The number partitioning problem (NPP) is to divide n numbers a_1,…,a_n into two disjoint subsets such that the difference between the two subset sums – the discrepancy, D, is minimized. In the balanced version of NPP (BalNPP), the subsets must have the same cardinality. With $a_j$s chosen uniformly from $[1,R]$, R > 2^n gives the … Read more
The rectangular assignment problem is a generalization of the linear assignment problem (LAP): one wants to assign a number of persons to a smaller number of jobs, minimizing the total corresponding costs. Applications are, e.g., in the fields of object recognition and scheduling. Further, we show how it can be used to solve variants of … Read more
This paper studies location routing and scheduling problems, a class of problems in which the decisions of facility location, vehicle routing, and route assignment are optimized simultaneously. For a version with capacity and time restrictions, two formulations are presented, one graph-based and one set-partitioning-based. For the set-partitioning-based formulation, valid inequalities are identified and their effectiveness … Read more
We discuss two formulations of the Pattern Minimization Problem: (1) introduced by Vanderbeck, and (2) obtained adding setup variables to the cutting stock formulation by Gilmore-Gomory. Let $z_i^{LP}(u)$ be the bound given by the linear relaxation of ($i$) under a given vector $u = (u_k)$ of parameters. We show that $z_2^{LP}(u}) \ge z_1^{LP}(u)$ and provide … Read more
We study the modeling of non-convex piecewise linear functions as Mixed Integer Programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise linear functions with special attention paid to multivariate non-separable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study … Read more
This paper addresses derivative-free optimization problems where the variables lie implicitly in an unknown discrete closed set. The evaluation of the objective function follows a projection onto the discrete set, which is assumed dense rather than sparse. Such a mathematical setting is a rough representation of what is common in many real-life applications where, despite … Read more
In this paper, we develop a convexification tool that enables the construction of convex hulls for orthogonal disjunctive sets using convex extensions and disjunctive programming techniques. A distinguishing feature of our technique is that, unlike most applications of disjunctive programming, it does not require the introduction of new variables in the relaxation. We develop and … Read more
We apply the level-3 Reformulation Linearization Technique (RLT3) to the Quadratic Assignment Problem (QAP). We then present our experience in calculating lower bounds using an essentially new algorithm, based on this RLT3 formulation. This algorithm is not guaranteed to calculate the RLT3 lower bound exactly, but approximates it very closely and reaches it in some … Read more
In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the restricted lattice-free set. It … Read more
We study the mixing inequalities which were introduced by Gunluk and Pochet (2001). We show that a mixing inequality which mixes n MIR inequalities has MIR rank at most n if it is a type I mixing inequality and at most n-1 if it is a type II mixing inequality. We also show that these … Read more