Margin Optimal Classification Trees
Article Download View Margin Optimal Classification Trees
Integer Programming
An Exact Method for Nonlinear Network Flow Interdiction Problems
We study network flow interdiction problems with nonlinear and nonconvex flow models. The resulting model is a max-min bilevel optimization problem in which the follower’s problem is nonlinear and nonconvex. In this game, the leader attacks a limited number of arcs with the goal to maximize the load shed and the follower aims at minimizing … Read more
A Combinatorial Flow-based Formulation for Temporal Bin Packing Problems
We consider two neighboring generalizations of the classical bin packing problem: the temporal bin packing problem (TBPP) and the temporal bin packing problem with fire-ups (TBPP-FU). In both cases, the task is to arrange a set of given jobs, characterized by a resource consumption and an activity window, on homogeneous servers of limited capacity. To … Read more
Vehicle Routing with Heterogeneous Time Windows
We consider a novel variant of the heterogeneous vehicle routing problem (VRP) in which each customer has different availability time windows for every vehicle. In particular, this covers our motivating application of planning daily delivery tours for a single vehicle, where customers can be available at different times each day. The existing literature on heterogeneous … Read more
Evaluating Mixed-Integer Programming Models over Multiple Right-hand Sides
A critical measure of model quality for a mixed-integer program (MIP) is the difference, or gap, between its optimal objective value and that of its linear programming relaxation. In some cases, the right-hand side is not known exactly; however, there is no consensus metric for evaluating a MIP model when considering multiple right-hand sides. In … Read more
Dual Bounds from Decision Diagram-Based Route Relaxations: An Application to Truck-Drone Routing
For vehicle routing problems, strong dual bounds on the optimal value are needed to develop scalable exact algorithms, as well as to evaluate the performance of heuristics. In this work, we propose an iterative algorithm to compute dual bounds motivated by connections between decision diagrams (DDs) and dynamic programming (DP) models used for pricing in … Read more
A binary linear programming approach for supporting administrative territorial consolidation
The objective of this paper is to develop a scalable binary linear programming model for finding the optimal aggregation of communes into spatially contiguous administrative territorial units (ATUs) constrained on certain balancing criteria. The requirement for the ATUs to be contiguous represents the main computational bottleneck and, therefore, it prevents one from using such models … Read more
The complexity of branch-and-price algorithms for the capacitated vehicle routing problem with stochastic demands
The capacitated vehicle routing problem with stochastic demands (CVRPSD) is a variant of the deterministic capacitated vehicle routing problem where customer demands are random variables. While the most successful formulations for several deterministic vehicle-routing problem variants are based on a set-partitioning formulation, adapting such formulations for the CVRPSD under mild assumptions on the demands remains … Read more
On the strength of recursive McCormick relaxations for binary polynomial optimization
Recursive McCormick relaxations have been among the most popular convexification techniques for binary polynomial optimization problems. It is well-understood that both the quality and the size of these relaxations depend on the recursive sequence and finding an optimal recursive sequence amounts to solving a difficult combinatorial optimization problem. In this paper, we prove that any … Read more
On polynomial time solvability of combinatorial Markov random fields
The problem of inferring Markov random fields (MRFs) with a sparsity or robustness prior can be naturally modeled as a mixed-integer program. This motivates us to study a general class of convex submodular optimization problems with indicator variables, which we show to be polynomially solvable in this paper. The key insight is that, possibly after … Read more