In this paper, we propose a chance-constrained mathematical program for fixed broadband wireless networks under unreliable channel conditions. The model is reformulated as integer linear program and valid inequalities are derived for the corresponding polytope. Computational results show that by an exact separation approach the optimality gap is closed by 42 % on average. ArticleDownload … Read more
Hierarchies of semidefinite programs have been used to approximate or even solve polynomial programs. This approach rapidly becomes computationally expensive and is often tractable only for problems of small size. In this paper, we propose a dynamic inequality generation scheme to generate valid polynomial inequalities for general polynomial programs. When used iteratively, this scheme improves … Read more
In this paper, we study 0-1 mixed-integer bilinear covering sets. We derive several families of facet-defining inequalities via sequence-independent lifting techniques. We then show that these sets have polyhedral structures that are similar to those of certain fixed-charge single-node flow sets. As a result, we obtain new facet-defining inequalities for these sets that generalize well-known … Read more
In this paper, we investigate the recoverable robust knapsack problem, where the uncertainty of the item weights follows the approach of Bertsimas and Sim (2003,2004). In contrast to the robust approach, a limited recovery action is allowed, i.e., upto k items may be removed when the actual weights are known. This problem is motivated by … Read more
Admission control problems have been studied extensively in the past. In a typical setting, resources like bandwidth have to be distributed to the different customers according to their demands maximizing the profit of the company. Yet, in real-world applications those demands are deviating and in order to satisfy their service requirements often a robust approach … Read more
We describe a procedure to reduce variable bounds in Mixed Integer Nonlinear Programming (MINLP) as well as Mixed Integer Linear Programming (MILP) problems. The procedure works by combining pairs of inequalities of a linear programming (LP) relaxation of the problem. This bound reduction technique extends the implied bounds procedure used in MINLP and MILP and … Read more
Mathematical modelling languages such as AMPL, GAMS, and Xpress-MP enable mathematical models such as mixed-integer linear programmes (MILPs) to be expressed clearly for solution in solvers such as CPLEX, MINOS and Gurobi. However some models are sufficiently difficult that they cannot be solved using “out-of-the-box” solvers, and customisation of the solver framework to exploit model-specific … Read more
Quadratic Convex Reformulation (QCR) is a technique that was originally proposed for quadratic 0-1 programs, and then extended to various other problems. It is used to convert non-convex instances into convex ones, in such a way that the bound obtained by solving the continuous relaxation of the reformulated instance is as strong as possible. In … Read more
Given an undirected graph and a positive integer k, the maximum k-colorable subgraph problem consists of selecting a k-colorable induced subgraph of maximum cardinality. The natural integer programming formulation for this problem exhibits two kinds of symmetry: arbitrarily permuting the color classes and/or applying a non-trivial graph automorphism gives equivalent solutions. It is well known … Read more
This paper is concerned with the improved constraints handling in mixed-integer optimization problems. The novel element is the reduction of the number of binary variables used for expressing the complement of a convex (polytopic) region. As a generalization, the problem of representing the complement of a possibly non-connected union of such convex sets is detailed. … Read more