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

On the exact separation of cover inequalities of maximum depth

We investigate the problem of exactly separating cover inequalities of maximum depth and we develop a pseudo-polynomial-time algorithm for this purpose. Compared to the standard method based on the maximum violation, computational experiments carried out on knapsack and multi-dimensional knapsack instances show that, with a cutting-plane method based on the maximum-depth criterion, we can optimize … Read more

Solving the distance-based critical node problem

In critical node problems, the task is identify a small subset of so-called critical nodes whose deletion maximally degrades a network’s “connectivity” (however that is measured). Problems of this type have been widely studied, e.g., for limiting the spread of infectious diseases. However, existing approaches for solving them have typically been limited to networks having … Read more

The Star Degree Centrality Problem: A Decomposition Approach

We consider the problem of identifying the induced star with the largest cardinality open neighborhood in a graph. This problem, also known as the star degree centrality (SDC) problem, has been shown to be 𝒩𝒫-complete. In this work, we first propose a new integer programming (IP) formulation, which has a fewer number of constraints and … Read more

A Combinatorial Cut-and-Lift Procedure with an Application to 0-1 Chance Constraints

Cut generation and lifting are key components for the performance of state-of-the-art mathematical programming solvers. This work proposes a new general cut-and-lift procedure that exploits the combinatorial structure of 0-1 problems via a binary decision diagram (BDD) encoding of their constraints. We present a general framework that can be applied to a large range of … Read more

A Polyhedral Approach to Bisubmodular Function Minimization

We consider minimization problems with bisubmodular objective functions. We propose a class of valid inequalities, which we call the poly-bimatroid inequalities and prove that these inequalities, along with trivial bound constraints, fully describe the convex hull of the epigraph of a bisubmodular function. We develop a cutting plane algorithm for general bisubmodular minimization problems using … Read more

Achieving Consistency with Cutting Planes

Cutting planes accelerate branch-and-bound search primarily by cutting off fractional solutions of the linear programming (LP) relaxation, resulting in tighter bounds for pruning the search tree. Yet cutting planes can also reduce backtracking by excluding inconsistent partial assignments that occur in the course of branching. A partial assignment is inconsistent with a constraint set when … Read more