A Trilevel Model for Segmentation of the Power Transmission Grid Cyber Network

Network segmentation of a power grid’s communication system is one way to make the grid more resilient to cyber attacks. We develop a novel trilevel programming model to optimally segment a grid communication system, taking into account the actions of an information technolology (IT) administrator, attacker, and grid operator. The IT administrator is given an … Read more

The Sharpe predictor for fairness in machine learning

In machine learning (ML) applications, unfair predictions may discriminate against a minority group. Most existing approaches for fair machine learning (FML) treat fairness as a constraint or a penalization term in the optimization of a ML model, which does not lead to the discovery of the complete landscape of the trade-offs among learning accuracy and … Read more

A hybrid patch decomposition approach to compute an enclosure for multi-objective mixed-integer convex optimization problems

In multi-objective mixed-integer convex optimization multiple convex objective functions need to be optimized simultaneously while some of the variables are only allowed to take integer values. In this paper we present a new algorithm to compute an enclosure of the nondominated set of such optimization problems. More precisely, we decompose the multi-objective mixed-integer convex optimization … Read more

On implementation details and numerical experiments for the HyPaD algorithm to solve multi-objective mixed-integer convex optimization problems

In this paper we present insights on the implementation details of the hybrid patch decomposition algorithm (HyPaD) for convex multi-objective mixed-integer optimization problems. We discuss how to implement the SNIA procedure which is basically a black box algorithm in the original work by Eichfelder and Warnow. In addition, we present and discuss results for various … Read more

Interpretable Policies and the Price of Interpretability in Hypertension Treatment Planning

Problem definition: Effective hypertension management is critical to reducing consequences of atherosclerotic cardiovascular disease, a leading cause of death in the United States. Clinical guidelines for hypertension can be enhanced using decision-analytic approaches, capable of capturing many complexities in treatment planning. However, model-generated recommendations may be uninterpretable/unintuitive, limiting their acceptability in practice. We address this … Read more

Linear relaxation based branch-and-bound for multi-objective integer programming with warm-starting

In this paper we propose a generic branch-and-bound algorithm for solving multi-objective integer linear programming problems. % In the recent literature, competitive frameworks has been proposed for bi-objective 0-1 problems, and many of these frameworks rely on the use of the linear relaxation to obtain lower bound sets. When increasing the number of objective functions, … Read more

Multi-criteria Course Mode Selection and Classroom Assignment Under Sudden Space Scarcity

Problem Definition: While physical (or ‘social’) distancing is an important public health intervention during airborne pandemics, physical distancing dramatically reduces the effective capacity of classrooms. During the COVID-19 pandemic, this presented a unique problem to campus planners who hoped to deliver a meaningful amount of in-person instruction in a way that respected physical distancing. This … Read more

Decision Intelligence for Nationwide Ventilator Allocation

Many states in the U.S. have faced shortages of medical resources because of the surge in the number of patients suffering from COVID-19. As many projections indicate, the situation will be far worse in coming months. The upcoming challenge is not only due to the exponential growth in cases but also because of inherent uncertainty … Read more

On the exactness of the eps-constraint method for bi-objective integer nonlinear programming

The eps-constraint method is a well-known scalarization technique used for multiobjective optimization. We explore how to properly define the step size parameter of the method in order to guarantee its exactness when dealing with problems having two nonlinear objective functions and integrality constraints on the variables. Under specific assumptions, we prove that the number of … Read more

Dual SDDP for risk-averse multistage stochastic programs

Risk-averse multistage stochastic programs appear in multiple areas and are challenging to solve. Stochastic Dual Dynamic Programming (SDDP) is a well-known tool to address such problems under time-independence assumptions. We show how to derive a dual formulation for these problems and apply an SDDP algorithm, leading to converging and deterministic upper bounds for risk-averse problems. … Read more