Branch-and-Cut for Separable Piecewise Linear Optimization: Computation

We report and analyze the results of our extensive computational testing of branch-and-cut for piecewise linear optimization using the cutting planes given recently by Zhao and de Farias. Besides analysis of the performance of the cuts, we also analyze the effect of formulation on the performance of branch-and-cut. Finally, we report and analyze initial results … Read more

Finding largest small polygons with GloptiPoly

A small polygon is a convex polygon of unit diameter. We are interested in small polygons which have the largest area for a given number of vertices $n$. Many instances are already solved in the literature, namely for all odd $n$, and for $n=4, 6$ and $8$. Thus, for even $n\geq 10$, instances of this … Read more

Inverse polynomial optimization

We consider the inverse optimization problem associated with the polynomial program $f^*=\min \{f(x):x\inK\}$ and a given current feasible solution $y\in K$. We provide a numerical scheme to compute an inverse optimal solution. That is, we compute a polynomial $\tilde{f}$ (which may be of same degree as $f$ if desired) with the following properties: (a) $y$ … Read more

CONSTRAINED POLYNOMIAL OPTIMIZATION PROBLEMS WITH NONCOMMUTING VARIABLES

In this paper we study constrained eigenvalue optimization of noncommutative (nc) polynomials, focusing on the polydisc and the ball. Our three main results are as follows: (1) an nc polynomial is nonnegative if and only if it admits a weighted sum of hermitian squares decomposition; (2) (eigenvalue) optima for nc polynomials can be computed using … Read more

SDDP for some interstage dependent risk averse problems and application to hydro-thermal planning

We consider interstage dependent stochastic linear programs where both the random right-hand side and the model of the underlying stochastic process have a special structure. Namely, for stage $t$, the right-hand side of the equality constraints (resp. the inequality constraints) is an affine function (resp. a given function $b_t$) of the process value for this … Read more

Polyhedral graph abstractions and an approach to the Linear Hirsch Conjecture

We introduce a new combinatorial abstraction for the graphs of polyhedra. The new abstraction is a flexible framework defined by combinatorial properties, with each collection of properties taken providing a variant for studying the diameters of polyhedral graphs. One particular variant has a diameter which satisfies the best known upper bound on the diameters of … Read more

An algorithm for the separation of two-row cuts

We consider the question of finding deep cuts from a model constructed with two rows of a simplex tableau. To do that, we show how to reduce the complexity of setting up the polar of such model from a quadratic number of integer hull computations to a linear number of integer hull computations. Furthermore we … Read more

Designing AC Power Grids using Integer Linear Programming

Recent developments have drawn focus towards the efficient calculation of flows in AC power grids, which are difficult to solve systems of nonlinear equations. The common linearization approach leads to the well known and often used DC formulation, which has some major drawbacks. To overcome these drawbacks we revisit an alternative linearization of the AC … Read more

New VNS heuristic for Total Flowtime Flowshop Scheduling Problem

This paper develops a new VNS approach to Permutational Flow shop Scheduling Problem with Total Flow time criterion. There are many hybrid approaches inthe problem’s literature, that make use of VNS internally, usually applying job insert neighbourhood followed by job interchange neighbourhood. In this study different ways to combine both neighbourhoods were examined. All tests … Read more