Nonlinear Regression Analysis by Global Optimization: A Case Study in Space Engineering

The search for a better understanding of complex systems calls for quantitative model development. Within this development process, model fitting to observational data (calibration) often plays an important role. Traditionally, local optimization techniques have been applied to solve nonlinear (as well as linear) model calibration problems numerically: the limitations of such approaches in the nonlinear … Read more

Minimization and Maximization Versions of the Quadratic Traveling Salesman Problem

The traveling salesman problem (TSP) asks for a shortest tour through all vertices of a graph with respect to the weights of the edges. The symmetric quadratic traveling salesman problem (SQTSP) associates a weight with every three vertices traversed in succession. If these weights correspond to the turning angles of the tour, we speak of … Read more

An Adaptive Partition-based Level Decomposition for Solving Two-stage Stochastic Programs with Fixed Recourse

We present a computational study of several strategies to solve two-stage stochastic linear programs by integrating the adaptive partition-based approach with level decomposition. A partition-based formulation is a relaxation of the original stochastic program, obtained by aggregating variables and constraints according to a scenario partition. Partition refinements are guided by the optimal second-stage dual vectors … Read more

Computational study of valid inequalities for the maximum hBccut problem

We consider the maximum k-cut problem that consists in partitioning the vertex set of a graph into k subsets such that the sum of the weights of edges joining vertices in different subsets is maximized. We focus on identifying effective classes of inequalities to tighten the semidefinite programming relaxation. We carry out an experimental study … Read more

A polyhedral study of the cardinality constrained multi-cycle and multi-chain problem on directed graphs

In this paper, we study the Cardinality Constrained Multi-cycle Problem (CCMcP) and the Car- dinality Constrained Cycle and Chain Problem (CCCCP). A feasible solution allows one or more cardinality-constrained cycles to exist on the digraph. A vertex can only be involved in at most one cycle, and there may be vertices not involved in any … Read more

Solving Large Aircraft Landing Problems on Multiple Runways by Applying a Constraint Programming Approach

Aircraft Landing Problem is to assign an airport’s runways to the arrival aircraft as well as to schedule the landing time of these aircraft. In this paper, due to the complexity of the problem, which is NP-hard, we develop an iterative-based heuristic by exploiting special characteristics of the problem. Computational results show the developed approach … Read more

Projection Results for the k-Partition Problem

The k-partition problem is an NP-hard combinatorial optimisation problem with many applications. Chopra and Rao introduced two integer programming formulations of this problem, one having both node and edge variables, and the other having only edge variables. We show that, if we take the polytopes associated with the `edge-only’ formulation, and project them into a … Read more

On quantile cuts and their closure for chance constrained optimization problems

A chance constrained optimization problem over a finite distribution involves a set of scenario constraints from which a small subset can be violated. We consider the setting where all scenario constraints are mixed-integer convex. Existing works typically consider a mixed integer nonlinear programming (MINLP) formulation of this problem by introducing binary variables to indicate which … Read more

New solution methods for the block relocation problem

This technical report presents new solution methods for the block relocation problem (BRP). Although most of the existing work focuses on the restricted BRP, we tackle the unrestricted BRP, which yields more opportunities for optimisation. Our contributions include fast heuristics able to tackle very large instances within seconds, fast metaheuristics that provide very competitive performance … Read more

Optimization Driven Scenario Grouping

Scenario decomposition algorithms for stochastic programs compute bounds by dualizing all nonanticipativity constraints and solving individual scenario problems independently. We develop an approach that improves upon these bounds by re-enforcing a carefully chosen subset of nonanticipativity constraints, effectively placing scenarios into ‘groups’. Specifically, we formulate an optimization problem for grouping scenarios that aims to improve … Read more