Constrained Infinite Group Relaxations of MIPs

Recently minimal and extreme inequalities for continuous group relaxations of general mixed integer sets have been characterized. In this paper, we consider a stronger relaxation of general mixed integer sets by allowing constraints, such as bounds, on the free integer variables in the continuous group relaxation. We generalize a number of results for the continuous … Read more

Strengthening lattice-free cuts using non-negativity

In recent years there has been growing interest in generating valid inequalities for mixed-integer programs using sets with 2 or more constraints. In particular, Andersen et.al (2007) and Borozan and Cornue’jols (2007) study sets defined by equations that contain exactly one integer variable per row. The integer variables are not restricted in sign. Cutting planes … Read more

On Mixing Sets Arising in Chance-Constrained Programming

The mixing set with a knapsack constraint arises in deterministic equivalent of probabilistic programming problems with finite discrete distributions. We first consider the case that the probabilistic program has equal probabilities for each scenario. We study the resulting mixing set with a cardinality constraint and propose facet-defining inequalities that subsume known explicit inequalities for this … Read more

A parallel between two classes of pricing problems in transportation and economics

In this work, we establish a parallel between two classes of pricing problems that have attracted the attention of researchers in economics, theoretical computer science and operations research, each community addressing issues from its own vantage point. More precisely, we contrast the problems of pricing a network or a product line, in order to achieve … Read more

Mixed-Integer Models for Nonseparable Piecewise Linear Optimization: Unifying Framework and Extensions

We study the modeling of non-convex piecewise linear functions as Mixed Integer Programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise linear functions with special attention paid to multivariate non-separable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study … Read more

On the Relative Strength of Split, Triangle and Quadrilateral Cuts

Integer programs defined by two equations with two free integer variables and nonnegative continuous variables have three types of nontrivial facets: split, triangle or quadrilateral inequalities. In this paper, we compare the strength of these three families of inequalities. In particular we study how well each family approximates the integer hull. We show that, in … Read more

An exact algorithm for solving the ring star problem

This paper deals with the ring star problem that consists in designing a ring that pass through a central depot, and then assigning each non visited customer to a node of the ring. The objective is to minimize the total routing and assignment costs. A new chain based formulation is proposed. Valid inequalities are proposed … Read more

Building separating concentric balls to solve a multi-instance classification problem

In this work, we consider a classification problem where the objects to be classified are bags of instances which are vectors measuring d different attributes. The classification rule is defined in terms of a ball, whose center and radius are the parameters to be computed. Given a bag, it is assigned to the positive class … Read more

On linear infeasibility arising in intensity-modulated radiation therapy inverse planning

Intensity–modulated radiation therapy (IMRT) gives rise to systems of linear inequalities, representing the effects of radiation on the irradiated body. These systems are often infeasible, in which case one settles for an approximate solution, such as an {a,ß}–relaxation, meaning that no more than a percent of the inequalities are violated by no more than ß … Read more

Single-layer Cuts for Multi-layer Network Design Problems

We study a planning problem arising in SDH/WDM multi-layer telecommunication network design. The goal is to find a minimum cost installation of link and node hardware of both network layers such that traffic demands can be realized via grooming and a survivable routing. We present a mixed-integer programming formulation that takes many practical side constraints … Read more