On the accurate detection of the Pareto frontier for bi-objective mixed integer linear problems

We propose a criterion space search algorithm for bi-objective mixed integer linear programming problems. The Pareto frontier of these problems can have a complex structure, as it can include isolated points, open, half-open and closed line segments. Therefore, its exact detection is an achievable though hard computational task. Our algorithm works by alternating the resolution … Read more

Optimal Sports League Realignment

We consider approaches for optimally organizing competitive sports leagues in light of competitive and logistical considerations. A common objective is to assign teams to divisions so that intradivisional travel is minimized. We present a bilinear programming formulation based on k-way equipartitioning, and show how this formulation can be extended to account for additional constraints and … Read more

Mixed-Integer Linear Optimization for Cardinality-Constrained Random Forests

Random forests are among the most famous algorithms for solving classification problems, in particular for large-scale data sets. Considering a set of labeled points and several decision trees, the method takes the majority vote to classify a new given point. In some scenarios, however, labels are only accessible for a proper subset of the given … Read more

Considering homeowner acceptance of retrofit measures within energy supply network optimization

A key factor towards a low-carbon society is energy efficient heating of private houses. The choice of heating technology as well as the decision for certain energy-efficient house renovations are made mainly by individual homeowners. In contrast, municipal energy network planning heavily depends on and strongly affects these decisions. Further, there are different conflicting objectives … Read more

Detecting and Handling Reflection Symmetries in Mixed-Integer (Nonlinear) Programming

Symmetries in mixed-integer (nonlinear) programs (MINLP), if not handled appropriately, are known to negatively impact the performance of (spatial) branch-and-bound algorithms. Usually one thus tries to remove symmetries from the problem formulation or is relying on a solver that automatically detects and handles symmetries. While modelers of a problem can handle various kinds of symmetries, … Read more

Solving the parallel processor scheduling and bin packing problems with contiguity constraints: mathematical models and computational studies

The parallel processor scheduling and bin packing problems with contiguity constraints are important in the field of combinatorial optimization because both problems can be used as components of effective exact decomposition approaches for several two-dimensional packing problems. In this study, we provide an extensive review of existing mathematical formulations for the two problems, together with … Read more

Spatial branch-and-bound for nonconvex separable piecewise linear optimization

Nonconvex separable piecewise linear functions (PLFs) frequently appear in applications and to approximate nonlinearitites. The standard practice to formulate nonconvex PLFs is from the perspective of discrete optimisation, using special ordered sets and mixed integer linear programs (MILPs). In contrast, we take the viewpoint of global continuous optimization and present a spatial branch-and-bound algorithm (sBB) … Read more

Extended Formulations for Control Languages Defined by Finite-State Automata

Many discrete optimal control problems feature combinatorial constraints on the possible switching patterns, a common example being minimum dwell-time constraints. After discretizing to a finite time grid, for these and many similar types of constraints, it is possible to give a description of the convex hull of feasible (finite-dimensional) binary controls via extended formulations. In … Read more

The if-then Polytope: Conditional Relations over Multiple Sets of Binary Variables

Inspired by its occurrence as a substructure in a stochastic railway timetabling model, we study in this work a special case of the bipartite boolean quadric polytope. It models conditional relations across three sets of binary variables, where selections within two “if” sets imply a choice in a corresponding “then” set. We call this polytope … Read more

The Multi-Stop Station Location Problem: Exact Approaches

The multi-stop station location problem (MSLP) aims to place stations such that a set of trips is feasible with respect to length bounds while minimizing cost. Each trip consists of a sequence of stops that must be visited in a given order, and a length bound that controls the maximum length that is possible without … Read more