We study the k-delete recoverable robust 0–1 problem in which a decision-maker solves a combinatorial optimization problem subject to objective uncertainty. The model follows a two-stage robust setup. The decision-maker first commits to an initial plan and may then revoke up to k components of this decision after the uncertainty is revealed. The underlying uncertainty … Read more
Many large-scale optimization problems decompose into a master problem and scenario subproblems, a structure that can be exploited by Benders decomposition. In Benders decomposition, each iteration may generate many cuts from scenario subproblems, and adding all of them as constraints then causes the master problem to grow rapidly. These are constraints that may need to … Read more
Modern energy grid expansion planning, by necessity, includes timeseries data to accurately model storage and renewable assets. Representative time periods are commonly used as a way to decrease problem size and therefore mitigate the increased complexity from this inclusion. However, there are many choices around these representative periods: length; location in planning horizon; boundary conditions. … Read more
In this paper, we address the Capacitated Vehicle Routing Problem with Stochastic Demands (CVRPSD), in which routes are planned a priori and recourse actions are performed to ensure demand fulfillment. These recourse actions are defined through policies and may include replenishment trips or demand backlogging subject to penalties. We develop the first family of pseudo-compact … Read more
Nonconvexities in markets with discrete decisions and nonlinear constraints make efficient pricing challenging, often necessitating subsidies. A prime example is the unit commitment (UC) problem in electricity markets, where costly subsidies are commonly required. We propose a new pricing scheme for nonconvex markets with both discreteness and nonlinearity, by convexifying nonconvex structures through a semidefinite … Read more
Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders cuts. In conventional Benders decomposition, all subproblems are solved at each iteration. For problems with many scenarios, solving only a selected subset can reduce computation. We quantify … Read more
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial computational resources for both training and deployment, typically with GPU parallelization. In this work, we take a different path by developing interpretable models that are … Read more
For mixed-integer linear programming and linear programming it is well known that symmetries can have a negative impact on the performance of branch-and-bound and linear optimization algorithms. A common strategy to handle symmetries in linear programs is to reduce the dimension of the linear program by aggregating symmetric variables and solving a linear program of … Read more
Inverse optimization problems are bilevel optimization problems in which the leader modifies the follower’s objective such that a prescribed feasible solution becomes an optimal solution of the follower. They capture hierarchical decision-making problems like parameter estimation tasks or situations where a planner wants to steer an agent’s choice. In this work, we study integral inverse … Read more
This paper introduces Zimpler, a free tool built on the ZIMPL modeling language to streamline the solution of mixed-integer linear programs (MILP). Zimpler extends existing ZIMPL workflows by integrating native data sources—such as Excel spreadsheets—without requiring manual conversion to text-based tables. In addition, it supports solution refinement by adapting solver outputs into alternative formats, including … Read more