Generation Expansion Planning with Revenue Adequacy Constraints

Generation capacity expansion models have traditionally taken the vantage point of a centralized planner seeking to find cost-optimal generation capacity to reliably meet load over decadal time scales. Often assuming perfectly competitive players, these models attempt to provide guidance for system planners without necessarily ensuring that individual generators are adequately remunerated for their generation, flexibility, … Read more

Distributionally Robust Optimization Approaches for a Stochastic Mobile Facility Routing and Scheduling Problem

We study a mobile facility (MF) routing and scheduling problem in which probability distributions of the time-dependent demand for MF services is unknown. To address distributional ambiguity, we propose and analyze two distributionally robust MF routing and scheduling (DMFRS) models that seek to minimize the fixed cost of establishing the MF fleet and maximum expected … Read more

An MISOCP-Based Solution Approach to the Reactive Optimal Power Flow Problem

In this letter, we present an alternative mixed-integer non-liner programming formulation of the reactive optimal power flow (ROPF) problem. We utilize a mixed-integer second-order cone programming (MISOCP) based approach to find global optimal solutions of the proposed ROPF problem formulation. We strengthen the MISOCP relaxation via the addition of convex envelopes and cutting planes. Computational … Read more

Effectively managing diagnostic tests to monitor the COVID-19 outbreak in Italy

Urged by the outbreak of the COVID-19 in Italy, this study aims at helping to tackle the spread of the disease by resorting to operations research techniques. In particular, we propose a mathematical program to model the problem of establishing how many diagnostic tests the Italian regions must perform in order to maximize the overall … Read more

A mixed-integer linear programming approach for the T-row and the multi-bay facility layout problem

We introduce a new facility layout problem, the so-called T-Row Facility Layout Problem (TRFLP). The TRFLP consists of a set of one-dimensional departments with pairwise transport weights between them and two orthogonal rows which form a T such that departments in different rows cannot overlap. The aim is to find a non-overlapping assignment of the … Read more

Optimization Problems Involving Matrix Multiplication with Applications in Material Science and Biology

We consider optimization problems involving the multiplication of variable matrices to be selected from a given family, which might be a discrete set, a continuous set or a combination of both. Such nonlinear, and possibly discrete, optimization problems arise in applications from biology and material science among others, and are known to be NP-Hard for … Read more

The high-order block RIP for non-convex block-sparse compressed sensing

This paper concentrates on the recovery of block-sparse signals, which is not only sparse but also nonzero elements are arrayed into some blocks (clusters) rather than being arbitrary distributed all over the vector, from linear measurements. We establish high-order sufficient conditions based on block RIP to ensure the exact recovery of every block $s$-sparse signal … Read more

Some heuristic methods for the p-median problem with maximum distance constraints. Application to a bi-objective problem.

In this work we study the p-median problem with maximum distance constraints (PMPDC) which is a variant of the classical p-median problem (PMP). First of all, we provide some different formulations for (PMPDC) because the heuristics procedures for the (PMPDC) with a formulation based on the approach that modifies the distance matrix that leads to … Read more

Safe screening rules for L0-Regression

We give safe screening rules to eliminate variables from regression with L0 regularization or cardinality constraint. These rules are based on guarantees that a feature may or may not be selected in an optimal solution. The screening rules can be computed from a convex relaxation solution in linear time, without solving the L0 optimization problem. … Read more

Learning Optimal Classification Trees: Strong Max-Flow Formulations

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer programming (MIP) technology. Yet, existing approaches from the literature do not leverage the power of MIP to its full extent. Indeed, … Read more