A mixed-integer fractional optimization approach to best subset selection

We consider the best subset selection problem in linear regression, i.e., finding a parsimonious subset of the regression variables that provides the best fit to the data according to some predefined criterion. We show that, for a broad range of criteria used in the statistics literature, the best subset selection problem can be modeled as … Read more

Cutting Planes by Projecting Interior Points onto Polytope Facets

Given a point x inside a polytope P and a direction d, the projection of x along d asks to find the maximum step length t such that x+td is feasible; we say x+td is a pierce point because it belongs to the boundary of P. We address this projection sub-problem with arbitrary interior points … Read more

Mixed-Integer Programming Techniques for the Connected Max-k-Cut Problem

We consider an extended version of the classical Max-k-Cut problem in which we additionally require that the parts of the graph partition are connected. For this problem we study two alternative mixed-integer linear formulations and review existing as well as develop new branch-and-cut techniques like cuts, branching rules, propagation, primal heuristics, and symmetry breaking. The … Read more

Branching with Hyperplanes in the Criterion Space: the Frontier Partitioner Algorithm for Biobjective Integer Programming

We present an algorithm for finding the complete Pareto frontier of biobjective integer programming problems. The method is based on the solution of a finite number of integer programs. The feasible sets of the integer programs are built from the original feasible set, by adding cuts that separate efficient solutions. Providing the existence of an … Read more

Model and exact solution for a two-echelon inventory routing problem

The classic version of the Inventory Routing Problem considers a system with one supplier that manages the stock level of a set of customers. The supplier defines when and how much products to supply and how to combine customers in routes while minimizing storage and transportation costs. We present a new version of this problem … Read more

Best case exponential running time of a branch-and-bound algorithm using an optimal semidefinite relaxation

Chvatal (1980) has given a simple example of a knapsack problem for which a branch-and-bound algorithm using domination and linear relaxations to eliminate subproblems will use an exponential number of steps in the best case. In this short note it is shown that Chvatals result remains true when the LP relaxation is replaced with a … Read more

New facets for the consecutive ones polytope

A 0/1 matrix has the Consecutive Ones Property if a permutation of its columns exists such that the ones appear consecutively in each row. In many applications, one has to find a matrix having the consecutive ones property and optimizing a linear objective function. For this problem, literature proposes, among other approaches, an Integer Linear … Read more

A Lagrange decomposition based Branch and Bound algorithm for the Optimal Mapping of Cloud Virtual Machines

One of the challenges of cloud computing is to optimally and efficiently assign virtual machines to physical machines. The aim of telecommunication operators is to mini- mize the mapping cost while respecting constraints regarding location, assignment and capacity. In this paper we first propose an exact formulation leading to a 0-1 bilinear constrained problem. Then … Read more

Benders Decomposition for Very Large Scale Partial Set Covering and Maximal Covering Problems

Covering problems constitute an important family of facility location problems. This paper intro- duces a new exact algorithm for two important members of this family: i) the maximal covering location problem, which requires finding a subset of facilities that maximizes the amount of demand covered while respecting a budget constraint on the cost of the … Read more

The optimal design of low-latency virtual backbones

Two nodes of a wireless network may not be able to communicate with each other directly perhaps due to obstacles or insufficient signal strength. This necessitates the use of intermediate nodes to relay information. Often, one designates a (preferably small) subset of them to relay these messages (i.e., to serve as a virtual backbone for … Read more