Solving mixed integer nonlinear programming problems for mine production planning with stockpiling

The open-pit mine production scheduling problem has received a great deal of attention in recent years, both in the academic literature, and in the mining industry. Optimization approaches to strategic planning for mine exploitation have become the industry standard. However most of these approaches focus on extraction sequencing, and don’t consider the material flow after … Read more

Using the primal-dual interior point algorithm within the branch-price-and-cut method

Branch-price-and-cut has proven to be a powerful method for solving integer programming problems. It combines decomposition techniques with the generation of both columns and valid inequalities and relies on strong bounds to guide the search in the branch-and-bound tree. In this paper, we present how to improve the performance of a branch-price-and-cut method by using … Read more

Modified Orbital Branching with Applications to Orbitopes and to Unit Commitment

The past decade has seen advances in general methods for symmetry breaking in mixed-integer linear programming. These methods are advantageous for general problems with general symmetry groups. Some important classes of MILP problems, such as bin packing and graph coloring, contain highly structured symmetry groups. This observation has motivated the development of problem-specific techniques. In … Read more

Optimizing Placement of Stationary Monitors

We examine the problem of placing stationary monitors in a continuous space, with the goal of minimizing an adversary’s maximum probability of traversing an origin-destination route without being detected. The problem arises, for instance, in defending against the transport of illicit material through some area of interest. In particular, we consider the deployment of monitors … Read more

Quadratic combinatorial optimization using separable underestimators

Binary programs with a quadratic objective function are NP-hard in general, even if the linear optimization problem over the same feasible set is tractable. In this paper, we address such problems by computing quadratic global underestimators of the objective function that are separable but not necessarily convex. Exploiting the binary constraint on the variables, a … Read more

Maximizing expected utility over a knapsack constraint

The expected utility knapsack problem is to pick a set of items whose values are described by random variables so as to maximize the expected utility of the total value of the items picked while satisfying a constraint on the total weight of items picked. We consider the following solution approach for this problem: (i) … Read more

On two relaxations of quadratically-constrained cardinality minimization

This paper considers a quadratically-constrained cardinality minimization problem with applications to digital filter design, subset selection for linear regression, and portfolio selection. Two relaxations are investigated: the continuous relaxation of a mixed integer formulation, and an optimized diagonal relaxation that exploits a simple special case of the problem. For the continuous relaxation, an absolute upper … Read more

Chance-constrained binary packing problems

We consider a class of packing problems with uncertain data, which we refer to as the chance-constrained binary packing problem. In this problem, a subset of items is selected that maximizes the total profit so that a generic packing constraint is satisfied with high probability. Interesting special cases of our problem include chance-constrained knapsack and … Read more

On Defining Design Patterns to Generalize and Leverage Automated Constraint Solving

This position paper reflects on the generalization of adaptive methods for Constraint Programming (CP) solving mechanisms, and suggests the use of application-oriented descriptions as a means to broaden CP adoption in the industry. We regard as an adaptive method any procedure that modifies the behavior of the solving process according to previous experience gathered from … Read more