Mixed-Integer optimization represents a powerful tool for modeling many optimization problems arising from real-world applications. The Feasibility pump is a heuristic for finding feasible solutions to mixed integer linear problems. In this work, we propose a new feasibility pump approach using concave non-differentiable penalty functions for measuring solution integrality. We present computational results on binary … Read more
We show that every facet-defining inequality of the convex hull of a mixed-integer polyhedral set with two integer variables is a crooked cross cut (which we defined recently in another paper). We then extend this observation to show that crooked cross cuts give the convex hull of mixed-integer sets with more integer variables provided that … Read more
We provide a probabilistic comparison of split and type 1 triangle cuts for mixed-integer programs with two rows and two integer variables. Under a simple probabilistic model of the problem parameters, we show that a simple split cut, i.e. a Gomory cut, is more likely to be better than a type 1 triangle cut in … Read more
The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearization are tight, but hardly exploited within a reasonable computing time because of their size. On the other hand, Kaufman and Broeckx formulation [1] is … Read more
We are interested in structures and efficient methods for mixed-integer nonlinear programs (MINLP) that arise from a first discretize, then optimize approach to time-dependent mixed-integer optimal control problems (MIOCPs). In this study we focus on combinatorial constraints, in particular on restrictions on the number of switches on a fixed time grid. We propose a novel … Read more
We consider a complex planning problem in integrated steel production. A sequence of coils of sheet metal needs to be color coated in consecutive stages. Di erent coil geometries and changes of coatings may necessitate time-consuming setup work. In most coating stages one can choose between two parallel color tanks in order to reduce setup times. … Read more
We report on experiments with turning the branch-cut-and-price framework SCIP into a generic branch-cut-and-price solver. That is, given a mixed integer program (MIP), our code performs a Dantzig-Wolfe decomposition according to the user’s specification, and solves the resulting re-formulation via branch-and-price. We take care of the column generation subproblems which are solved as MIPs themselves, … Read more
Resource leveling is a variant of resource-constrained project scheduling in which a non-regular objective function, the resource availability cost, is to be minimized. We present a branch-and-price approach together with a new heuristic to solve the more general turnaround scheduling problem. Besides precedence and resource constraints, also availability periods and multiple modes per job have … Read more
In many telecommunication networks a given set of client nodes must be served by different sets of facilities, providing different services and having different capabilities, which must be located and dimensioned in the design phase. Network topology must be designed as well, by assigning clients to facilities and facilities to higher level entities, when necessary. … Read more
We describe Pyomo, an open source tool for modeling optimization applications in Python. Pyomo can be used to de fine symbolic problems, create concrete problem instances, and solve these instances with standard solvers. Pyomo provides a capability that is commonly associated with algebraic modeling languages such as AMPL, AIMMS, and GAMS, but Pyomo’s modeling objects are … Read more