Let S be a subset of integer points that satisfy the property that $conv(S) \cap Z^n = S$. Then a convex set K is called an S-free convex set if $int(K) \cap S = \emptyset$. A maximal S-free convex set is an S-free convex set that is not properly contained in any S-free convex set. … Read more
Citation IBM Research Report RC24999 Article Download View The Quadratic Graver Cone, Quadratic Integer Minimization, and Extensions
The Quadratic Assignment Problem (QAP) can be solved by linearization, where one formulates the QAP as a mixed integer linear programming (MILP) problem. On the one hand, most of these linearization are tight, but hardly exploited within a reasonable computing time because of their size. On the other hand, Kaufman and Broeckx formulation [1] is … Read more
The paper studies large scale mixed integer reformulation approach to stochastic programming problems containing probability and quantile functions, under assumption of discreteness of the probability distribution involved. Jointly with general sample approximation technique and contemporary mixed integer programming solvers the approach gives a regular framework to solution of practical probabilistic programming problems. In the literature … Read more
We propose a new look at the problem of truss topology optimization with integer or binary variables. We show that the problem can be equivalently formulated as an integer \emph{linear} semidefinite optimization problem. This makes its numerical solution much easier, compared to existing approaches. We demonstrate that one can use an off-the-shelf solver with default … Read more
We are interested in structures and efficient methods for mixed-integer nonlinear programs (MINLP) that arise from a first discretize, then optimize approach to time-dependent mixed-integer optimal control problems (MIOCPs). In this study we focus on combinatorial constraints, in particular on restrictions on the number of switches on a fixed time grid. We propose a novel … Read more
In this paper, we prove that the Chvatal-Gomory closure of a set obtained as an intersection of a strictly convex body and a rational polyhedron is a polyhedron. Thus, we generalize a result of Schrijver which shows that the Chvatal-Gomory closure of a rational polyhedron is a polyhedron. Article Download View The Chvatal-Gomory Closure of … Read more
We compute a complete linear description of the bipartite subgraph polytope, for up to seven nodes, and a conjectured complete description for eight nodes. We then show how these descriptions were used to compute the integrality ratio of various relaxations of the max-cut problem, again for up to eight nodes. Citation L. Galli & A.N. … Read more
Given a directed graph $G$ with non negative cost on the arcs, a directed tree cover of $G$ is a directed tree such that either head or tail (or both of them) of every arc in $G$ is touched by $T$. The minimum directed tree cover problem (DTCP) is to find a directed tree cover … Read more
The Single Row Facility Layout Problem (SRFLP) is the problem of arranging n departments with given lengths on a straight line so as to minimize the total weighted distance between all department pairs. We present a polyhedral study of the triplet formulation of the SRFLP introduced by Amaral [Discrete Applied Mathematics 157(1)(2009)183-190]. For any number … Read more