Related papers: Column generation for the discrete Unit Commitment…
Space missions, particularly complex, large-scale exploration campaigns, can often involve many discrete decisions or events in their concepts of operations. Whilst a variety of methods exist for the optimisation of continuous variables in…
The Discrete Ordered Median Problem (DOMP) is formulated as a set partitioning problem using an exponential number of variables. Each variable corresponds to a set of demand points allocated to the same facility with the information of the…
The thermal unit commitment (UC) problem often can be formulated as a mixed integer quadratic programming (MIQP), which is difficult to solve efficiently, especially for large-scale instances. The tighter characteristic reduces the search…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
In this paper we aim to construct piecewise-linear (PWL) approximations for functions of multiple variables and to build compact mixed-integer linear programming (MILP) formulations to represent the resulting PWL function. On the one hand,…
A dynamic method to solve the Non-linear Programming (NLP) problem with Equality Constraints (ECs) and Inequality Constraints (IECs) is proposed. Inspired by the Lyapunov continuous-time dynamics stability theory in the control field, the…
Approximate linear programming (ALP) is an efficient approach to solving large factored Markov decision processes (MDPs). The main idea of the method is to approximate the optimal value function by a set of basis functions and optimize…
Planning the maintenance of nuclear power plants is a complex optimization problem, involving a joint optimization of maintenance dates, fuel constraints and power production decisions. This paper investigates Mixed Integer Linear…
Ridepooling services play an increasingly important role in modern transportation systems. With soaring demand and growing fleet sizes, the underlying route planning problems become increasingly challenging. In this context, we consider the…
Numerous real-world decision-making problems can be formulated and solved using Mixed-Integer Linear Programming (MILP) models. However, the transformation of these problems into MILP models heavily relies on expertise in operations…
The p-center problem consists in selecting p centers among M to cover N clients, such that the maximal distance between a client and its closest selected center is minimized. For this problem we propose two new and compact integer…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…
Decarbonisation is driving dramatic growth in renewable power generation. This increases uncertainty in the load to be served by power plants and makes their efficient scheduling, known as the unit commitment (UC) problem, more difficult.…
We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…
Column generation and branch-and-price are leading methods for large-scale exact optimization. Column generation iterates between solving a master problem and a pricing problem. The master problem is a linear program, which can be solved…
Packing rings into a minimum number of rectangles is an optimization problem which appears naturally in the logistics operations of the tube industry. It encompasses two major difficulties, namely the positioning of rings in rectangles and…
We introduce an extension of Dual Dynamic Programming (DDP) to solve linear dynamic programming equations. We call this extension IDDP-LP which applies to situations where some or all primal and dual subproblems to be solved along the…
Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…
In real-life applications, most optimization problems are variants of well-known combinatorial optimization problems, including additional constraints to fit with a particular use case. Usually, efficient algorithms to handle a restricted…