In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily de ne an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular version of the algorithm that solves mixed integer problems. CitationDIS Technical Report n. 17, 2010.ArticleDownload … Read more
In this paper, we study deterministic dynamic lot-sizing problems with service level constraints on the total number of periods in which backorders can occur over the finite planning horizon. We give a natural mixed integer programming formulation for the single item problem (LS-SL-I) and study the structure of its solution. We show that an optimal … Read more
Given a bipartite graph G = (S , T , E ), we consider the problem of finding k bipartite subgraphs, called clusters, such that each vertex i of S appears in exactly one of them, every vertex j of T appears in each cluster in which at least one of its neighbors appears, and … Read more
We consider the problem of minimizing a continuously differentiable function of several variables subject to simple bound constraints where some of the variables are restricted to take integer values. We assume that the first order derivatives of the objective function can be neither calculated nor approximated explicitly. This class of mixed integer nonlinear optimization problems … Read more
Given an undirected node-weighted graph and a positive integer k, the maximum k-colorable subgraph probem is to select a k-colorable induced subgraph of largest weight. The natural integer programming formulation for this problem exhibits a high degree of symmetry which arises by permuting the color classes. It is well known that such symmetry has negative … Read more
Dantzig-Wolfe decomposition is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs) in practice. However, the method is not part of any state-of-the-art MIP solver: it needs tailoring to the particular problem; the typical bordered block-diagonal matrix structure determines the decomposition; the resulting column generation subproblems need to be solved efficiently; … Read more
The presence of symmetry is common in certain types of scheduling problems. Symmetry can occur when one is scheduling a collection of jobs on multiple identical machines, or if one is determining production schedules for identical machines. General symmetry-breaking methods can be strengthened by taking advantage of the special structure of the symmetry group in … Read more
This paper investigates the role of dual information on the performances of heuristics designed for solving the set covering problem. After solving the linear programming relaxation of the problem, the dual information is used to obtain the two main approaches proposed here: (i) The size of the original problem is reduced and then the resulting … Read more
We show that half-integral polytopes obtained as the convex hull of a random set of half-integral points of the 0/1 cube have rank as high as Ω(logn/loglogn) with positive probability — even if the size of the set relative to the total number of half-integral points of the cube tends to 0. The high rank … Read more
We describe a computationally effective method for generating disjunctive inequalities for convex mixed-integer nonlinear programs (MINLPs). The method relies on solving a sequence of cut-generating linear programs, and in the limit will generate an inequality as strong as can be produced by the cut-generating nonlinear program suggested by Stubbs and Mehrotra. Using this procedure, we … Read more