Integer Programming

The Multiple Part Type Cyclic Flow Shop Robotic Cell Scheduling Problem: A Novel and Comprehensive Mixed Integer Linear Programming Approach

  • Atabak Elmi
  • Asef Nazari
  • Dhananjay Thiruvady
    • Categories (Mixed) Integer Nonlinear Programming, Scheduling, Transportation

    This paper considers the problem of cyclic ow shop robotic cell scheduling deploying several single and dual gripper robots. In this problem, dierent part types are successively processed on multiple machines with dierent pickup criteria including free pickup, pickup within time-windows and no-waiting times. The parts are transported between the machines by the robots. We … Read more

    Reliable single allocation hub location problem under hub breakdowns

  • Christoph Buchheim
  • Uwe Clausen
  • Nicolas Kämmerling
  • Borzou Rostami
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Facility Planning and Design Tags , , ,

    The design of hub-and-spoke transport networks is a strategic planning problem, as the choice of hub locations has to remain unchanged for long time periods. However, strikes, disasters or traffic breakdown can lead to the unavailability of a hub for a short period of time. Therefore it is important to consider such events already in … Read more

    Risk-based Loan Pricing: Portfolio Optimization Approach With Marginal Risk Contribution

  • So Yeon Chun
  • Miguel A. Lejeune
    • Categories (Mixed) Integer Nonlinear Programming, Finance and Economics, Stochastic Programming Tags , , , , , , ,

    We consider a lender (bank) who determines the optimal loan price (interest rates) to offer to prospective borrowers under uncertain risk and borrowers’ response. A borrower may or may not accept the loan at the price offered, and in the presence of default risk, both the principal loaned and the interest income become uncertain. We … Read more

    The Robust Uncapacitated Lot Sizing Model with Uncertainty Range

  • Dong Li
  • Dolores Romero Morales
    • Categories (Mixed) Integer Linear Programming, Production and Logistics, Robust Optimization Tags , , ,

    We study robust versions of the uncapacitated lot sizing problem, where the demand is subject to uncertainty. The robust models are guided by three parameters, namely, the total scaled uncertainty budget, the minimum number of periods in which one would like the demand to be protected against uncertainty, and the minimum scaled protection level per … Read more

    Optimal Price Zones of Electricity Markets: A Mixed-Integer Multilevel Model and Global Solution Approaches

  • Veronika Grimm
  • Frauke Liers
  • Martin Schmidt
  • Thomas Kleinert
  • Gregor Zöttl
    • Categories (Mixed) Integer Nonlinear Programming, Applications - OR and Management Sciences, Global Optimization Tags , , , ,

    Mathematical modeling of market design issues in liberalized electricity markets often leads to mixed-integer nonlinear multilevel optimization problems for which no general-purpose solvers exist and which are intractable in general. In this work, we consider the problem of splitting a market area into a given number of price zones such that the resulting market design … Read more

    Fooling Sets and the Spanning Tree Polytope

  • Kaveh Khoshkhah
  • Dirk Oliver Theis
    • Categories Integer Programming, Polyhedra Tags , ,

    In the study of extensions of polytopes of combinatorial optimization problems, a notorious open question is that for the size of the smallest extended formulation of the Minimum Spanning Tree problem on a complete graph with n nodes. The best known lower bound is \Omega(n^2), the best known upper bound is O(n^3). In this note … Read more

    An optimization-based approach for delivering radio-pharmaceuticals to medical imaging centers

  • Ioannis G. Akrotirianakis
  • Amit Chakraborty
    • Categories Applications - OR and Management Sciences, Integer Programming, Network Optimization Tags , , , ,

    It is widely recognized that early diagnosis of most types of cancers can increase the chances of full recovery or substantially prolong the life of patients. Positron Emission Tomography (PET) has become the standard way to diagnose many types of cancers by generating high quality images of the affected organs. In order to create an … Read more

    Recent Progress Using Matheuristics for Strategic Maritime Inventory Routing

  • Myun-Seok Cheon
  • George L. Nemhauser
  • Dimitri J. Papageorgiou
  • Stuart Harwood
  • Francisco Trespalacios
    • Categories (Mixed) Integer Linear Programming, Meta Heuristics, Transportation Tags , , , ,

    This paper presents an extensive computational study of simple, but prominent matheuristics (i.e., heuristics that rely on mathematical programming models) to fi nd high quality ship schedules and inventory policies for a class of maritime inventory routing problems. Our computational experiments are performed on a set of the publicly available MIRPLib instances. This class of inventory … Read more

    Flow formulations for curriculum-based course timetabling

  • Niels-Christian F. Bagger
  • Thomas R. Stidsen
  • Simon Kristiansen
  • Matias Sørensen
    • Categories (Mixed) Integer Linear Programming, Network Optimization, Scheduling Tags , , ,

    In this paper we present two mixed-integer programming formulations for the curriculum based course timetabling problem (CTT). We show that the formulations contain underlying network structures by dividing the CTT into two separate models and then connect the two models using flow formulation techniques. The first mixed-integer programming formulation is based on an underlying minimum … Read more

    Computing Feasible Points for Binary MINLPs with MPECs

  • Lars Schewe
  • Martin Schmidt
    • Categories (Mixed) Integer Nonlinear Programming, Complementarity and Variational Inequalities, Integer Programming Tags , , ,

    Nonconvex mixed-binary nonlinear optimization problems frequently appear in practice and are typically extremely hard to solve. In this paper we discuss a class of primal heuristics that are based on a reformulation of the problem as a mathematical program with equilibrium constraints. We then use different regularization schemes for this class of problems and use … Read more