The Quadratic Knapsack Problem can be formulated, using an idea of Glover, as a mixed 0-1 linear program with only 2n variables. We present a simple method for strengthening that formulation, which gives good results when the profit matrix is dense and non-negative. Citation Working Paper, Department of Management Science, Lancaster University, May 2007. Article … Read more
In this paper, we introduce an operation that creates families of facet-defining inequalities for high-dimensional infinite group problems using facet-defining inequalities of lower-dimensional group problems. We call this family sequential-merge inequalities because they are produced by applying two group cuts one after the other and because the resultant inequality depends on the order of the … Read more
We consider two types of path selection problems defined on arc-capacitated networks. Given an arc-capacitated network and a set of selected ordered pairs of nodes (commodity) each of which has a demand quantity, the first problem is to select a subset of commodities and setup one path for each chosen commodity to maximize profit, while … Read more
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cutting plane method for stochastic mixed 0-1 programs that uses lift-and-project cuts based on the extensive form of the two-stage SMIP problem. An extension of the method based on where the data … Read more
In this paper we present a method for finding exact solutions of Max-Cut, the problem of finding a cut of maximum weight in a weighted graph. We use a Branch-and-Bound setting, that applies a dynamic version of the bundle method as bounding procedure. This approach uses Lagrangian duality to obtain a “nearly optimal” solution of … Read more
Linear programs with joint probabilistic constraints (PCLP) are difficult to solve because the feasible region is not convex. We consider a special case of PCLP in which only the right-hand side is random and this random vector has a finite distribution. We give a mixed-integer programming formulation for this special case and study the relaxation … Read more
The classical parameterised integer feasibility problem is as follows. Given a rational matrix $A \in \mathbb{Q}^{m \times n}$ and a rational polyhedron $Q \subseteq \mathbb{R}^m$, decide, whether there exists a point $b \in Q$ such that $A x \leq b$ is integer infeasible. Our main result is a polynomial algorithm to solve a slightly more … Read more
The Generalized Assignment Problem is a well-known NP-hard combinatorial optimization problem which consists of minimizing the assignment costs a set of jobs to a set of machines satisfying capacity constraints. Most of the existing algorithms are based on Branch-and-Price, with lower bounds computed by Dantzig-Wolfe reformulation and column generation. In this paper we propose a … Read more
In this study we consider a multiobjective integer linear stochastic programming problem with individual chance constraints. We assume that there is randomness in the right-hand sides of the constraints only and that the random variables are normally distributed. Some stability notions for such problem are characterized. An auxiliary problem is discussed and an algorithm as … Read more
The United States Postal Service (USPS) delivers more than 200 billion items per year. Transporting these items in a timely and cost-efficient way is a key issue if USPS is to meet its service and financial goals. The Highway Corridor Analytic Program (HCAP) is a tool that aids transportation analysts in identifying cost saving opportunities … Read more