Relating Single-Scenario Facets to the Convex Hull of the Extensive Form of a Stochastic Single-Node Flow Polytope

  • Victor A. Gonzalez
  • Andrew J. Schaefer
  • Mehdi Hemmati
  • David T. Mildebrath
    • Categories (Mixed) Integer Linear Programming, Polyhedra, Stochastic Programming Tags , ,

    Stochastic mixed-integer programs (SMIPs) are a widely-used modeling paradigm for sequential decision making under uncertainty. One popular solution approach to solving SMIPs is to solve the so-called “extensive form” directly as a large-scale (deterministic) mixed-integer program. In this work, we consider the question of when a facet-defining inequality for the convex hull of a deterministic, … Read more

    A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints

  • Dimitris Bertsimas
  • Ryan Cory-Wright
  • Jean Pauphilet
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches Tags , , ,

    We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, sparse principal component analysis and sparse learning problems. These problems exhibit logical relationships between continuous and discrete variables, which are usually reformulated linearly … Read more

    Adaptive cubic regularization methods with dynamic inexact Hessian information and applications to finite-sum minimization

  • Stefania Bellavia
  • Benedetta Morini
  • Gianmarco Gurioli
    • Categories Unconstrained Optimization Tags

    Abstract. We consider the Adaptive Regularization with Cubics approach for solving nonconvex optimization problems and propose a new variant based on inexact Hessian information chosen dynamically. The theoretical analysis of the proposed procedure is given. The key property of ARC framework, constituted by optimal worst-case function/derivative evaluation bounds for first- and second-order critical point, is … Read more

    Arc routing with electric vehicles: dynamic charging and speed-dependent energy consumption

  • Elena Fernandez
  • Markus Leitner
  • Ivana Ljubić
  • Mario Ruthmair
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Production and Logistics Tags , , , , , ,

    Concerns about greenhouse gas emissions and government regulations foster the use of electric vehicles. Several recently published articles study the use of electric vehicles (EVs) in node-routing problems. In contrast, this article considers EVs in the context of arc routing while also addressing practically relevant aspects that have not been addressed sufficiently so far. These … Read more

    Feeder Routing for Air-to-Air Refueling Operations

  • Christoph Hansknecht
  • Imke Joormann
  • Bernd Korn
  • Fabian Morscheck
  • Sebastian Stiller
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences Tags , , , ,

    We consider the problem of routing a fleet of feeders for civil air-to-air refueling operations. In the air-to-air refueling problem, a fixed set of cruisers requires refueling by a fleet of feeders at fixed locations and fixed points in time. A typical objective function is to minimize the fuel consumption or the total number of … Read more

    Single-Forward-Step Projective Splitting: Exploiting Cocoercivity

  • Jonathan Eckstein
  • Patrick R. Johnstone
    • Categories Complementarity and Variational Inequalities, Convex and Nonsmooth Optimization Tags , ,

    This work describes a new variant of projective splitting for monotone inclusions, in which cocoercive operators can be processed with a single forward step per iteration. This result establishes a symmetry between projective splitting algorithms, the classical forward backward splitting method (FB), and Tseng’s forward-backward-forward method (FBF). Another symmetry is that the new procedure allows … Read more

    Quantifying the value of flexibility: demand response versus storage

  • Ana Paula Chorobura
  • Claudia Sagastizábal
  • Wim van Ackooij
  • Hasnaa Zidani
    • Categories Energy, Multi-Criteria Optimization

    Intermittent sources of energy represent a challenge for electrical networks, particularly regarding demand satisfaction at peak times. Energy management tools such as load shaving or storage systems can be used to mitigate abrupt variations in the network.The value of different mechanisms to move energy through time is determined by a multi-objective programming approach, that aims … Read more

    Line-Prioritized Environmental Selection and Normalization Scheme for Many-Objective Optimization using Reference-Line-based Framework

  • Deepak Sharma
  • Pradyumn Kumar Shukla
    • Categories Multi-Criteria Optimization

    The Pareto-dominance-basedmulti-objective evolutionary algorithms (MOEAs) have been successful in solving many test problems and other engineering optimization problems. However, their performance gets affected when solving more than 3-objective optimization problems due to lack of sufficient selection pressure. Many attempts have been made by the researchers toward improving the environmental selection of those MOEAs. One such … Read more

    Globalized Robust Optimization with Gamma-Uncertainties

  • Andreas Bärmann
  • Christina Büsing
  • Frauke Liers
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization, Robust Optimization Tags , , ,

    Globalized robust optimization has been proposed as a generalization of the standard robust optimization framework in order to allow for a controlled decrease in protection depending on the distance of the realized scenario from the predefined uncertainty set. In this work, we specialize the notion of globalized robustness to Gamma-uncertainty in order to extend its … Read more

    Computational Simulation as an organizational prototyping tool

  • Clio Dosi
  • Manuel Iori
  • Arthur Kramer
  • Matteo Vignoli
    • Categories Applications - OR and Management Sciences, Applications - Science and Engineering Tags

    This case study deals with a redesign effort to face the overcrowding issue in an Emergency Department (ED). A multidiscinary group of healthcare professionals and engineers worked together to improve the actual processes. We integrate the simulation modeling in a humancentered design method. We use the simulation technique as a learning and experimentation tool into … Read more