This paper considers robust dynamic optimization problems, where the unknown parameters are modeled as uncertainty sets. We seek to bridge two classical paradigms for solving such problems, namely (1) Dynamic Programming (DP), and (2) policies parameterized in model uncertainties (also known as decision rules), obtained by solving tractable convex optimization problems. We provide a set … Read more
The positive semidefinite (psd) rank of a polytope is the smallest $k$ for which the cone of $k \times k$ real symmetric psd matrices admits an affine slice that projects onto the polytope. In this paper we show that the psd rank of a polytope is at least the dimension of the polytope plus one, … Read more
We study the computational question whether a given polytope or spectrahedron $S_A$ (as given by the positive semidefiniteness region of a linear matrix pencil $A(x)$) is contained in another one $S_B$. First we classify the computational complexity, extending results on the polytope/poly\-tope-case by Gritzmann and Klee to the polytope/spectrahedron-case. For various restricted containment problems, NP-hardness … Read more
The quadratic traveling salesman problem asks for a tour of minimal costs where the costs are associated with each two arcs that are traversed in succession. This structure arises, e. g., if the succession of two arcs represents the costs of loading processes in transport networks or a switch between different technologies in communication networks. … Read more
The corner relaxation of a mixed-integer linear program is a central concept in cutting plane theory. In a recent paper Fischetti and Monaci provide an empirical assessment of the strength of the corner and other related relaxations on benchmark problems. In this paper we give a precise characterization of the bounds given by these relaxations … Read more
Traffic in communication networks fluctuates heavily over time. Thus, to avoid capacity bottlenecks, operators highly overestimate the traffic volume during network planning. In this paper we consider telecommunication network design under traffic uncertainty, adapting the robust optimization approach of Bertsimas and Sim (2004). We present three different mathematical formulations for this problem, provide valid inequalities, … Read more
This paper introduces a fundamental family of unbounded convex sets that arises in the context of non-convex mixed-integer quadratic programming. It is shown that any mixed-integer quadratic program with linear constraints can be reduced to the minimisation of a linear function over a set in the family. Some fundamental properties of the convex sets are … Read more
Valid inequalities or cutting planes for (mixed-) integer programming problems are an essential theoretical tool for studying combinatorial properties of polyhedra. They are also of utmost importance for solving optimization problems in practice; in fact any modern solver relies on several families of cutting planes. The Chvátal-Gomory procedure, one such approach, has a peculiarity that … Read more
This paper presents some strong valid inequalities for the Maximum Common Induced Subgraph Problem (MCIS) and the proofs that the inequalities are facet-defining under certain conditions. The MCIS is an NP-hard problem and, therefore, no polynomial time algorithm is known to solve it. In this context, the study of its polytope can help in the … Read more
In this paper we deal with the critical node problem, where a given number of nodes has to be removed from an undirected graph in order to maximize the disconnections between the node pairs of the graph. We propose an integer linear programming model with a non-polynomial number of constraints but whose linear relaxation can … Read more