A disjunctive convex programming approach to the pollution routing problem

The pollution routing problem (PRP) aims to determine a set of routes and speed over each leg of the routes simultaneously to minimize the total operational and environmental costs. A common approach to solve the PRP exactly is through speed discretization, i.e., assuming that speed over each arc is chosen from a prescribed set of … Read more

Mathematical programming algorithms for spatial cloaking

We consider a combinatorial optimization problem for spatial information cloaking. The problem requires to compute one or several disjoint arborescences on a graph from a predetermined root or subset of candidate roots, so that the number of vertices in the arborescences is minimized but a given threshold on the overall weight associated with the vertices … Read more

Existence of Nash equilibrium for Chance-Constrained Games

We consider an n-player strategic game with finite action sets. The payoffs of each player are random variables. We assume that each player uses a satisficing payoff criterion defined by a chance-constraint, i.e., players face a chance- constrained game. We consider the cases where payoffs follow normal and elliptically symmetric distributions. For both cases we … Read more

Convex Relaxations for Gas Expansion Planning

Expansion of natural gas networks is a critical process involving substantial capital expenditures with complex decision-support requirements. Given the non-convex nature of gas transmission constraints, global optimality and infeasibility guarantees can only be offered by global optimisation approaches. Unfortunately, state-of-the-art global optimisation solvers are unable to scale up to real-world size instances. In this study, … Read more

A BFGS-SQP Method for Nonsmooth, Nonconvex, Constrained Optimization and its Evaluation using Relative Minimization Profiles

We propose an algorithm for solving nonsmooth, nonconvex, constrained optimization problems as well as a new set of visualization tools for comparing the performance of optimization algorithms. Our algorithm is a sequential quadratic optimization method that employs Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton Hessian approximations and an exact penalty function whose parameter is controlled using a steering strategy. … Read more

Improved compact formulations for graph partitioning in sparse graphs

Given a graph $G=(V,E)$ where $|V|=n$ and $|E|=m$. Graph partitioning problems on $G$ are to find a partition of the vertices in $V$ into clusters satisfying several additional constraints in order to minimize or maximize the number (or the weight) of the edges whose endnodes do not belong to the same cluster. These problems are … Read more

Polyhedral studies of vertex coloring problems: The standard formulation

Despite the fact that many vertex coloring problems are polynomially solvable on certain graph classes, most of these problems are not “under control” from a polyhedral point of view. The equivalence between optimization and separation suggests the existence of integer programming formulations for these problems whose associated polytopes admit elegant characterizations. In this work we … Read more

Worst-case evaluation complexity for unconstrained nonlinear optimization using high-order regularized models

The worst-case evaluation complexity for smooth (possibly nonconvex) unconstrained optimization is considered. It is shown that, if one is willing to use derivatives of the objective function up to order $p$ (for $p\geq 1$) and to assume Lipschitz continuity of the $p$-th derivative, then an $\epsilon$-approximate first-order critical point can be computed in at most … Read more

The Time Dependent Traveling Salesman Planning Problem in Controlled Airspace

The integration of Unmanned Aircraft Systems (UAS) into civil airspace is one of the most challenging problems for the automation of the Controlled Airspace, and the optimization of the UAS route is a key step for this process. In this paper, we optimize the planning phase of a UAS mission that consists of departing from … Read more

Solving Vertex Coloring Problems as Maximum Weight Stable Set Problems

In Vertex Coloring Problems, one is required to assign a color to each vertex of an undirected graph in such a way that adjacent vertices receive different colors, and the objective is to minimize the cost of the used colors. In this work we solve four different coloring problems formulated as Maximum Weight Stable Set … Read more