Integer Programming

Convex Relaxations for Quadratic On/Off Constraints and Applications to Optimal Transmission Switching

  • Ksenia Bestuzheva
  • Carleton Coffrin
  • Hassan L. Hijazi
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Convex Optimization Tags , , , ,

    This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. We then introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent … Read more

    Facets for Node-Capacitated Multicut Polytopes from Path-Block Cycles with Two Common Nodes

  • Michael M. Sørensen
    • Categories Cutting Plane Approaches, Polyhedra

    A path-block cycle is a graph that consists of several cycles that all intersect in a common subset of nodes. The associated path-block-cycle inequalities are valid, and sometimes facet-defining, inequalities for polytopes in connection with graph partitioning problems and corresponding multicut problems. Special cases of the inequalities were introduced by De Souza & Laurent (1995) … Read more

    Best subset selection for eliminating multicollinearity

  • Ken Kobayashi
  • Tomomi Matsui
  • Ryuhei Miyashiro
  • Kazuhide Nakata
  • Yuichi Takano
  • Ryuta Tamura
    • Categories Applications - Science and Engineering, Global Optimization, Integer Programming Tags , , , , ,

    This paper proposes a method for eliminating multicollinearity from linear regression models. Specifically, we select the best subset of explanatory variables subject to the upper bound on the condition number of the correlation matrix of selected variables. We first develop a cutting plane algorithm that, to approximate the condition number constraint, iteratively appends valid inequalities … Read more

    On the Existence of Ideal Solutions in Multi-objective 0-1 Integer Programs

  • Natashia Boland
  • Hadi Charkhgard
  • Martin Savelsbergh
    • Categories 0-1 Programming, Multi-Criteria Optimization Tags , , ,

    We study conditions under which the objective functions of a multi-objective 0-1 integer linear program guarantee the existence of an ideal point, meaning the existence of a feasible solution that simultaneously minimizes all objectives. In addition, we study the complexity of recognizing whether a set of objective functions satisfies these conditions: we show that it … Read more

    Integer Programming Formulations for Minimum Deficiency Interval Coloring

  • Merve Bodur
  • James R. Luedtke
    • Categories Cutting Plane Approaches, Graphs and Matroids, Integer Programming

    A proper edge-coloring of a given undirected graph with natural numbers identified with colors is an interval (or consecutive) coloring if the colors of edges incident to each vertex form an interval of consecutive integers. Not all graphs admit such an edge-coloring and the problem of deciding whether a graph is interval colorable is NP-complete. … Read more

    Towards Simulation Based Mixed-Integer Optimization with Differential Equations

  • Martin Gugat
  • Günter Leugering
  • Martin Schmidt
  • Mathias Sirvent
  • David Wintergerst
  • Alexander Martin
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Systems governed by Differential Equations Optimization Tags , , , ,

    We propose a decomposition based method for solving mixed-integer nonlinear optimization problems with “black-box” nonlinearities, where the latter, e.g., may arise due to differential equations or expensive simulation runs. The method alternatingly solves a mixed-integer linear master problem and a separation problem for iteratively refining the mixed-integer linear relaxation of the nonlinearity. We prove that … Read more

    A computationally useful algebraic representation of nonlinear disjunctive convex sets using the perspective function

  • Kevin C Furman
  • Ignacio E. Grossmann
  • Nicolas Sawaya
    • Categories (Mixed) Integer Nonlinear Programming

    Nonlinear disjunctive convex sets arise naturally in the formulation or solution methods of many discrete–continuous optimization problems. Often, a tight algebraic representation of the disjunctive convex set is sought, with the tightest such representation involving the characterization of the convex hull of the disjunctive convex set. In the most general case, this can be explicitly … Read more

    Improved dynamic programming and approximation results for the knapsack problem with setups

  • Ulrich Pferschy
  • Rosario Scatamacchia
    • Categories 0-1 Programming, Approximation Algorithms, Combinatorial Optimization Tags , , ,

    We consider the 0-1 Knapsack Problem with Setups (KPS). Items are grouped into families and if any items of a family are packed, this induces a setup cost as well as a setup resource consumption. We introduce a new dynamic programming algorithm which performs much better than a previous dynamic program and turns out to … Read more

    Exact Approaches for the Knapsack Problem with Setups

  • Fabio Furini
  • Michele Monaci
  • Emiliano Traversi
    • Categories 0-1 Programming, Integer Programming Tags , , , ,

    We consider a generalization of the knapsack problem in which items are partitioned into classes, each characterized by a fixed cost and capacity. We study three alternative Integer Linear Programming formulations. For each formulation, we design an efficient algorithm to compute the linear programming relaxation (one of which is based on Column Generation techniques). We … Read more

    Complete Description of Matching Polytopes with One Linearized Quadratic Term for Bipartite Graphs

  • Matthias Walter
    • Categories (Mixed) Integer Nonlinear Programming, Polyhedra Tags

    We consider, for complete bipartite graphs, the convex hulls of characteristic vectors of matchings, extended by a binary number indicating whether the matching contains two specific edges. This polytope is associated to the quadratic matching problem with a single linearized quadratic term. We provide a complete irredundant inequality description, which settles a conjecture by Klein … Read more