In the \emph{incremental knapsack problem} ($\IK$), we are given a knapsack whose capacity grows weakly as a function of time. There is a time horizon of $T$ periods and the capacity of the knapsack is $B_t$ in period $t$ for $t = 1, \ldots, T$. We are also given a set $S$ of $N$ items … Read more
We propose the bound-optimal cutting plane method. It is a new paradigm for cutting plane generation in Mixed Integer Programming allowing for the simultaneous generation of k cuts which, when added to the current Linear Programming elaxation, yield the largest bound improvement. By Linear Programming duality arguments and standard linearization techniques we show that, for … Read more
We study server scheduling in multiclass service systems under stochastic uncertainty in the customer arrival volumes. Common practice in such systems is to first identify staffing levels, and then determine schedules for the servers that cover these targets. We propose a new stochastic integer programming model that integrates these two decisions, which can yield lower … Read more
Given a double round-robin tournament, the traveling umpire problem (TUP) consists of determining which games will be handled by each one of several umpire crews during the tournament. The objective is to minimize the total distance traveled by the umpires, while respecting constraints that include visiting every team at home, and not seeing a team … Read more
This paper concerns the method of selecting the best subset of explanatory variables in a multiple linear regression model. To evaluate a subset regression model, some goodness-of-fit measures, e.g., adjusted R^2, AIC and BIC, are generally employed. Although variable selection is usually handled via a stepwise regression method, the method does not always provide the … Read more
In the surface mining industry, the Equipment Selection Problem involves choosing an appropriate fleet of trucks and loaders such that the long-term mine plan can be satisfied. An important characteristic for multi-location (multi-location and multi-dumpsite) mines is that the underlying problem is a multi-commodity flow problem. The problem is therefore at least as difficult as … Read more
Performance variability of modern mixed-integer programming solvers and possible ways of exploiting this phenomenon present an interesting opportunity in the development of algorithms to solve mixed-integer linear programs (MILPs). We propose a framework using multiple branch-and-bound trees to solve MILPs while allowing them to share information in a parallel execution. We present computational results on … Read more
We solve a linear robust problem with mixed-integer first-stage variables and continuous second stage variables. We consider column wise uncertainty. We first focus on a problem with right hand-side uncertainty which satisfies a “full recourse property” and a specific definition of the uncertainty. We propose a solution based on a generation constraint algorithm. Then we … Read more
We introduce a natural abstraction of propositional proof systems that are based on cut- ting planes. This leads to a new class of proof systems that includes many well-known meth- ods, such as Gomory-Chvátal cuts, lift-and-project cuts, Sherali-Adams cuts, or split cuts. The rank of a proof system corresponds to the number of rounds that … Read more
Strategic capacity planning is a core activity for the Hunter Valley Coal Chain Coordinator as demand for coal is expected to double in the next decade. Optimization and simulation models are used to suggest and evaluate infrastructure expansions and operating policy changes. These models require input data in the form of shipping stems, which are … Read more