Mathematical Models and Approximate Solution Approaches for the Stochastic Bin Packing Problem

We consider the (single-stage) stochastic bin packing problem (SBPP) which is based on a given list of items the sizes of which are represented by stochastically independent random variables. The SBPP requires to determine the minimum number of unit capacity bins needed to pack all the items, such that for each bin the probability of … Read more

Routing and Wavelength Assignment with Protection: A Quadratic Unconstrained Binary Optimization Approach

The routing and wavelength assignment with protection is an important problem in telecommunications. Given an optical network and incoming connection requests, a commonly studied variant of the problem aims to grant maximum number of requests by assigning lightpaths at minimum network resource usage level, while ensuring the provided services remain functional in case of a … Read more

Convexifying Multilinear Sets with Cardinality Constraints: Structural Properties, Nested Case and Extensions

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained version of it with upper and lower bounds on the number of nonzero variables. We call the set of … Read more

Branch-and-Bound Solves Random Binary IPs in Polytime

Branch-and-bound is the workhorse of all state-of-the-art mixed integer linear programming (MILP) solvers. These implementations of branch-and-bound typically use variable branching, that is, the child nodes are obtained by fixing some variable to an integer value v in one node and to v + 1 in the other node. Even though modern MILP solvers are … Read more

An Almost Exact Solution to the Min Completion Time Variance in a Single Machine

We consider a single machine scheduling problem to minimize the completion time variance of n jobs. This problem is known to be NP-hard and our contribution is to establish a novel bounding condition for a characterization of an optimal sequence. Specifically, we prove a necessary and sufficient condition (which can be verified in O(n\log n)) … Read more

An exact method for influence maximization based on deterministic linear threshold model

Influence maximization (IM) is a challenging combinatorial optimization problem on (social) networks given a diffusion model and limited choice for initial seed nodes. In a recent paper an integer programming formalization of IM using the so-called deterministic linear threshold diffusion model was proposed. In fact, it is a special 0-1 linear program in which the … Read more

An algorithm for the Microaggregation problem using Column Generation

The field of Statistical Disclosure Control aims at reducing the risk of re-identification of an individual when disseminating data, and it is one of the main concerns of national statistical agencies. Operations Research (OR) techniques were widely used in the past for the protection of tabular data, but not for microdata (i.e., files of individuals … Read more

Linear Programming and Community Detection

The problem of community detection with two equal-sized communities is closely related to the minimum graph bisection problem over certain random graph models. In the stochastic block model distribution over networks with community structure, a well-known semidefinite programming (SDP) relaxation of the minimum bisection problem recovers the underlying communities whenever possible. Motivated by their superior … Read more

Building Load Control using Distributionally Robust Chance-Constrained Programs with Right-Hand Side Uncertainty and the Risk-Adjustable Variants

Aggregation of heating, ventilation, and air conditioning (HVAC) loads can provide reserves to absorb volatile renewable energy, especially solar photo-voltaic (PV) generation. However, the time-varying PV generation is not perfectly known when the system operator decides the HVAC control schedules. To consider the unknown uncertain PV generation, in this paper, we formulate a distributionally robust … Read more

An algorithm for assortment optimization under parametric discrete choice models

This work concerns the assortment optimization problem that refers to selecting a subset of items that maximizes the expected revenue in the presence of the substitution behavior of consumers specified by a parametric choice model. The key challenge lies in the computational difficulty of finding the best subset solution, which often requires exhaustive search. The … Read more