In this paper we present a restructuring of the computations in Lenstra’s methods for solving mixed integer linear programs. We show that the problem of finding a good branching hyperplane can be formulated on an adjoint lattice of the Kernel lattice of the equality constraints without requiring any dimension reduction. As a consequence the short … Read more
We consider the vehicle routing problem where one can choose among vehicles with different costs and capacities to serve the trips. We develop six different formulations: the first four based on Miller-Tucker-Zemlin constraints and the last two based on flows. We compare the linear programming bounds of these formulations. We derive valid inequalities and lift … Read more
Managing shelf space is critical for retailers to attract customers and to optimize profit. This paper develops a shelf space allocation optimization model that explicitly incorporates essential in-store costs and considers space- and cross-elasticities. The resultant model maximizes a signomial objective function over linear and bilinear constraints in mixed-integer variables. We propose a piecewise linearization … Read more
The Facility Location Model with Risk Pooling (LMRP) extends the uncapacitated fixed charge model to incorporate inventory decisions at the distribution centers (DCs). In this paper, we introduce a capacitated version of the LMRP that handles inventory management at the DCs such that the capacity limitations at the DCs are not exceeded. We consider a … Read more
In this paper we consider a particular class of nonlinear optimization problems involving both continuous and discrete variables. The distinguishing feature of this class of nonlinear mixed optimization problems is that the structure and the number of variables of the problem depend on the values of some discrete variables. In particular we define a general … Read more
We present two capacity choice scenarios for the socially optimal location of facilities with fixed servers, stochastic demand and congestion. Walk-in health clinics, motor vehicle inspection stations, automobile emissions testing stations, and internal service systems are motivating examples of such facilities. The choice of locations for such facilities influences not only distances for users traveling … Read more
We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs. CitationNumerical Analysis Report NA/200, Department of Mathematics, University … Read more
Many engineering optimization problems involve a special kind of discrete variable that {\em can} be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implications: The standard approach of solving problems with continuous … Read more
In the literature, thermal insulation systems with a fixed number of heat intercepts have been optimized with respect to intercept locations and temperatures. The number of intercepts and the types of insulators that surround them were chosen by parametric studies. This was because the optimization methods used could not treat such categorical variables. Discrete optimization … Read more
We develop a method for generating valid convex polynomial inequalities for mixed 0-1 convex programs. We also show how these inequalities can be generated in the linear case by defining cut generation problems using a projection cone. The basic results for quadratic inequalities are extended to generate convex polynomial inequalities. ArticleDownload View PDF