A top-down cutting approach for modeling the constrained two- and three-dimensional guillotine cutting problems

  • Mateus Martin
  • Reinaldo Morabito
  • Pedro Munari
    • Categories Applications - OR and Management Sciences Tags , ,

    In this paper, we address the Constrained Two-dimensional Guillotine Cutting Problem (C2GCP) and the Constrained Three-dimensional Guillotine Cutting Problem (C3GCP). These problems consist of cutting a rectangular two-/three-dimensional object with orthogonal guillotine cuts to produce ordered rectangular two-/three-dimensional items seeking the most valuable subset of items cut. They often appear in manufacturing settings that cut … Read more

    Reliable Off-policy Evaluation for Reinforcement Learning

  • Rui Gao
  • Jie Wang
  • Hongyuan Zha
    • Categories Robust Optimization

    In a sequential decision-making problem, off-policy evaluation estimates the expected cumulative reward of a target policy using logged trajectory data generated from a different behavior policy, without execution of the target policy. Reinforcement learning in high-stake environments, such as healthcare and education, is often limited to off-policy settings due to safety or ethical concerns, or … Read more

    A Steepest Descent Method for Set Optimization Problems with Set-Valued Mappings of Finite Cardinality

  • Gemayqzel Bouza
  • Christiane Tammer
  • Ernest Quintana
    • Categories Multi-Criteria Optimization, Robust Optimization Tags , , ,

    In this paper, we study a first-order solution method for a particular class of set optimization problems where the solution concept is given by the set approach. We consider the case in which the set-valued objective mapping is identified by a finite number of continuously differentiable selections. The corresponding set optimization problem is then equivalent … Read more

    Vessel Deployment with Limited Information: Distributionally Robust Chance Constrained Models

  • Yue Zhao
  • Zhi Chen
  • Andrew Lim
  • Zhenzhen Zhang
    • Categories Robust Optimization, Transportation Tags , , , , ,

    This paper studies the fundamental vessel deployment problem in the liner shipping industry, which decides the numbers of mixed-type ships and their sailing frequencies on fixed routes to provide sufficient vessel capacity for fulfilling stochastic shipping demands with high probability. In reality, it is usually difficult (if not impossible) to acquire a precise joint distribution … Read more

    Moment-SOS hierarchy and exit time of stochastic processes

  • Didier Henrion
  • Mauricio Junca
  • Mauricio Velasco
    • Categories Semi-definite Programming

    The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equation with polynomial constraints, at the price of solving semidefinite optimization problems of increasing size. In this note we use standard results from elliptic partial differential equation analysis to … Read more

    On convexity and quasiconvexity of extremal value functions in set optimization

  • Tobias Gerlach
  • Stefan Rocktäschel
    • Categories Generalized Convexity/Monoticity Tags

    We study different classes of convex and quasiconvex set-valued maps defined by means of the lower-less order relation and the upper-less order relation. The aim of this paper is to formulate necessary and especially sufficient conditions for the convexity/quasiconvexity of extremal value functions. Citation DOI: 10.23952/asvao.3.2021.3.04 Article Download View On convexity and quasiconvexity of extremal … Read more

    GALINI: An extensible mixed-integer quadratically-constrained optimization solver

  • Radu Baltean-Lugojan
  • Michael Lee Bynum
  • Francesco Ceccon
  • Chun Li
  • Ruth Misener
    • Categories Optimization Software Design Principles

    We present GALINI, an open source solver for nonconvex mixed-integer quadratically-constrained quadratic programs formulated with the Python algebraic modeling library Pyomo. GALINI uses Pyomo to represent optimization problems and leverages the existing library ecosystem to implement different parts of the solver. GALINI includes a generic branch \& bound algorithm that can be use develop new … Read more

    Copositive Duality for Discrete Energy Markets

  • Cheng Guo
  • Merve Bodur
  • Joshua Taylor
    • Categories Applications - OR and Management Sciences Tags , , , ,

    Optimization problems with discrete decisions are nonconvex and thus lack strong duality, which limits the usefulness of tools such as shadow prices. It was shown in Burer (2009) that mixed-binary quadratic programs can be written as completely positive programs, which are convex. Completely positive reformulations of discrete optimization problems therefore have strong duality if a … Read more

    Scheduling the Brazilian OR Conference

  • Teobaldo Bulhões
  • Puca Huachi V. Penna
  • Anand Subramanian
  • Rubens Correia
    • Categories Meta Heuristics, Scheduling Tags , ,

    In this paper, we show how to efficiently schedule the Brazilian OR conference using a matheuristic approach. The event has traditionally around 300 presentations across a period of 3 to 4 days, and building a schedule for the technical sessions is an arduous task. The proposed algorithm integrates the concepts of iterated local search and … Read more

    Projection onto the exponential cone: a univariate root-finding problem

  • Henrik A. Friberg
    • Categories Linear, Cone and Semidefinite Programming, Optimization Software and Modeling Systems Tags , , ,

    The exponential function and its logarithmic counterpart are essential corner stones of nonlinear mathematical modeling. In this paper we treat their conic extensions, the exponential cone and the relative entropy cone, in primal, dual and polar form, and show that finding the nearest mapping of a point onto these convex sets all reduce to a … Read more