parallel branch-and-bound

Facility Location with Decision-Dependent Scenario Probabilities: Linked Lifted Cuts and a Scenario-Decomposed Branch-and-Cut

Categories Applications - OR and Management Sciences, Combinatorial Optimization, Stochastic Programming Tags , , , , , , , , ,

We study two-stage facility location in which the probability of each demand scenario is an affine function of the opening decisions, so the objective multiplies a decision-dependent probability by a decision-dependent recourse value and is bilinear in the binary first stage. The standard treatment linearizes these products with McCormick envelopes over global bounds on the … Read more

Solving Challenging Large Scale QAPs

Categories Applications - OR and Management Sciences Tags ,

We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method eciently implemented on a powerful computer system using the Ubiquity Generator (UG) framework that can utilize more than 100,000 cores. Lower … Read more

Solving large MINLPs on computational grids

Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Parallel Algorithms Tags , , ,

We consider the solution of Mixed Integer Nonlinear Programming (MINLP) problems by a parallel implementation of nonlinear branch-and-bound on a computational grid or meta-computer. Computational experience on a set of large MINLPs is reported which indicates that this approach is efficient for the solution of large MINLPs. CitationNumerical Analysis Report NA/200, Department of Mathematics, University … Read more