Mixed Integer Linear Programming Formulation Techniques

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 can be either too weak or too large to be effectively solved by state of the art solvers. In this survey we review advanced MIP formulation techniques that result in stronger and/or smaller formulations for a wide class of problems

Column generation algorithms for airline network revenue management problems

At the heart of the airline revenue management problem (ARM) lies the seat allocation problem, which has the ultimate aim of finding the right combination of passengers that will result in maximum profit. Due to the dynamic nature of the problem, optimal seat allocations can change continuously over the reservation period. In addition, widely used bid-price booking control policy which necessitates the dual information is obliged to be updated as the demand and capacity values adjust over the reservation period. Thus, in order to make changes in an interactive basis, it is crucial to solve the seat allocation problem in a small amount of time. This study embodies column generation algorithms applied to ARM problems. Networkbased ARM problems are computationally hard to solve even if the airline network is small. However, in this study we challenged ourselves with large-scale airline networks. For computational efficiency, the network is divided into subnetworks by means of date and time information. The overall network is decomposed to origin destination pairs, so that each pair is treated as a single-leg problem. The resulting seat allocation models (static, dynamic and deterministic linear programming) having a non-linear objective function are linearized by means of the transformation technique proposed by Dantzig which embodies a transformation only by means of additional decision variables. Since column generation can not cope with problems extending row-wise, Dantzigs formulation is the perfect fit. After applying column generation, the numerical results for the models is demonstrated

Global optimization with piecewise linear approximation

textGlobal optimization deals with the development of solution methodologies for nonlinear nonconvex optimization problems. These problems, which could arise in diverse situations ranging from optimizing hydro-power generation schedules to estimating coefficients of non-linear regression models, are difficult for traditional nonlinear solvers that iteratively search the neighborhood around a starting point. The Piecewise Linear Approximation (PLA) method that we study in this dissertation seeks to generate ‘good’ starting points, hopefully ones that lie in the basin of attraction of the globally optimal solution. In this approach, we approximate the non-linear functions in the optimization problem by piecewise linear functions defined over the vertices of a grid that partitions the domain of each nonlinear function into cells. Based on this approximation, we convert the original nonlinear program into a mixed integer program (MIP) and use the solution to this MIP as a starting point for a local nonlinear solver. In this dissertation, we validate the effectiveness of the PLA approach as a global optimization approach by applying it to a diverse set of continuous and discrete nonlinear optimization problems. Further, we develop various modeling and algorithmic strategies for enhancing the basic approach. Our computational results demonstrate that the PLA approach works well on non-convex problems and can, in some cases, provide better solutions than those provided by existing nonlinear solvers.Information, Risk, and Operations Management (IROM

RESILIENCE OF TRANSPORTATION INFRASTRUCTURE SYSTEMS: QUANTIFICATION AND OPTIMIZATION

Transportation systems are critical lifelines for society, but are at risk from natural or human-caused hazards. To prevent significant loss from disaster events caused by such hazards, the transportation system must be resilient, and thus able to cope with disaster impact. It is impractical to reinforce or harden these systems to all types of events. However, options that support quick recovery of these systems and increase the system's resilience to such events may be helpful. To address these challenges, this dissertation provides a general mathematical framework to protect transportation infrastructure systems in the presence of uncertain events with the potential to reduce system capacity/performance. A single, general decision-support optimization model is formulated as a multi-stage stochastic program. The program seeks an optimal sequence of decisions over time based upon the realization of random events in each time stage. This dissertation addresses three problems to demonstrate the application of the proposed mathematical model in different transportation environments with emphasis on system-level resilience: Airport Resilience Problem (ARP), Building Evacuation Design Problem (BEDP), and Travel Time Resilience in Roadways (TTR). These problems aim to measure system performance given the system's topological and operational characteristics and support operational decision-making, mitigation and preparedness planning, and post-event immediate response. Mathematical optimization techniques including, bi-level programming, nonlinear programming, stochastic programming and robust optimization, are employed in the formulation of each problem. Exact (or approximate) solution methodologies based on concepts of primal and dual decomposition (integer L-shaped decomposition, Generalized Benders decomposition, and progressive hedging), disjunctive optimization, scenario simulation, and piecewise linearization methods are presented. Numerical experiments were conducted on network representations of a United States rail-based intermodal container network, the LaGuardia Airport taxiway and runway pavement network, a single-story office building, and a small roadway network