Towards an accurate solution of wireless network design problems

The optimal design of wireless networks has been widely studied in the literature and many optimization models have been proposed over the years. However, most models directly include the signal-to-interference ratios representing service coverage conditions. This leads to mixed-integer linear programs with constraint matrices containing tiny coefficients that vary widely in their order of magnitude. … Read more

A Polyhedral Study on Chance Constrained Program with Random Right-Hand Side

The essential structure of the mixed–integer programming formulation for chance–constrained program (CCP) is the intersection of multiple mixing sets with a $0-1$ knapsack. To improve our computational capacity on CCP, an underlying substructure, the (single) mixing set with a $0-1$ knapsack, has received substantial attentions recently. In this study, we consider a CCP problem with … Read more

Resource-constrained scheduling with non-constant capacity and non-regular activities

This work is inspired by very challenging issues arising in space logistics. The problem of scheduling a number of activities, in a given time elapse, optimizing the resource exploitation is discussed. The available resources are not constant, as well as the request, relative to each job. The mathematical aspects are illustrated, providing a time-indexed MILP … Read more

A Modeling-based Approach for Non-standard Packing Problems

This chapter examines the problem of packing tetris-like items, orthogonally, with the possibility of rotations, into a convex domain, in the presence of additional conditions. An MILP (Mixed Integer Linear Programming) and an MINLP (Mixed Integer Nonlinear Programming) models, previously studied by the author, are surveyed. An efficient formulation of the objective function, aimed at … Read more

A Traffic Model for the International Space Station: An MIP Approach

The International Space Station poses very challenging issues from the logistic point of view. Its on-orbit stay is to be significantly extended in the near future and ever increasing experimental activity in microgravity is expected, giving rise to a renewed interest in the related optimization aspects. A permanent logistic support is necessary to guarantee its … Read more

Penalty Alternating Direction Methods for Mixed-Integer Optimization: A New View on Feasibility Pumps

Feasibility pumps are highly effective primal heuristics for mixed-integer linear and nonlinear optimization. However, despite their success in practice there are only few works considering their theoretical properties. We show that feasibility pumps can be seen as alternating direction methods applied to special reformulations of the original problem, inheriting the convergence theory of these methods. … Read more

Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming

We present a new primal-dual algorithm for computing the value of the Lagrangian dual of a stochastic mixed-integer program (SMIP) formed by relaxing its nonanticipativity constraints. The algorithm relies on the well-known progressive hedging method, but unlike previous progressive hedging approaches for SMIP, our algorithm can be shown to converge to the optimal Lagrangian dual … Read more

A Polyhedral Study of the Static Probabilistic Lot-Sizing Problem

We study the polyhedral structure of the static probabilistic lot-sizing (SPLS) problem and propose facets that subsume existing inequalities for this problem. In addition, the proposed inequalities give the convex hull description of a related stochastic lot-sizing problem. We propose a new compact formulation that exploits the simple recourse structure, which can be applied to … Read more

The Quadratic Shortest Path Problem: Complexity, Approximability, and Solution Methods

We consider the problem of finding a shortest path in a directed graph with a quadratic objective function (the QSPP). We show that the QSPP cannot be approximated unless P=NP. For the case of a convex objective function, an n-approximation algorithm is presented, where n is the number of nodes in the graph, and APX-hardness … Read more

Strong mixed-integer formulations for the floor layout problem

The floor layout problem (FLP) tasks a designer with positioning a collection of rectangular boxes on a fixed floor in such a way that minimizes total communication costs between the components. While several mixed integer programming (MIP) formulations for this problem have been developed, it remains extremely challenging from a computational perspective. This work takes … Read more