Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early and help to reduce the time needed to prove optimality. In this paper, we present a scheme for start heuristics that can be executed without previous knowledge of an LP solution or a previously … Read more
Political districting in the United States is a decennial process of redrawing the boundaries of congressional and state legislative districts. The notion of fairness in political districting has been an important topic of subjective debate, with district maps having consequences to multiple stakeholders. Even though districting as an optimization problem has been well-studied, existing models … Read more
Mixed-integer supply chain models typically are very large but are also very sparse and can be decomposed into loosely coupled blocks. In this paper, we use general-purpose techniques to obtain a block decomposition of supply chain instances and apply a tailored penalty alternating direction method, which exploits the structural properties of the decomposed instances. We … Read more
We introduce a natural notion of depth that applies to individual cutting planes as well as entire families. This depth has nice properties that make it easy to work with theoretically, and we argue that it is a good proxy for the practical strength of cutting planes. In particular, we show that its value lies … Read more
Bilevel problems are highly challenging optimization problems that appear in many applications of energy market design, critical infrastructure defense, transportation, pricing, etc. Often, these bilevel models are equipped with integer decisions, which makes the problems even harder to solve. Typically, in such a setting in mathematical optimization one develops primal heuristics in order to obtain … Read more
When solving the linear programming (LP) relaxation of a mixed-integer program (MIP) with column generation, columns might be generated that are not needed to express any integer optimal solution of the MIP. Such columns are called strongly redundant and the dual bound obtained by solving the LP relaxation is potentially stronger if these columns are … Read more
We propose a simple and general online method to measure the search progress within the Branch-and-Bound algorithm, from which we estimate the size of the remaining search tree. We then show how this information can help solvers algorithmically at runtime by designing a restart strategy for Mixed-Integer Programming (MIP) solvers that decides whether to restart … Read more
In demand–response programs, aggregators balance the needs of generation companies and end-users. This work proposes a two-phase framework that shaves the aggregated peak loads while maintaining the desired comfort level for users. In the first phase, the users determine their planned consumption. For the second phase, we develop a bilevel model with mixed-integer variables and … Read more
Mathematical programming formulation to identify the optimal value function of a negative Markov decision process (MDP) is non-convex, non-smooth, and computationally intractable. Also note that other well-known solution methods of MDP do not work properly for a negative MDP. More specifically, the policy iteration diverges, and the value iteration converges but does not provide an … Read more
Thanks to the rapidly advancing development of (commercial) MILP software and hardware components, pseudo-polynomial formulations have been established as a powerful tool for solving cutting and packing problems in recent years. In this paper, we focus on the one-dimensional skiving stock problem (SSP), where a given inventory of small items has to be recomposed to … Read more