Water supply of high-rise buildings requires pump systems to ensure pressure requirements. The design goal of these systems are energy and cost efficiency, both in terms of fixed cost as well as during operation. In this paper, cost optimal decentralized and tree-shaped water distribution networks are computed, where placements of pumps at different locations in … Read more
One of the challenges of cloud computing is to optimally and efficiently assign virtual machines to physical machines. The aim of telecommunication operators is to mini- mize the mapping cost while respecting constraints regarding location, assignment and capacity. In this paper we first propose an exact formulation leading to a 0-1 bilinear constrained problem. Then … Read more
We study the strategic decision-making problem of assigning time windows to customers in the context of vehicle routing applications that are affected by operational uncertainty. This problem, known as the Time Window Assignment Vehicle Routing Problem, can be viewed as a two-stage stochastic optimization problem, where time window assignments constitute first-stage decisions, vehicle routes adhering … Read more
In this paper, we propose a generalized Benders decomposition-based branch and bound algorithm, GBDBAB, to solve two-stage convex 0-1 mixed-integer nonlinear stochastic programs with mixed-integer variables in both first and second stage decisions. In order to construct the convex hull of the MINLP subproblem for each scenario in closed-form, we first represent each MINLP subproblem … Read more
For most optimisation methods an essential assumption is the vector space structure of the feasible set. This condition is not fulfilled if we consider optimisation problems over the sphere. We present an algorithm for solving a special global problem over the sphere, namely the determination of Frechet means, which are points minimising the mean distance … Read more
Mixed-integer second-order cone optimization (MISOCO) has become very popular in the last decade. Various aspects of solving these problems in Branch and Conic Cut (BCC) algorithms have been studied in the literature. This study aims to fill a gap and provide a novel way to find feasible solutions early in the BCC algorithm. Such solutions … Read more
The quadratic shortest path problem is the problem of finding a path in a directed graph such that the sum of interaction costs over all pairs of arcs on the path is minimized. We derive several semidefinite programming relaxations for the quadratic shortest path problem with a matrix variable of order $m+1$, where $m$ is … Read more
The minimum $k$-enclosing ball problem seeks the ball with smallest radius that contains at least $k$ of $m$ given points in a general $n$-dimensional Euclidean space. This problem is NP-hard. We present a branch-and-bound algorithm on the tree of the subsets of $k$ points to solve this problem. The nodes on the tree are ordered … Read more
We study two-stage robust optimization problems with mixed discrete-continuous decisions in both stages. Despite their broad range of applications, these problems pose two fundamental challenges: (i) they constitute infinite-dimensional problems that require a finite-dimensional approximation, and (ii) the presence of discrete recourse decisions typically prohibits duality-based solution schemes. We address the first challenge by studying … Read more
Interior point methods (IPM) are the most popular approaches to solve Second Order Cone Optimization (SOCO) problems, due to their theoretical polynomial complexity and practical performance. In this paper, we present a warm-start method for primal-dual IPMs to reduce the number of IPM steps needed to solve SOCO problems that appear in a Branch and … Read more