Boosting the Feasibility Pump

The Feasibility Pump (FP) has proved to be an effective method for finding feasible solutions to mixed integer programming problems. FP iterates between a rounding procedure and a projection procedure, which together provide a sequence of points alternating between LP feasible but fractional solutions, and integer but LP relaxed infeasible solutions. The process attempts to … Read more

Optimal Response to Epidemics and Cyber Attacks in Networks

This paper introduces novel formulations for optimally responding to epidemics and cyber attacks in networks. In our models, at a given time period, network nodes (e.g., users or computing resources) are associated with probabilities of being infected, and each network edge is associated with some probability of propagating the infection. A decision maker would like … Read more

Using Symmetry to Optimize Over the Sherali-Adams Relaxation

In this paper we examine the impact of using the Sherali-Adams procedure on highly symmetric integer programming problems. Linear relaxations of the extended formulations generated by Sherali-Adams can be very large, containing on the order of n choose d many variables for the level-d closure. When large amounts of symmetry are present in the problem … Read more

The Asymmetric Quadratic Traveling Salesman Problem

The quadratic traveling salesman problem asks for a tour of minimal costs where the costs are associated with each two arcs that are traversed in succession. This structure arises, e. g., if the succession of two arcs represents the costs of loading processes in transport networks or a switch between different technologies in communication networks. … Read more

A Security Framework for Smart Metering with Multiple Data Consumers

The increasing diffusion of Automatic Meter Reading (AMR) has raised many concerns about the protection of personal data related to energy, water or gas consumption, from which details about the habits of the users can be inferred. On the other hand, aggregated measurements about consumption are crucial for several goals, including resource provisioning, forecasting, and … Read more

Improved Column Generation for Highly Degenerate Master Problems

Column generation for solving linear programs with a huge number of variables alternates between solving a master problem and a pricing subproblem to add variables to the master problem as needed. The method is known to suffer from degeneracy of the master problem, exposing what is called the tailing-off effect. Inspired by recent advances in … Read more

n-step Conic Mixed Integer Rounding Inequalities

We introduce the n-step conic MIR inequalities for the so-called polyhedral second-order conic (PSOC) mixed integer sets. PSOC sets arise in the polyhedral reformulation of the second-order conic mixed integer programs. Moreover, they are an equivalent representation for any mixed integer set defined by two linear constraints. The simple conic MIR inequalities of Atamtürk and … Read more

On t-branch split cuts for mixed-integer programs

In this paper we study the t-branch split cuts introduced by Li and Richard (2008). They presented a family of mixed-integer programs with n integer variables and a single continuous variable and conjectured that the convex hull of integer solutions for any n has unbounded rank with respect to (n-1)-branch split cuts. It was shown … Read more

The Triangle Closure is a Polyhedron

Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, … Read more

Optimal Toll Design: A Lower Bound Framework for the Asymmetric Traveling Salesman Problem

We propose a framework of lower bounds for the asymmetric traveling salesman problem (TSP) based on approximating the dynamic programming formulation with diff erent basis vector sets. We discuss how several well-known TSP lower bounds correspond to intuitive basis vector choices and give an economic interpretation wherein the salesman must pay tolls as he travels between … Read more