Multi-Stage Stochastic Programming Models for Provisioning Cloud Computing Resources

We focus on the resource provisioning problem of a cloud consumer from an Infrastructure-as-a-Service type of cloud. The cloud provider offers two deployment options, which can be mixed and matched as appropriate. Cloud instances may be reserved for a fixed time period in advance at a smaller usage cost per hour but require a full … Read more

Empirical Bounds on Linear Regions of Deep Rectifier Networks

One form of characterizing the expressiveness of a piecewise linear neural network is by the number of linear regions, or pieces, of the function modeled. We have observed substantial progress in this topic through lower and upper bounds on the maximum number of linear regions and a counting procedure. However, these bounds only account for … Read more

Decision Diagrams for Solving Traveling Salesman Problems with Pickup and Delivery in Real Time

The Traveling Salesman Problem with Pickup and Delivery seeks a minimum cost path with pickups preceding deliveries. It is important in on-demand last-mile logistics, such as ride sharing and meal delivery. We examine the use of low-width Decision Diagrams in a branch-and-bound with and without Assignment Problem inference duals as a primal heuristic for finding … Read more

Non-convex min-max fractional quadratic problems under quadratic constraints: copositive relaxations

In this paper we address a min-max problem of fractional quadratic (not necessarily convex) over linear functions on a feasible set described by linear and (not necessarily convex) quadratic functions. We propose a conic reformulation on the cone of completely positive matrices. By relaxation, a doubly non negative conic formulation is used to provide lower … Read more

Robust Optimization of a Broad Class of Heterogeneous Vehicle Routing Problems under Demand Uncertainty

This paper studies robust variants of an extended model of the classical Heterogeneous Vehicle Routing Problem (HVRP), where a mixed fleet of vehicles with different capacities, availabilities, fixed costs and routing costs is used to serve customers with uncertain demand. This model includes, as special cases, all variants of the HVRP studied in the literature … Read more

Approximations for Pareto and Proper Pareto solutions and their KKT conditions

There has been numerous amount of studies on proper Pareto points in multiobjective optimization theory. Geoffrion proper points are one of the most prevalent form of proper optimality. Due to some convergence issues a restricted version of these proper points, Geoffrion proper points with preset bounds has been introduced recently. Since solution of any algorithm … Read more

Analysis of Process Flexibility Designs under Disruptions

Most of the previous studies of process flexibility designs have focused on expected sales and demand uncertainty. In this paper, we examine the worst-case performance of flexibility designs in the case of demand and supply uncertainties, where the latter can be in the form of either plant or arc disruptions. We define the Plant Cover … Read more

Stochastic Decomposition for Two-stage Stochastic Linear Programs with Random Cost Coefficients

Stochastic decomposition (SD) has been a computationally effective approach to solve large-scale stochastic programming (SP) problems arising in practical applications. By using incremental sampling, this approach is designed to discover an appropriate sample size for a given SP instance, thus precluding the need for either scenario reduction or arbitrary sample sizes to create sample average … Read more

Tight-and-cheap conic relaxation for the optimal reactive power dispatch problem

The optimal reactive power dispatch (ORPD) problem is an alternating current optimal power flow (ACOPF) problem where discrete control devices for regulating the reactive power, such as shunt elements and tap changers, are considered. The ORPD problem is modelled as a mixed-integer nonlinear optimization problem and its complexity is increased compared to the ACOPF problem, … Read more

Mathematical models for stable matching problems with ties and incomplete lists

We present new integer linear programming (ILP) models for NP-hard optimisation problems in instances of the Stable Marriage problem with Ties and Incomplete lists (SMTI) and its many-to-one generalisation, the Hospitals / Residents problem with Ties (HRT). These models can be used to efficiently solve these optimisation problems when applied to (i) instances derived from … Read more