On the Value of Multistage Risk-Averse Stochastic Facility Location With or Without Prioritization

We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to dynamically locate facilities in each period and compare it with a two-stage approach that determines the facility locations up front. In the … Read more

Multilinear Sets with Two Monomials and Cardinality Constraints

Binary polynomial optimization is equivalent to the problem of minimizing a linear function over the intersection of the multilinear set with a polyhedron. Many families of valid inequalities for the multilinear set are available in the literature, though giving a polyhedral characterization of the convex hull is not tractable in general as binary polynomial optimization … Read more

Variable and constraint reduction techniques for the temporal bin packing problem with fire-ups

The aim of this letter is to design and computationally test several improvements for the compact integer linear programming (ILP) formulations of the temporal bin packing problem with fire-ups (TBPP-FU). This problem is a challenging generalization of the classical bin packing problem in which the items, interpreted as jobs of given weight, are active only … Read more

Total Coloring and Total Matching: Polyhedra and Facets

A total coloring of a graph G = (V, E) is an assignment of colors to vertices and edges such that neither two adjacent vertices nor two incident edges get the same color, and, for each edge, the end-points and the edge itself receive different colors. Any valid total coloring induces a partition of the … Read more

A Benders-type Approach for Robust Optimization of Kidney Exchanges under Full Recourse

The goal of kidney exchange programs is to match recipients with a willing but incompatible donor with another compatible donor, so as to maximize total (weighted) transplants. There is significant uncertainty in this process, as planned transplants may be cancelled for a variety of reasons. Planning exchanges while considering failures, and options for recourse, is … Read more

Retail Store Layout Optimization for Maximum Product Visibility

It is well-established that increased product visibility to shoppers leads to higher sales for retailers. In this study, we propose an optimization methodology which assigns product categories and subcategories to store locations and sublocations to maximize the overall visibility of products to shoppers. The methodology is hierarchically developed to meet strategic and tactical layout planning … Read more

The Stochastic Pseudo-Star Degree Centrality Problem

We introduce the stochastic pseudo-star degree centrality problem, which focuses on a novel probabilistic group-based centrality metric. The goal is to identify a feasible induced pseudo-star, which is defined as a collection of nodes forming a star network with a certain probability, such that it maximizes the sum of the individual probabilities of unique assignments … Read more

A new perspective on low-rank optimization

A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally tractable convex relaxations. We invoke the matrix perspective function — the matrix analog of the perspective function — and characterize explicitly … Read more

Beyond Symmetry: Best Submatrix Selection for the Sparse Truncated SVD

Truncated singular value decomposition (SVD), also known as the best low-rank matrix approximation, has been successfully applied to many domains such as biology, healthcare, and others, where high-dimensional datasets are prevalent. To enhance the interpretability of the truncated SVD, sparse SVD (SSVD) is introduced to select a few rows and columns of the original matrix … Read more

Total Coloring and Total Matching: Polyhedra and Facets

A total coloring of a graph G = (V, E) is an assignment of colors to vertices and edges such that neither two adjacent vertices nor two incident edges get the same color, and, for each edge, the end-points and the edge itself receive a different color. Any valid total coloring induces a partition of … Read more