Dynamic Courier Routing for a Food Delivery Service

Services like Grubhub and UberEats have revolutionized the way that diners can find and order from restaurants. The standard business model for such services, however, allows diners to order from only one restaurant at a time. Inspired by a food delivery service in the southeastern United States, this paper proposes the framework for a more … Read more

Scalable Branching on Dual Decomposition of Stochastic Mixed-Integer Programming Problems

We present a scalable branching method for the dual decomposition of stochastic mixed-integer programming. Our new branching method is based on the branching method proposed by Caro e and Schultz that creates branching disjunctions on first-stage variables only. We propose improvements to the process for creating branching disjunctions, including 1) branching on the optimal solutions … Read more

Resilient layout, design and operation of energy-efficient water distribution networks for high-rise buildings using MINLP

Water supply of high-rise buildings requires pump systems to ensure pressure requirements. The design goal of these systems are energy and cost efficiency, both in terms of fixed cost as well as during operation. In this paper, cost optimal decentralized and tree-shaped water distribution networks are computed, where placements of pumps at different locations in … Read more

Learning a Mixture of Gaussians via Mixed Integer Optimization

We consider the problem of estimating the parameters of a multivariate Gaussian mixture model (GMM) given access to $n$ samples $\x_1,\x_2,\ldots ,\x_n \in\mathbb{R}^d$ that are believed to have come from a mixture of multiple subpopulations. State-of-the-art algorithms used to recover these parameters use heuristics to either maximize the log-likelihood of the sample or try to … Read more

Empirical Bounds on Linear Regions of Deep Rectifier Networks

One form of characterizing the expressiveness of a piecewise linear neural network is by the number of linear regions, or pieces, of the function modeled. We have observed substantial progress in this topic through lower and upper bounds on the maximum number of linear regions and a counting procedure. However, these bounds only account for … Read more

Mathematical models for stable matching problems with ties and incomplete lists

We present new integer linear programming (ILP) models for NP-hard optimisation problems in instances of the Stable Marriage problem with Ties and Incomplete lists (SMTI) and its many-to-one generalisation, the Hospitals / Residents problem with Ties (HRT). These models can be used to efficiently solve these optimisation problems when applied to (i) instances derived from … Read more

Global Solutions of Nonconvex Standard Quadratic Programs via Mixed Integer Linear Programming Reformulations

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We propose two alternative mixed integer linear programming formulations. Our first formulation is based on casting a standard quadratic program … Read more

Decision Diagram Decomposition for Quadratically Constrained Binary Optimization

In recent years the use of decision diagrams within the context of discrete optimization has proliferated. This paper continues this expansion by proposing the use of decision diagrams for modeling and solving binary optimization problems with quadratic constraints. The model proposes the use of multiple decision diagrams to decompose a quadratic matrix so that each … Read more

Analysis of Models for the Stochastic Outpatient Procedure Scheduling Problem

In this paper, we present a new stochastic mixed-integer linear programming model for the Stochastic Outpatient Procedure Scheduling Problem (SOPSP). In this problem, we schedule a day’s worth of procedures for a single provider, where each procedure has a known type and associated probability distribution of random duration. Our objective is to minimize the expectation … Read more

Rapid prototyping of parallel primal heuristics for domain specific MIPs: Application to maritime inventory routing

Parallel Alternating Criteria Search (PACS) relies on the combination of computer parallelism and Large Neighborhood Searches to attempt to deliver high quality solutions to any generic Mixed-Integer Program (MIP) quickly. While general-purpose primal heuristics are widely used due to their universal application, they are usually outperformed by domain-specific heuristics when optimizing a particular problem class. … Read more