4 papers · 1 filter
A Frank-Wolfe-based primal heuristic for quadratic mixed-integer optimization
Gioni Mexi, Deborah Hendrych, Sébastien Designolle +2
We propose a primal heuristic for quadratic mixed-integer problems. Our method extends the Boscia framework -- originally a mixed-integer convex solver leveraging a Frank-Wolfe-bas…
Knapsack with compactness: a semidefinite approach
Hubert Villuendas, Mathieu Besançon, Jérôme Malick
The min-knapsack problem with compactness constraints extends the classical knapsack problem, in the case of ordered items, by introducing a restriction ensuring that they cannot b…
A Frank-Wolfe Algorithm for Oracle-based Robust Optimization
Mathieu Besançon, Jannis Kurtz
We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favor…
A Bilevel Approach to Optimal Price-Setting of Time-and-Level-of-Use Tariffs
Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne +1
Time-and-Level-of-Use (TLOU) is a recently proposed pricing policy for energy, extending Time-of-Use with the addition of a capacity that users can book for a given time frame, red…