New Semidefinite Programming Relaxations for the Linear Ordering and the Traveling Salesman Problem

In 2004 Newman suggested a semidefinite programming relaxation for the Linear Ordering Problem (LOP) that is related to the semidefinite program used in the Goemans-Williamson algorithm to approximate the Max Cut problem. Her model is based on the observation that linear orderings can be fully described by a series of cuts. Newman shows that her … Read more

A Semidefinite Opimization Approach to the Target Visitation Problem

We propose an exact algorithm for the Target Visitation Problem (TVP). The (TVP) is a composition of the Linear Ordering Problem and the Traveling Salesman Problem. It has several military and non-military applications, where two important, often competing factors are the overall distance traveled (e.g. by an unmanned aerial vehicle) and the visiting sequence of … Read more

Lower Bounding Procedures for the Single Allocation Hub Location Problem

This paper proposes a new lower bounding procedure for the Uncapacitated Single Allocation p-Hub Median Problem based on Lagrangean relaxation. For solving the resulting Lagrangean subproblem, the given problem structure is exploited: it can be decomposed into smaller subproblems that can be solved efficiently by combinatorial algorithms. Our computational experiments for some benchmark instances demonstrate … Read more

An MILP approach to Multi-location, Multi-Period Equipment Selection for Surface Mining with Case Studies

In the surface mining industry, the Equipment Selection Problem involves choosing an appropriate fleet of trucks and loaders such that the long-term mine plan can be satisfied. An important characteristic for multi-location (multi-location and multi-dumpsite) mines is that the underlying problem is a multi-commodity flow problem. The problem is therefore at least as difficult as … Read more

A Compact Linearisation of Euclidean Single Allocation Hub Location Problems

Hub location problems are strategic network planning problems. They formalise the challenge of mutually exchanging shipments between a large set of depots. The aim is to choose a set of hubs (out of a given set of possible hubs) and connect every depot to a hub so that the total transport costs for exchanging shipments … Read more

Sequential Bounding Methods for Two-Stage Stochastic Programs

CitationAlexander H. Gose Graduate Program of Operations Research, North Carolina State University, Raleigh, NC 27695, ahgose@ncsu.edu Brian T. Denton Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, MI 48109, btdenton@umich.edu October 17, 2014 (Accepted for publication to INFORMS Journal on Computing)

n-step cycle inequalities: facets for continuous n-mixing set and strong cuts for multi-module capacitated lot-sizing problem

In this paper, we introduce a generalization of the continuous mixing set (which we refer to as the continuous n-mixing set). This set is closely related to the feasible set of the multi-module capacitated lot-sizing (MML) problem with(out) backlogging. We develop new classes of valid inequalities for this set, referred to as n’-step cycle inequalities, … Read more

Robust newsvendor problem with autoregressive demand

This paper explores the classic single-item newsvendor problem under a novel setting which combines temporal dependence and tractable robust optimization. First, the demand is modeled as a time series which follows an autoregressive process AR(p), p>= 1. Second, a robust approach to maximize the worst-case revenue is proposed: a robust distribution-free autoregressive forecasting method, which … Read more

Unit commitment with valve-point loading effect

Valve-point loading affects the input-output characteristics of generating units, bringing the fuel costs nonlinear and nonsmooth. This has been considered in the solution of load dispatch problems, but not in the planning phase of unit commitment. This paper presents a mathematical optimization model for the thermal unit commitment problem considering valve-point loading. The formulation is … Read more

Planning for Mining Operations with Time and Resource Constraints

We study a daily mine planning problem where, given a set of blocks we wish to mine, our task is to generate a mining sequence for the excavators such that blending resource constraints are met at various stages of the sequence. Such time-oriented resource constraints are not traditionally handled well by automated planners. On the … Read more