Complexity of optimizing over the integers

In the first part of this paper, we present a unified framework for analyzing the algorithmic complexity of any optimization problem, whether it be continuous or discrete in nature. This helps to formalize notions like “input”, “size” and “complexity” in the context of general mathematical optimization, avoiding context dependent definitions which is one of the … Read more

Feasible rounding approaches and diving strategies in branch-and-bound methods for mixed-integer optimization

In this paper, we study the behavior of feasible rounding approaches for mixed-integer linear and nonlinear optimization problems (MILP and MINLP, respectively) when integrated into tree search of branch-and-bound. Our research addresses two important aspects. First, we develop insights into how an (enlarged) inner parallel set, which is the main component for feasible rounding approaches, … Read more

An Improved Penalty Algorithm using Model Order Reduction for MIPDECO problems with partial observations

This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partial observations are assumed in the objective function. The resulting problem poses several numerical challenges due to the mixture of combinatorial aspects, induced by integer variables, and large scale linear algebra … Read more

On Polytopes with Linear Rank with respect to Generalizations of the Split Closure

In this paper we study the rank of polytopes contained in the 0-1 cube with respect to $t$-branch split cuts and $t$-dimensional lattice cuts for a fixed positive integer $t$. These inequalities are the same as split cuts when $t=1$ and generalize split cuts when $t > 1$. For polytopes contained in the $n$-dimensional 0-1 … Read more

Incorporating Holding Costs in Continuous-TimeService Network Design: New Model, Relaxation, and Exact Algorithm

The continuous-time service network design problem (CTSNDP) occurs widely in practice. It aims to minimize the total operational cost by optimizing the schedules of transportation services and the routes of shipments for dispatching, which can occur at any time point along a continuous planning horizon. In order to be cost effective, shipments often wait to … Read more

Presolving for Mixed-Integer Semidefinite Optimization

This paper provides a discussion and evaluation of presolving methods for mixed-integer semidefinite programs. We generalize methods from the mixed-integer linear case and introduce new methods that depend on the semidefinite condition. The considered methods include adding linear constraints, bounds relying on 2 × 2 minors of the semidefinite constraints, bound tightening based on solving … Read more

Interval Scheduling with Economies of Scale

Motivated by applications in cloud computing, we study interval scheduling problems exhibiting economies of scale. An instance is given by a set of jobs, each with start time, end time, and a function representing the cost of scheduling a subset of jobs on the same machine. Specifically, we focus on the max-weight function and non-negative, … Read more

Applications of stochastic mixed-integer second-order cone optimization

Second-order cone programming problems are a tractable subclass of convex optimization problems and there are known polynomial algorithms for solving them. Stochastic second-order cone programming problems have also been studied in the past decade and efficient algorithms for solving them exist. A new class of interest to optimization community and practitioners is the mixed-integer version … Read more

EETTlib – Energy-Efficient Train Timetabling Library

We introduce EETTlib, an instance library for the Energy-Efficient Train Timetabling problem. The task in this problem is to adjust a given timetable draft such that several key indicators relating to the energy consumption of the resulting railway traffic are minimized. These include peak power consumption, total energy consumption, loss in recuperation energy, fluctuation in … Read more

The multiphase course timetabling problem

This paper introduces the multiphase course timetabling problem and presents mathematical formulations and effective solution algorithms to solve it in a real case study. Consider a pool of lessons and a number of students who are required to take a subset of these lessons to graduate. Each lesson consists of a predetermined and consecutive sequence … Read more