Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes

In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to … Read more

A Branch-and-Price Algorithm for the Vehicle Routing Problem with Roaming Delivery Locations

We study the vehicle routing problem with roaming delivery locations in which the goal is to find a least-cost set of delivery routes for a fleet of capacitated vehicles and in which a customer order has to be delivered to the trunk of the customer’s car during the time that the car is parked at … Read more

Vehicle Routing Problems with Time Windows and Convex Node Costs

We consider a variant of the vehicle routing problems with time windows, where the objective includes the inconvenience cost modeled by a convex function on each node. We formulate this mixed integer convex program using a novel set partitioning formulation, by considering all combinations of routes and block structures over the routes. We apply a … Read more

Elementary polytopes with high lift-and-project ranks for strong positive semidefinite operators

We consider operators acting on convex subsets of the unit hypercube. These operators are used in constructing convex relaxations of combinatorial optimization problems presented as a 0,1 integer programming problem or a 0,1 polynomial optimization problem. Our focus is mostly on operators that, when expressed as a lift-and-project operator, involve the use of semidefiniteness constraints … Read more

Decomposition of loosely coupled integer programs: A multiobjective perspective

We consider integer programming (IP) problems consisting of (possibly a large number of) subsystems and a small number of coupling constraints that link variables from different subsystems. Such problems are called loosely coupled or nearly decomposable. Motivated by recent developments in multiobjective programming (MOP), we develop a MOP-based decomposition algorithm to solve loosely coupled IPs. … Read more

Improved Handling of Uncertainty and Robustness in Set Covering Problems

This paper studies the emergency service facility location problem in an uncertain environment. The main focus is the integration of uncertainty regarding the covered area due to uncertain traveling times. Previous approaches only consider either probabilistic or fuzzy optimization to cope with uncertainty. However, in many real-world problems the required statistical parameters are not precisely … Read more

Extended Formulations and Branch-and-Cut Algorithms for the Black-and-White Traveling Salesman Problem

In this paper we study integer linear programming models and develop branch-and-cut algorithms to solve the Black-and-White Traveling Salesman Problem (BWTSP) (Bourgeois et al., 2003) which is a variant of the well known Traveling Salesman Problem (TSP). Two strategies to model the BWTSP have been used in the literature. The problem is either modeled on … Read more

A Benders decomposition based framework for solving cable trench problems

In this work, we present an algorithmic framework based on Benders decomposition for the Capacitated p-Cable Trench Problem with Covering. We show that our approach can be applied to most variants of the Cable Trench Problem (CTP) that have been considered in the literature. The proposed algorithm is augmented with a stabilization procedure to accelerate … Read more

Improving Benders decomposition via a non-linear cut selection procedure

A non-linear lifting procedure is proposed to generate high density Benders cuts. The new denser cuts cover more master problem variables than traditional Benders cuts, shortening the required number of iterations to reach optimality, and speeding up the Benders decomposition algorithm. To lessen the intricacy stemmed from the non-linearity, a simple outer approximation lineariza- tion … Read more

On the polyhedrality of closures of multi-branch split sets and other polyhedra with bounded max-facet-width

For a fixed integer $t > 0$, we say that a $t$-branch split set (the union of $t$ split sets) is dominated by another one on a polyhedron $P$ if all cuts for $P$ obtained from the first $t$-branch split set are implied by cuts obtained from the second one. We prove that given a … Read more