Integer Programming Methods for Solving Binary Interdiction Games

This paper studies a general class of interdiction problems in which the solution space of both the leader and follower are characterized by two discrete sets denoted the leader’s strategy set and the follower’s structure set. In this setting, the interaction between any strategy-structure pair is assumed to be binary, in the sense that the … Read more

SOS-SDP: an Exact Solver for Minimum Sum-of-Squares Clustering

The minimum sum-of-squares clustering problem (MSSC) consists in partitioning n observations into k clusters in order to minimize the sum of squared distances from the points to the centroid of their cluster. In this paper, we propose an exact algorithm for the MSSC problem based on the branch-and-bound technique. The lower bound is computed by … Read more

Political districting to minimize cut edges

When constructing political districting plans, prominent criteria include population balance, contiguity, and compactness. The compactness of a districting plan, which is often judged by the “eyeball test,” has been quantified in many ways, e.g., Length-Width, Polsby-Popper, and Moment-of-Inertia. This paper considers the number of cut edges, which has recently gained traction in the redistricting literature … Read more

Price Optimization with Practical Constraints

In this paper, we study a retailer price optimization problem which includes the practical constraints: maximum number of price changes and minimum amount of price change (if a change is recommended). We provide a closed-form formula for the Euclidean projection onto the feasible set defined by these two constraints, based on which a simple gradient … Read more

Boole-Bonferroni Inequalities to Approximately Determine Optimal Arrangements

We consider the problem of laying out several objects in an equal number of pre-defined positions. Objects are allowed finitely many orientations, can overlap each other, and must be arranged contiguously. We are particularly interested in the case when the evaluation of the dimensions of the objects requires computational or physical effort. We develop a … Read more

On Convex Lower-Level Black-Box Constraints in Bilevel Optimization with an Application to Gas Market Models with Chance Constraints

Bilevel optimization is an increasingly important tool to model hierarchical decision making. However, the ability of modeling such settings makes bilevel problems hard to solve in theory and practice. In this paper, we add on the general difficulty of this class of problems by further incorporating convex black-box constraints in the lower level. For this … Read more

Mathematical model and solution approaches for integrated lot-sizing, scheduling and cutting stock problems

In this paper, we address a two-stage integrated lot-sizing, scheduling and cutting stock problem with sequence-dependent setup times and setup costs. In production stage one, a cutting machine is used to cut large objects into smaller pieces, in which cutting patterns are generated and used to cut the pieces, and should be sequenced in order … Read more

The Integrated Lot Sizing and Cutting Stock Problem in an Automotive Spring Factory

In this paper, a manufacturer of automotive springs is studied in order to reduce inventory costs and losses in the steel bar cutting process. For that, a mathematical model is proposed, focused on the short term decisions of the company, and considering parallel machines and operational constraints, besides the demand, inventory costs and limits for … Read more

One-dimensional multi-period cutting stock problems in the concrete industry

This research looks at the production planning of hollow-core slabs integrated to the optimization problem of the use of molds. Considering the production process of these structures, two mathematical models are proposed for the arising problem, which consists of a one-dimensional multi-period cutting stock problem with innovative aspects regarding the multiple manufacturing modes that can … Read more

Exact algorithms for the 0-1 Time-bomb Knapsack Problem

We consider a stochastic version of the 0–1 Knapsack Problem in which, in addition to profit and weight, each item is associated with a probability of exploding and destroying all the contents of the knapsack. The objective is to maximize the expected profit of the selected items. The resulting problem, denoted as 0–1 Time-Bomb Knapsack … Read more