This note studies compact representations of linear on/off constraints in mixed-integer linear optimization. A characterization of the convex hull of linear disjunctions is given in the space of original variables. This result can improve formulations of mixed-integer linear programs featuring on/off constraints by reducing the integrality gap in a Branch and Bound approach. Citation @article{, … Read more
Robust optimization is an important technique to immunize optimization problems against data uncertainty. In the case of a linear program and an ellipsoidal uncertainty set, the robust counterpart turns into a second-order cone program. In this work, we investigate the efficiency of linearizing the second-order cone constraints of the latter. This is done using the … Read more
In linear classifiers, such as the Support Vector Machine (SVM), a score is associated with each feature and objects are assigned to classes based on the linear combination of the scores and the values of the features. Inspired by discrete psychometric scales, which measure the extent to which a factor is in agreement with a … Read more
We present two decomposition algorithms for single product deep-sea maritime inventory routing problems (MIRPs) that possess a core substructure common in many real-world applications. The problem involves routing vessels, each belonging to a particular vessel class, between loading and discharging ports, each belonging to a particular region. Our algorithms iteratively solve a MIRP by zooming … Read more
This paper presents a detailed description of a particular class of deterministic single product maritime inventory routing problems (MIRPs), which we call deep-sea MIRPs with inventory tracking at every port. This class involves vessel travel times between ports that are significantly longer than the time spent in port and require inventory levels at all ports … Read more
We present a generic iterative scheduling procedure for the scheduling of a real flexible job shop, the so-called multitask cell at GKN Aerospace Engine Systems in Sweden. A time-indexed formulation of the problem is presented including side constraints regarding preventive maintenance, fixture availability, and unmanned night shifts. This paper continues the work in Thörnblad et … Read more
We investigate the efficiency of a discretization procedure utilizing a time-indexed mathematical optimization model for finding accurate solutions to flexible job shop scheduling problems considering objectives comprising the makespan and the tardiness of jobs, respectively. The time-indexed model is used to find solutions to these problems by iteratively employing time steps of decreasing length. The … Read more
We study a deterministic maritime inventory routing problem with a long planning horizon. For instances with many ports and many vessels, mixed-integer linear programming (MIP) solvers often require hours to produce good solutions even when the planning horizon is 90 or 120 periods. Building on the recent successes of approximate dynamic programming (ADP) for road-based … Read more
Abstract This paper presents a novel formulation for the Traveling Salesman Problem (TSP), utilizing a binary list data-structure allocating cities to its leaves to form sequentially the tour of the problem. The structure allows the elimination of subtours from the formulation and at the same time reducing the number of binary variables to ${\cal O}(N\log_{2}N)$. … Read more
A big bucket time indexed mixed integer linear programming formulation for nonpreemptive single machine scheduling problems is presented in which the length of each period can be as large as the processing time of the shortest job. The model generalises the classical time indexed model to one in which at most two jobs can be … Read more