Fitting piecewise affine models to data points is a pervasive task in many scientific disciplines. In this work, we address the k- Piecewise Affine Model Fitting with Pairwise Linear Separability problem (k-PAMF-PLS) where, given a set of real points and the corresponding observations, we have to partition the real domain into k pairwise linearly separable … Read more
With the fast-growing demand in the electricity market of the last decades, attention has been focused on alternative and flexible sources of energy such as hydro valleys. Managing the hydroelectricity produced by the plants in hydro valleys is called the hydro unit commitment problem. This problem consists in finding the optimal power production schedule of … Read more
In this paper we consider the Asymmetric Quadratic Traveling Salesman Problem. Given a directed graph and a function that maps every pair of consecutive arcs to a cost, the problem consists in finding a cycle that visits every vertex exactly once and such that the sum of the costs is minimum. We propose an extended … Read more
We present a method for computing lower bounds in the Progressive Hedging Algorithm (PHA) for two-stage and multi-stage stochastic mixed-integer programs. Computing lower bounds in the PHA allows one to assess the quality of the solutions generated by the algorithm contemporaneously. The lower bounds can be computed in any iteration of the algorithm by using … Read more
Consolidation carriers transport shipments that are small relative to trailer capacity. To be cost-effective, the carrier must consolidate shipments, which requires coordinating their paths in both space and time, i.e., the carrier must solve a Service Network Design problem. Most service network design models rely on discretization of time, i.e., instead of determining the exact … Read more
Split cuts form a well-known class of valid inequalities for mixed-integer programming problems. Cook, Kannan and Schrijver (1990) showed that the split closure of a rational polyhedron $P$ is again a polyhedron. In this paper, we extend this result from a single rational polyhedron to the union of a finite number of rational polyhedra. We … Read more
We introduce a family of subadditive functions called Generator Functions for mixed integer linear programs. These functions were previously defined for pure integer programs with non-negative entries by Klabjan [13]. They are feasible in the subadditive dual and we show that they are enough to achieve strong duality. Several properties of the functions are shown. … Read more
In the surface mining industry, the Equipment Selection Problem involves choosing an appropriate fleet of trucks and loaders such that the long-term mine plan can be satisfied. An important characteristic for multi-location (multi-location and multi-dumpsite) mines is that the underlying problem is a multi-commodity flow problem. The problem is therefore at least as difficult as … Read more
In this note we announce the availability of an electronic compendium of extreme functions for Gomory–Johnson’s infinite group problem. These functions serve as the strongest cut-generating functions for integer linear optimization problems. We also close several gaps in the literature. Article Download View An electronic compendium of extreme functions for the Gomory–Johnson infinite group problem
This is a survey on the infinite group problem, an infinite-dimensional relaxation of integer linear optimization problems introduced by Ralph Gomory and Ellis Johnson in their groundbreaking papers titled “Some continuous functions related to corner polyhedra I, II” [Math. Programming 3 (1972), 23-85, 359-389]. The survey presents the infinite group problem in the modern context … Read more