We introduce a natural strengthening of Gomory-Chvátal cutting planes for the important class of 0/1-integer programming problems and study the properties of the elementary closure that arises from the new class of cuts. Most notably, we prove that the new closure is polyhedral, we characterize the family of all facet-defining inequalities, and we compare it … Read more
We consider a model of medium-term commodity contracts management. Randomness takes place only in the prices on which the commodities are exchanged, whilst state variable is multi-dimensional, and decision variable is integer. In our previous article, we proposed an algorithm based on the quantization of random process and a dual dynamic programming type approach to … Read more
This paper introduces novel formulations for optimally responding to epidemics and cyber attacks in networks. In our models, at a given time period, network nodes (e.g., users or computing resources) are associated with probabilities of being infected, and each network edge is associated with some probability of propagating the infection. A decision maker would like … Read more
We introduce the n-step conic MIR inequalities for the so-called polyhedral second-order conic (PSOC) mixed integer sets. PSOC sets arise in the polyhedral reformulation of the second-order conic mixed integer programs. Moreover, they are an equivalent representation for any mixed integer set defined by two linear constraints. The simple conic MIR inequalities of Atamtürk and … Read more
Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, … 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
The Capacitated Arc Routing Problem (CARP) stands among the hardest combinatorial problems to solve or to find high quality solutions. This becomes even more true when dealing with large instances. This paper investigates methods to improve on lower and upper bounds of instances on graphs with over two hundred vertices and three hundred edges, dimensions … Read more
Gunluk and Pochet [O. Gunluk, Y. Pochet: Mixing mixed integer inequalities. Mathematical Programming 90(2001) 429-457] proposed a procedure to mix mixed integer rounding (MIR) inequalities. The mixed MIR inequalities define the convex hull of the mixing set $\{(y^1,\ldots,y^m,v) \in Z^m \times R_+:\alpha_1 y^i + v \geq \b_i,i=1,\ldots,m\}$ and can also be used to generate valid … 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
In this paper we study the relationship between valid inequalities for mixed-integer sets, lattice-free sets associated with these inequalities and the multi-branch split cuts introduced by Li and Richard (2008). By analyzing $n$-dimensional lattice-free sets, we prove that for every integer $n$ there exists a positive integer $t$ such that every facet-defining inequality of the … Read more