A Penalty Branch-and-Bound Method for Mixed-Integer Quadratic Bilevel Problems

We propose an algorithm for solving bilevel problems with mixed-integer convex-quadratic upper level as well as convex-quadratic and continuous lower level. The method is based on a classic branch-and-bound procedure, where branching is performed on the integer constraints and on the complementarity constraints resulting from the KKT reformulation of the lower-level problem. However, instead of … Read more

Routing and resource allocation in non-profit settings with equity and efficiency measures under demand uncertainty

Motivated by food distribution operations for non-profit organizations, we study a variant of the stochastic routing-allocation problem under demand uncertainty, in which one decides the assignment of trucks for demand nodes, the sequence of demand nodes to visit (i.e., truck route), and the allocation of food supply to each demand node. We propose three stochastic … Read more

A Stochastic Optimization Approach to Energy-Efficient Underground Timetabling under Uncertain Dwell and Running Times

We consider a problem from the context of energy-efficient underground railway timetabling, in which an existing timetable draft is improved by slightly changing departure and running times. In practice, synchronization between accelerating and braking trains to utilize regenerative braking plays a major role for the energy-efficiency of a timetable. Since deviations from a planned timetable … Read more

A combined model for chain expansion including the possibility of locating a new facility and modification and/or closing of existing facilities

The problem of an expanding chain (it already has some facilities) in a given area is considered. It may locate a new facility, or vary (up or down) the quality of its existing facilities, or close some of them, or a combination of all those possibilities, whatever it is the best to maximize its profit, … Read more

Learning to Use Local Cuts

An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when integrating cutting plane methods into a branch-and-bound (B&B) solver as there is always the trade-off between the efficiency of the cuts and their costs, … Read more

Lexicographic Branch-and-Bound Column Search

We present an exact generic method for solving the pricing problem in a column generation approach, which we call branch-and-bound column search. It searches the space of all feasible columns via a branch-and-bound tree search and returns all columns with a reduced-cost value below a certainthreshold. The approach is based on an idea from Krumke … Read more

Logic-based Benders decomposition with a partial assignment acceleration technique for avionics scheduling

Pre-runtime scheduling of large-scale electronic systems, as those in modern aircraft, can be computationally challenging. In this paper, we study a distributed integrated modular avionic system of practical relevance where the scheduling includes to assign communication messages to time slots and to sequence tasks on modules. For this problem, the challenge is the huge number … Read more

Exact solution methods for the Resource Constrained Project Scheduling Problem with a flexible Project Structure

The Resource Constrained Project Scheduling Problem with a flexible Project Structure (RCPSP-PS) is a generalization of the Resource Constrained Project Scheduling Problem (RCPSP). The objective of the RCPSP-PS is to find a minimal makespan schedule subject to precedence and resource constraints, while only having to execute a subset of all activities. We present a general … Read more

Benders-type Branch-and-Cut Algorithms for Capacitated Facility Location with Single-Sourcing

We consider the capacitated facility location problem with (partial) single-sourcing (CFLP-SS). A natural mixed integer formulation for the problem involves 0-1 variables x_j indicating whether faclility j is used or not and y_{ij} variables indicating the fraction of the demand of client i that is satisfied from facility j. When the x variables are fixed, … Read more

Continuous Covering on Networks: Strong Mixed Integer Programming Formulations

Covering problems are well-studied in the domain of Operations Research, and, more specifically, in Location Science. When the location space is a network, the most frequent assumption is to consider the candidate facility locations, the points to be covered, or both, to be discrete sets. In this work, we study the set-covering location problem when … Read more