Accelerating Benders decomposition for solving a sequence of sample average approximation replications

Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected value that is being optimized. Since the outcome from solving an SAA is random, statistical estimates on the optimal value of the true problem can be obtained by solving … Read more

Partitioning a graph into low-diameter clusters

This paper studies the problems of partitioning the vertices of a graph G = (V,E) into (or covering with) a minimum number of low-diameter clusters from the lenses of approximation algorithms and integer programming. Here, the low-diameter criterion is formalized by an s-club, which is a subset of vertices whose induced subgraph has diameter at … Read more

Column Elimination: An Iterative Approach to Solving Integer Programs

We present column elimination as a general framework for solving (large-scale) integer programming problems. In this framework, solutions are represented compactly as paths in a directed acyclic graph. Column elimination starts with a relaxed representation, that may contain infeasible paths, and solves a constrained network flow over the graph to find a solution. It then … Read more

Bounding the number and the diameter of optimal compact Black-majority districts

Section 2 of the Voting Rights Act (VRA) prohibits voting practices that minimize or cancel out minority voting strength. While this section provides no clear framework for avoiding minority vote dilution and creating minority-majority districts, the Supreme Court proposed the Gingles test in the 1986 case Thornberg v Gingles. The Gingles test provides three conditions … Read more

Spatial branching for a special class of convex MIQO problems

In the branch-and-bound algorithm, branching is the key step to deal with the nonconvexity of the problem. For Mixed Integer Linear Optimization (MILO) problems and, in general, Mixed Integer Nonlinear Optimization (MINLO) problems whose continuous relaxation is convex, branching on integer and binary variables suffices, because fixing all integer variables yields a convex relaxation. General, … Read more

A Multi-Reference Relaxation Enforced Neighborhood Search Heuristic in SCIP

This paper proposes and evaluates a Multi-Reference Relaxation Enforced Neighborhood Search (MRENS) heuristic within the SCIP solver. This study marks the first integration and evaluation of MRENS in a full-fledged MILP solver, specifically coupled with the recently-introduced Lagromory separator for generating multiple reference solutions. Computational experiments on the MIPLIB 2017 benchmark set show that MRENS, … Read more

Relay-Hub Network Design for Consolidation Planning Under Demand Variability

Problem description: We study the problem of designing large-scale resilient relay logistics hub networks. We propose a model of Capacitated Relay Network Design under Stochastic Demand and Consolidation-Based Routing (CRND-SDCR), which aims to improve a network’s efficiency and resilience against commodity demand variability through integrating tactical decisions. Methodology: We formulate CRND-SDCR as a two-stage stochastic … Read more

The Multi-Stop Station Location Problem: Exact Approaches

The multi-stop station location problem (MSLP) aims to place stations such that a set of trips is feasible with respect to length bounds while minimizing cost. Each trip consists of a sequence of stops that must be visited in a given order, and a length bound that controls the maximum length that is possible without … Read more

Solution methods for partial inverse combinatorial optimization problems in which weights can only be increased

Partial inverse combinatorial optimization problems are bilevel optimization problems in which the leader aims to incentivize the follower to include a given set of elements in the solution of their combinatorial problem. If the set of required elements defines a complete follower solution, the inverse combinatorial problem is solvable in polynomial time as soon as … Read more

Branch-and-Bound versus Lift-and-Project Relaxations in Combinatorial Optimization

In this paper, we consider a theoretical framework for comparing branch-and-bound with classical lift-and-project hierarchies. We simplify our analysis of streamlining the definition of branch-and-bound. We introduce “skewed $k$-trees” which give a hierarchy of relaxations that is incomparable to that of Sherali-Adams, and we show that it is much better for some instances. We also … Read more