Integer Programming

An exact price-cut-and-enumerate method for the capacitated multi-trip vehicle routing problem with time windows

  • Yu Yang
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Transportation Tags , , ,

    We consider the capacitated multi-trip vehicle routing problem with time windows (CMTVRPTW), where vehicles are allowed to make multiple trips. The ability to perform multiple trips is necessary for some real-world applications where the vehicle capacity, the trip duration, or the number of drivers or vehicles is limited. However, it substantially increases the solution difficulty … Read more

    On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment

  • Hosseinali Salemi
  • Danial Davarnia
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , , ,

    Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question on which … Read more

    Determining the optimal piecewise constant approximation for the Nonhomogeneous Poisson Process rate of Emergency Department patient arrivals

  • Alberto De Santis
  • Tommaso Giovannelli
  • Stefano Lucidi
  • Mauro Messedaglia
  • Massimo Roma
    • Categories Applications - OR and Management Sciences, Integer Programming Tags , , ,

    Modeling the arrival process to an Emergency Department (ED) is the first step of all studies dealing with the patient flow within the ED. Many of them focus on the increasing phenomenon of ED overcrowding, which is afflicting hospitals all over the world. Since Discrete Event Simulation models are often adopted with the aim to … Read more

    An Axiomatic Distance Methodology for Aggregating Multimodal Evaluations

  • Adolfo Escobedo
  • Erick Moreno-Centeno
  • Romena Yasmin
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Other Topics Tags , , ,

    This work introduces a multimodal data aggregation methodology featuring optimization models and algorithms for jointly aggregating heterogenous ordinal and cardinal evaluation inputs into a consensus evaluation. Mathematical modeling components are derived to enforce three types of logical couplings between the collective ordinal and cardinal evaluations: Rating and ranking preferences, numerical and ordinal estimates, and rating … Read more

    A Computational Status Update for Exact Rational Mixed Integer Programming

  • Leon Eifler
  • Ambros Gleixner
    • Categories (Mixed) Integer Linear Programming Tags , , , , ,

    The last milestone achievement for the roundoff-error-free solution of general mixed integer programs over the rational numbers was a hybrid-precision branch-and-bound algorithm published by Cook, Koch, Steffy, and Wolter in 2013. We describe a substantial revision and extension of this framework that integrates symbolic presolving, features an exact repair step for solutions from primal heuristics, … Read more

    Set characterizations and convex extensions for geometric convex-hull proofs

  • Andreas Bärmann
  • Oskar Schneider
    • Categories (Mixed) Integer Linear Programming, 0-1 Programming, Polyhedra Tags , , , ,

    In the present work, we consider Zuckerberg’s method for geometric convex-hull proofs introduced in [Geometric proofs for convex hull defining formulations, Operations Research Letters 44(5), 625–629 (2016)]. It has only been scarcely adopted in the literature so far, despite the great flexibility in designing algorithmic proofs for the completeness of polyhedral descriptions that it offers. … Read more

    Strong Optimal Classification Trees

  • Sina Aghaei
  • Andrés Gómez
  • Phebe Vayanos
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization, Statistics Tags , , ,

    Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary classification trees with univariate splits. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality … Read more

    Multi-market Portfolio Optimization with Conditional Value at Risk

  • Luce Brotcorne
  • Martine Labbé
  • Stefano Nasini
    • Categories Applications - OR and Management Sciences, Cutting Plane Approaches, Integer Programming

    In this paper we propose an optimization framework for multi-markets portfolio management, where a central headquarter relies upon local affiliates for the market-wise selection of investment options. Being averse to risk, the headquarter endogenously selects the maximum expected loss (conditional value at risk) for the affiliates, who respond designing portfolios and selecting management fees. In … Read more

    Graph Coloring with Decision Diagrams

  • Willem-Jan van Hoeve
    • Categories Combinatorial Optimization, Integer Programming Tags , ,

    We introduce an iterative framework for solving graph coloring problems using decision diagrams. The decision diagram compactly represents all possible color classes, some of which may contain edge conflicts. In each iteration, we use a constrained minimum network flow model to compute a lower bound and identify conflicts. Infeasible color classes associated with these conflicts … Read more

    Worst-case analysis of clique MIPs

  • Austin Buchanan
  • Jose L. Walteros
  • Mohammad Javad Naderi
    • Categories (Mixed) Integer Linear Programming, 0-1 Programming, Combinatorial Optimization

    The usual integer programming formulation for the maximum clique problem has several undesirable properties, including a weak LP relaxation, a quadratic number of constraints and nonzeros when applied to sparse graphs, and poor guarantees on the number of branch-and-bound nodes needed to solve it. With this as motivation, we propose new mixed integer programs (MIPs) … Read more