Mixed integer linear programming formulation techniques
JP Vielma - Siam Review, 2015 - SIAM
A wide range of problems can be modeled as Mixed Integer Linear Programming (MIP)
problems using standard formulation techniques. However, in some cases the resulting MIP …
problems using standard formulation techniques. However, in some cases the resulting MIP …
New formulation and strong MISOCP relaxations for AC optimal transmission switching problem
As the modern transmission control and relay technologies evolve, transmission line
switching has become an important option in power system operators' toolkits to reduce …
switching has become an important option in power system operators' toolkits to reduce …
Improving the integer L-shaped method
We consider the integer L-shaped method for two-stage stochastic integer programs. To
improve the performance of the algorithm, we present and combine two strategies. First, to …
improve the performance of the algorithm, we present and combine two strategies. First, to …
A scenario decomposition algorithm for 0–1 stochastic programs
S Ahmed - Operations Research Letters, 2013 - Elsevier
We propose a scenario decomposition algorithm for stochastic 0–1 programs. The algorithm
recovers an optimal solution by iteratively exploring and cutting-off candidate solutions …
recovers an optimal solution by iteratively exploring and cutting-off candidate solutions …
A systematic formulation tightening approach for unit commitment problems
Unit Commitment is usually formulated as a Mixed Binary Linear Programming (MBLP)
problem. When considering a large number of units, state-of-the-art methods such as branch …
problem. When considering a large number of units, state-of-the-art methods such as branch …
An MINLP formulation for the optimization of multicomponent distillation configurations
Designing configurations for multicomponent distillation, a ubiquitous process in chemical
and petrochemical industries, is often challenging. This is because, as the number of …
and petrochemical industries, is often challenging. This is because, as the number of …
Ideal formulations for constrained convex optimization problems with indicator variables
Motivated by modern regression applications, in this paper, we study the convexification of a
class of convex optimization problems with indicator variables and combinatorial constraints …
class of convex optimization problems with indicator variables and combinatorial constraints …
A primal–dual lifting scheme for two-stage robust optimization
A Georghiou, A Tsoukalas… - Operations …, 2020 - pubsonline.informs.org
Two-stage robust optimization problems, in which decisions are taken both in anticipation of
and in response to the observation of an unknown parameter vector from within an …
and in response to the observation of an unknown parameter vector from within an …
A reciprocity between tree ensemble optimization and multilinear optimization
In this paper, we establish a low-degree polynomially-sized reduction between tree
ensemble optimization and optimization of multilinear functions over a Cartesian product of …
ensemble optimization and optimization of multilinear functions over a Cartesian product of …
Lancet: Better network resilience by designing for pruned failure sets
Recently, researchers have started exploring the design of route protection schemes that
ensure networks can sustain traffic demand without congestion under failures. Existing …
ensure networks can sustain traffic demand without congestion under failures. Existing …