization, Network Optimization

    Given an undirected graph, we study the capacitated vertex separator problem which asks to find a subset of vertices of minimum cardinality, the removal of which induces a graph having a bounded number of pairwise disconnected shores (subsets of vertices) of limited cardinality. The problem is of great importance in the analysis and protection of … Read more

    On Integer and Bilevel Formulations for the k-Vertex Cut Problem

  • Fabio Furini
  • Ivana Ljubić
  • Enrico Malaguti
  • Paolo Paronuzzi
    • Categories Branch and Cut Algorithms, Combinatorial Optimization, Network Optimization

    The family of Critical Node Detection Problems asks for finding a subset of vertices, deletion of which minimizes or maximizes a predefined connectivity measure on the remaining network. We study a problem of this family called the k-vertex cut problem. The problems asks for determining the minimum weight subset of nodes whose removal disconnects a … Read more

    Integer Optimization with Penalized Fractional Values: The Knapsack Case

  • Enrico Malaguti
  • Michele Monaci
  • Ulrich Pferschy
  • Paolo Paronuzzi
    • Categories 0-1 Programming, Combinatorial Optimization Tags , , ,

    We consider integer optimization problems where variables can potentially take fractional values, but this occurrence is penalized in the objective function. This general situation has relevant examples in scheduling (preemption), routing (split delivery), cutting and telecommunications, just to mention a few. However, the general case in which variables integrality can be relaxed at cost of … Read more