New VNS heuristic for Total Flowtime Flowshop Scheduling Problem

This paper develops a new VNS approach to Permutational Flow shop Scheduling Problem with Total Flow time criterion. There are many hybrid approaches inthe problem’s literature, that make use of VNS internally, usually applying job insert neighbourhood followed by job interchange neighbourhood. In this study different ways to combine both neighbourhoods were examined. All tests … Read more

Solution Methods for the Multi-trip Elementary Shortest Path Problem with Resource Constraints

We investigate the multi-trip elementary shortest path problem (MESPPRC) with resource constraints in which the objective is to find a shortest path between a source node and a sink node such that nodes other than the specified replenishment node are visited at most once and resource constraints are not violated. After each visit to the … Read more

LP and SDP Branch-and-Cut Algorithms for the Minimum Graph Bisection Problem: A Computational Comparison

While semidefinite relaxations are known to deliver good approximations for combinatorial optimization problems like graph bisection, their practical scope is mostly associated with small dense instances. For large sparse instances, cutting plane techniques are considered the method of choice. These are also applicable for semidefinite relaxations via the spectral bundle method, which allows to exploit … Read more

Recoverable Robust Knapsack: the Discrete Scenario Case

Admission control problems have been studied extensively in the past. In a typical setting, resources like bandwidth have to be distributed to the different customers according to their demands maximizing the profit of the company. Yet, in real-world applications those demands are deviating and in order to satisfy their service requirements often a robust approach … Read more

Dippy — a simplified interface for advanced mixed-integer programming

Mathematical modelling languages such as AMPL, GAMS, and Xpress-MP enable mathematical models such as mixed-integer linear programmes (MILPs) to be expressed clearly for solution in solvers such as CPLEX, MINOS and Gurobi. However some models are sufficiently difficult that they cannot be solved using “out-of-the-box” solvers, and customisation of the solver framework to exploit model-specific … Read more

Affine recourse for the robust network design problem: between static and dynamic routing

Affinely-Adjustable Robust Counterparts provide tractable alternatives to (two-stage) robust programs with arbitrary recourse. We apply them to robust network design with polyhedral demand uncertainty, introducing the affine routing principle. We compare the affine routing to the well-studied static and dynamic routing schemes for robust network design. All three schemes are embedded into the general framework … Read more

Branch-Cut-and-Propagate for the Maximum k-Colorable Subgraph Problem with Symmetry

Given an undirected graph and a positive integer k, the maximum k-colorable subgraph problem consists of selecting a k-colorable induced subgraph of maximum cardinality. The natural integer programming formulation for this problem exhibits two kinds of symmetry: arbitrarily permuting the color classes and/or applying a non-trivial graph automorphism gives equivalent solutions. It is well known … Read more

Approximation Theory of Matrix Rank Minimization and Its Application to Quadratic Equations

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In this paper, we aim at providing an approximation theory for the rank minimization problem, and prove that a rank minimization … Read more

CONVEX HULL RELAXATION (CHR) FOR CONVEX AND NONCONVEX MINLP PROBLEMS WITH LINEAR CONSTRAINTS

The behavior of enumeration-based programs for solving MINLPs depends at least in part on the quality of the bounds on the optimal value and of the feasible solutions found. We consider MINLP problems with linear constraints. The convex hull relaxation (CHR) is a special case of the primal relaxation (Guignard 1994, 2007) that is very … Read more

A new, solvable, primal relaxation for convex nonlinear integer programming problems

The paper describes a new primal relaxation (PR) for computing bounds on nonlinear integer programming (NLIP) problems. It is a natural extension to NLIP problems of the geometric interpretation of Lagrangean relaxation presented by Geoffrion (1974) for linear problems, and it is based on the same assumption that some constraints are complicating and are treated … Read more