The graph partition problem (GPP) aims at clustering the vertex set of a graph into a fixed number of disjoint subsets of given sizes such that the sum of weights of edges joining different sets is minimized. This paper investigates the quality of doubly nonnegative (DNN) relaxations, i.e., relaxations having matrix variables that are both … Read more
We consider a general mixed-integer convex program. We first develop an algorithm for solving this problem, and show its nite convergence. We then develop a finitely convergent decomposition algorithm that separates binary variables from integer and continuous variables. The integer and continuous variables are treated as second stage variables. An oracle for generating a parametric … Read more
We consider the multilinear polytope which arises naturally in binary polynomial optimization. Del Pia and Di Gregorio introduced the class of odd beta-cycle inequalities valid for this polytope, showed that these generally have Chvátal rank 2 with respect to the standard relaxation and that, together with flower inequalities, they yield a perfect formulation for cycle … Read more
In this paper we study the rank of polytopes contained in the 0-1 cube with respect to $t$-branch split cuts and $t$-dimensional lattice cuts for a fixed positive integer $t$. These inequalities are the same as split cuts when $t=1$ and generalize split cuts when $t > 1$. For polytopes contained in the $n$-dimensional 0-1 … Read more
In this work, we consider the integrated problem of locomotive scheduling and driver rostering in rail freight companies. Our aim is to compute an optimal simultaneous assignment of locomotives and drivers to the trains listed in a given order book. Mathematically, this leads to the combination of a set-packing problem with compatibility constraints and a … Read more
General quadratic optimization problems with linear constraints and additional indicator constraints on the variables are studied. Based on the well-known perspective reformulation for mixed-integer quadratic optimization problems, projective cuts are introduced as new valid inequalities for the general problem. The key idea behind the theory of these cutting planes is the projection of the continuous … Read more
We propose a successive generation of cutting inequalities for binary quadratic optimization problems. Multiple cutting inequalities are successively generated for the convex hull of the set of the optimal solutions $\subset \{0, 1\}^n$, while the standard cutting inequalities are used for the convex hull of the feasible region. An arbitrary linear inequality with integer coefficients … Read more
In this paper, we provide an equivalent condition for the Chvatal-Gomory (CG) closure of a closed convex set to be finitely-generated. Using this result, we are able to prove that, for any closed convex set that can be written as the Minkowski sum of a compact convex set and a closed convex cone, its CG … Read more
We propose a method to generate cutting-planes from multiple covers of knapsack constraints. The covers may come from different knapsack inequalities if the weights in the inequalities form a totally-ordered set. Thus, we introduce and study the structure of a totally-ordered multiple knapsack set. The valid multi-cover inequalities we derive for its convex hull have … Read more
Bilevel optimization is an increasingly important tool to model hierarchical decision making. However, the ability of modeling such settings makes bilevel problems hard to solve in theory and practice. In this paper, we add on the general difficulty of this class of problems by further incorporating convex black-box constraints in the lower level. For this … Read more