A constraint programming model and a hybrid iterated local search algorithm for solving an aircraft recovery problem in the oil and gas industry

In this paper, we address a challenging problem faced by a Brazilian oil and gas company regarding the rescheduling of helicopter flights from an onshore airport to maritime units, crucial for transporting company employees. The problem arises due to unforeseen events like bad weather or mechanical failures, leading to delays or postponements in the original … Read more

Multi-Stage Selection under Bounded Variation

We investigate a multi-stage version of the selection problem where the variation between solutions in consecutive stages is either penalized in the objective function or bounded by hard constraints. While the former problem turns out to be tractable, the complexity of the latter problem depends on the type of bounds imposed: When bounding the number … Read more

On liftings that improve convergence properties of Newton’s Method for Boundary Value Optimization Problems

The representation of a function in a higher-dimensional space is often referred to as lifting. Liftings can be used to reduce complexity. We are interested in the question of how liftings affect the local convergence of Newton’s method. We propose algorithms to construct liftings that potentially reduce the number of iterations via analysis of local … Read more

An Interior-Point Algorithm for Continuous Nonlinearly Constrained Optimization with Noisy Function and Derivative Evaluations

An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy values of the objective and constraint functions and their first-order derivatives are available. The algorithm is based on a combination of a previously … Read more

Coherent Local Explanations for Mathematical Optimization

The surge of explainable artificial intelligence methods seeks to enhance transparency and explainability in machine learning models. At the same time, there is a growing demand for explaining decisions taken through complex algorithms used in mathematical optimization. However, current explanation methods do not take into account the structure of the underlying optimization problem, leading to … Read more

Pareto sensitivity, most-changing sub-fronts, and knee solutions

When dealing with a multi-objective optimization problem, obtaining a comprehensive representation of the Pareto front can be computationally expensive. Furthermore, identifying the most representative Pareto solutions can be difficult and sometimes ambiguous. A popular selection are the so-called Pareto knee solutions, where a small improvement in any objective leads to a large deterioration in at … Read more

Local Upper Bounds for Polyhedral Cones

The concept of local upper bounds plays an important role for numerical algorithms in nonconvex, integer, and mixed-integer multiobjective optimization with respect to the componentwise partial ordering, that is, where the ordering cone is the nonnegative orthant. In this paper, we answer the question on whether and how this concept can be extended to arbitrary … Read more

On Two Vectorization Schemes for Set-valued Optimization

In this paper, we investigate two known solution approaches for set-valued optimization problems, both of which are based on so-called vectorization strategies. These strategies consist of deriving a parametric family of multi-objective optimization problems whose optimal solution sets approximate those of the original set-valued problem with arbitrary accuracy in a certain sense. Thus, these approaches … Read more

SMOP: Stochastic trust region method for multi-objective problems

The problem considered is a multi-objective optimization problem, in which the goal is to find an optimal value of a vector function representing various criteria. The aim of this work is to develop an algorithm which utilizes the trust region framework with probabilistic model functions, able to cope with noisy problems, using inaccurate functions and … Read more