The master equality polyhedron (MEP) is a canonical set that generalizes the Master Cyclic Group Polyhedron (MCGP) of Gomory. We recently characterized a nontrivial polar for the MEP, i.e., a polyhedron T such that an inequality denotes a nontrivial facet of the MEP if and only if its coefficient vector forms a vertex of T. … Read more
We extend recent work on nonlinear optimal control problems with integer restrictions on some of the control functions (mixed-integer optimal control problems, MIOCP) in two ways. We improve a theorem that states that the solution of a relaxed and convexified problem can be approximated with arbitrary precision by a solution fulfilling the integer requirements. Unlike … Read more
In model-based nonlinear optimal control switching decisions that can be optimized often play an important role. Prominent examples of such hybrid systems are gear switches for transport vehicles or valves in chemical engineering. Optimization algorithms need to take the discrete nature of the variables that model these switching decisions into account. Unnecessarily, for many applications … Read more
The Open Pit Mine Production Scheduling Problem (OPMPSP) studied in recent years is usually based on a single geological estimate of material to be excavated and processed over a number of decades. However techniques have now been developed to generate multiple stochastic geological estimates that more accurately describe the uncertain geology. While some attempts have … Read more
The number partitioning problem (NPP) is to divide n numbers a_1,…,a_n into two disjoint subsets such that the difference between the two subset sums – the discrepancy, D, is minimized. In the balanced version of NPP (BalNPP), the subsets must have the same cardinality. With $a_j$s chosen uniformly from $[1,R]$, R > 2^n gives the … Read more
This paper studies location routing and scheduling problems, a class of problems in which the decisions of facility location, vehicle routing, and route assignment are optimized simultaneously. For a version with capacity and time restrictions, two formulations are presented, one graph-based and one set-partitioning-based. For the set-partitioning-based formulation, valid inequalities are identified and their effectiveness … Read more
We study the mixing inequalities which were introduced by Gunluk and Pochet (2001). We show that a mixing inequality which mixes n MIR inequalities has MIR rank at most n if it is a type I mixing inequality and at most n-1 if it is a type II mixing inequality. We also show that these … Read more
Within the context of solving Mixed-Integer Linear Programs by a Branch-and-Cut algorithm, we propose a new strategy for branching. Computational experiments show that, on the majority of our test instances, this approach enumerates fewer nodes than traditional branching. On average, on instances that contain both integer and continuous variables the number of nodes in the … Read more
We extend work on generating relaxations of simple sets with guaranteed bounds. Citation Unpublished. Columbia University, July 2008. Article Download View Tightening simple mixed-integer sets with guaranteed bounds
We give compact extended formulations for the packing and partitioning orbitopes (with respect to the full symmetric group) described and analyzed in Kaibel and Pfetsch (Math. Program. 114 (1), 2008, 1-36). These polytopes are the convex hulls of all 0/1-matrices with lexicographically sorted columns and at most, resp. exactly, one 1-entry per row. They are … Read more