We compare various flexible tariffs that have been proposed to cost-effectively govern a prosumer’s electricity management – in particular time-of-use (TOU), critical-peak-pricing (CPP), and a real-time-pricing tariff (RTP). As the outside option, we consider a fixed-price tariff (FP) that restricts the specific characteristics of TOU, CPP, and RTP, so that the flexible tariffs are at … Read more
In this paper we introduce a technique to produce tighter cutting planes for mixed-integer non-linear programs. Usually, a cutting plane is generated to cut off a specific infeasible point. The underlying idea is to use the infeasible point to restrict the feasible region in order to obtain a tighter domain. To ensure validity, we require … Read more
We study new generalizations of the classical capacitated lot-sizing problem with concave production (or transportation), holding, and subcontracting cost functions in which the total production (or transportation) capacity in each time period is the summation of capacities of a subset of n available modules (machines or vehicles) of different capacities. We refer to this problem … Read more
We introduce the Stochastic Maintenance Fleet Transportation Problem for Offshore wind farms (SMFTPO), in which a maintenance provider determines an optimal, medium-term planning for maintaining multiple wind farms while controlling for uncertainty in the maintenance tasks and weather conditions. Since the maintenance provider is typically not the owner of a wind farm, it needs to … Read more
When generating multi-row intersection cuts for Mixed-Integer Linear Optimization problems, an important practical question is deciding which intersection cuts to use. Even when restricted to cuts that are facet-defining for the corner relaxation, the number of potential candidates is still very large, specially for instances of large size. In this paper, we introduce a subset … Read more
Optimal control problems including partial differential equation (PDE) as well as integer constraints merge the combinatorial difficulties of integer programming and the challenges related to large-scale systems resulting from discretized PDEs. So far, the Branch-and-Bound framework has been the most common solution strategy for such problems. In order to provide an alternative solution approach, especially … Read more
We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of 5,721 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, these sets were compiled using … Read more
We consider a two-player interdiction problem staged over a graph where the leader’s objective is to minimize the cost of removing edges from the graph so that the follower’s objective, i.e., the weight of a minimum spanning tree in the residual graph, is increased up to a predefined level $r$. Standard approaches for graph interdiction … Read more
We consider the embedding of piecewise-linear deep neural networks (ReLU networks) as surrogate models in mixed-integer linear programming (MILP) problems. A MILP formulation of ReLU networks has recently been applied by many authors to probe for various model properties subject to input bounds. The formulation is obtained by programming each ReLU operator with a binary … Read more
The energy consumption of large-scale data centers or server clusters is expected to grow significantly in the next couple of years contributing to up to 13 percent of the worlwide energy demand in 2030. As the involved processing units require a disproportional amount of energy when they are idle, underutilized or overloaded, balancing the supply … Read more