Consider an undirected network with traversal times on its edges and a set of commodities with connection requests from sources to destinations and release dates. The non-stop disjoint trajectories problem is to find trajectories that fulfill all requests, such that the commodities never meet. In this extension to the \NP-complete disjoint paths problem, trajectories must … Read more
In this thesis, we settle the computational complexity of some fundamental questions in polynomial optimization. These include the questions of (i) finding a local minimum, (ii) testing local minimality of a candidate point, and (iii) deciding attainment of the optimal value. Our results characterize the complexity of these three questions for all degrees of the … Read more
We show that unless P=NP, there cannot be a polynomial-time algorithm that finds a point within Euclidean distance $c^n$ (for any constant $c \ge 0$) of a local minimizer of an $n$-variate quadratic function over a polytope. This result (even with $c=0$) answers a question of Pardalos and Vavasis that appeared in 1992 on a … Read more
We consider the notions of (i) critical points, (ii) second-order points, (iii) local minima, and (iv) strict local minima for multivariate polynomials. For each type of point, and as a function of the degree of the polynomial, we study the complexity of deciding (1) if a given point is of that type, and (2) if … Read more
In this paper we introduce the selective maximum coverage and the selective maximum set packing problem and variants of them. Both problems are strongly related to well studied problems such as maximum coverage, set packing, and (bipartite) hypergraph matching. The two problems are given by a collection of subsets of a ground set and index … Read more
We introduce the (directed) multi-stop station location problem. The goal is to install stations such that ordered (multi-)sets of stops can be traversed with respect to range restrictions that are reset whenever a station is visited. Applications arise in telecommunications and transportation, e.g., charging station placement problems. The problem generalizes several network optimization problems such … Read more
We investigate the theoretical complexity of branch-and-bound (BB) and cutting plane (CP) algorithms for mixed-integer optimization. In particular, we study the relative efficiency of BB and CP, when both are based on the same family of disjunctions. We extend a result of Dash to the nonlinear setting which shows that for convex 0/1 problems, CP … Read more
As a result of its liberalization, the European gas market is organized as an entry-exit system in order to decouple the trading and transport of natural gas. Roughly summarized, the gas market organization consists of four subsequent stages. First, the transmission system operator (TSO) is obliged to allocate so-called maximal technical capacities for the nodes … Read more
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with \emph{non-Lipschitz-continuous} value functions and multistage stochastic mixed-integer linear optimization. We develop stochastic dual dynamic programming (SDDP) type algorithms with nested decomposition, deterministic sampling, and stochastic sampling. The key ingredient … Read more
We show that the feasibility of a booking in the European entry-exit gas market can be decided in polynomial time on single-cycle networks that are passive, i.e., do not contain controllable elements. The feasibility of a booking can be characterized by solving polynomially many nonlinear potential-based flow models for computing so-called potential-difference maximizing load flow … Read more