5 papers · 1 filter
Piecewise Polyhedral Formulations for a Multilinear Term
Kaarthik Sundar, Harsha Nagarajan, Jeff Linderoth +2
In this paper, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex hull representati…
Integer packing sets form a well-quasi-ordering
Alberto Del Pia, Dion Gijswijt, Jeff Linderoth +1
An integer packing set is a set of non-negative integer vectors with the property that, if a vector is in the set, then every non-negative integer vector with is…
Strong Convex Nonlinear Relaxations of the Pooling Problem
James Luedtke, Claudia D'Ambrosio, Jeff Linderoth +1
We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the ou…
Combining Progressive Hedging with a Frank-Wolfe Method to Compute Lagrangian Dual Bounds in Stochastic Mixed-Integer Programming
Natashia Boland, Jeffrey Christiansen, Brian Dandurand +3
We present a new primal-dual algorithm for computing the value of the Lagrangian dual of a stochastic mixed-integer program (SMIP) formed by relaxing its nonanticipativity constrai…
Decomposition Algorithms for Stochastic Programming on a Computational Grid
Jeff Linderoth, Stephen Wright
We describe algorithms for two-stage stochastic linear programming with recourse and their implementation on a grid computing platform. In particular, we examine serial and asynchr…