In this paper, we consider a decision-maker who wants to determine a subset of locations from a given set of candidate sites to open facilities and accordingly assign customer demand to these open facilities. Unlike classical facility location settings, we focus on a new setting where customer demand is bimodal, i.e., display, or belong to, … Read more
This paper proposes a two-phase optimization framework for users that are involved in demand response programs. In a first phase, responsive users optimize their own household consumption, characterizing not only their appliances and equipment but also their comfort preferences. Subsequently, the aggregator exploits in a second phase this preliminary noncoordinated solution by implementing a coordination … Read more
In this paper, we present exact methods for solving the Time Dependent Minimum Duration Problem (TDMTDP) and the Time Dependent Delivery Man Problem (TD-DMP). Both methods are based on a Dynamic Discretization Discovery (DDD) approach for solving the Time Dependent Traveling Salesman Problem with Time Windows (TD-TSPTW). Unlike the TD-TSPTW, the problems we consider in … Read more
Linear complementarity problems are a powerful tool for modeling many practically relevant situations such as market equilibria. They also connect many sub-areas of mathematics like game theory, optimization, and matrix theory. Despite their close relation to optimization, the protection of LCPs against uncertainties – especially in the sense of robust optimization – is still in … Read more
Submodularity, a discrete analog of convexity, is a key property in discrete optimization that features in the construction of valid inequalities and analysis of the greedy algorithm. In this paper, we broaden the approximate submodularity literature, which so far has largely focused on variants of greedy algorithms and iterative approaches. We define metrics that quantify … Read more
A natural and important generalization of submodularity—$k$-submodularity—applies to set functions with $k$ arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In this paper, we study maximization problems with $k$-submodular objective functions. We propose valid linear inequalities, namely the $k$-submodular inequalities, for the hypograph of any $k$-submodular … Read more
Multi-modal distributed energy system planning is applied in the context of smart grids, industrial energy supply, and in the building energy sector. In real-world applications, these systems are commonly characterized by existing system structures of different age where monitoring and investment are conducted in a closed-loop, with the iterative possibility to invest. The literature contains … Read more
The restoration of a power system after an extended blackout starts around units with enhanced technical capabilities, referred to as black start units (BSUs). We examine the planning problem of optimally allocating these units on the grid subject to a budget constraint. We present a mixed integer programming model based on current literature in power … Read more
We study deep neural networks with binary activation functions (BDNN), i.e. the activation function only has two states. We show that the BDNN can be reformulated as a mixed-integer linear program which can be solved to global optimality by classical integer programming solvers. Additionally, a heuristic solution algorithm is presented and we study the model … Read more
We consider mixed integer bilevel linear optimization problems in which the decision variables of the lower-level (follower’s) problem are all binary. We propose a general modeling and solution framework motivated by the practical reality that in a Stackelberg game, the follower does not always solve their optimization problem to optimality. They may instead implement a … Read more