Robust capacitated trees and networks with uniform demands

We are interested in the design of robust (or resilient) capacitated rooted Steiner networks in case of terminals with uniform demands. Formally, we are given a graph, capacity and cost functions on the edges, a root, a subset of nodes called terminals, and a bound k on the number of edge failures. We first study the problem where k = 1 and the network that we want to design must be a tree covering the root and the terminals: we give complexity results and propose models to optimize both the cost of the tree and the number of terminals disconnected from the root in the worst case of an edge failure, while respecting the capacity constraints on the edges. Second, we consider the problem of computing a minimum-cost survivable network, i.e., a network that covers the root and terminals even after the removal of any k edges, while still respecting the capacity constraints on the edges. We also consider the possibility of protecting a given number of edges. We propose three different formulations: a cut-set based formulation, a flow based one, and a bilevel one (with an attacker and a defender). We propose algorithms to solve each formulation and compare their efficiency

Contingency-Constrained Unit Commitment With Intervening Time for System Adjustments

The N-1-1 contingency criterion considers the con- secutive loss of two components in a power system, with intervening time for system adjustments. In this paper, we consider the problem of optimizing generation unit commitment (UC) while ensuring N-1-1 security. Due to the coupling of time periods associated with consecutive component losses, the resulting problem is a very large-scale mixed-integer linear optimization model. For efficient solution, we introduce a novel branch-and-cut algorithm using a temporally decomposed bilevel separation oracle. The model and algorithm are assessed using multiple IEEE test systems, and a comprehensive analysis is performed to compare system performances across different contingency criteria. Computational results demonstrate the value of considering intervening time for system adjustments in terms of total cost and system robustness.Comment: 8 pages, 5 figure

A New General-Purpose Algorithm for Mixed-Integer Bilevel Linear Programs

Bilevel optimization problems are very challenging optimization models arising in many important practical contexts, including pricing mechanisms in the energy sector, airline and telecommunication industry, transportation networks, critical infrastructure defense, and machine learning. In this paper, we consider bilevel programs with continuous and discrete variables at both levels, with linear objectives and constraints (continuous upper level variables, if any, must not appear in the lower level problem). We propose a general-purpose branch-and-cut exact solution method based on several new classes of valid inequalities, which also exploits a very effective bilevel-specific preprocessing procedure. An extensive computational study is presented to evaluate the performance of various solution methods on a common testbed of more than 800 instances from the literature and 60 randomly generated instances. Our new algorithm consistently outperforms (often by a large margin) alternative state-of-the-art methods from the literature, including methods exploiting problem-specific information for special instance classes. In particular, it solves to optimality more than 300 previously unsolved instances from the literature. To foster research on this challenging topic, our solver is made publicly available online

On SOCP-based disjunctive cuts for solving a class of integer bilevel nonlinear programs

We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate bilevel-infeasible solutions using a second-order-cone-based cut-generating procedure. We propose DC separation strategies and consider several approaches for removing redundant disjunctions and normalization. Using these DCs, we propose a branch-and-cut algorithm for the problem class we study, and a cutting-plane method for the problem variant with only binary variables. We present an extensive computational study on a diverse set of instances, including instances with binary and with integer variables, and instances with a single and with multiple linking constraints. Our computational study demonstrates that the proposed enhancements of our solution approaches are effective for improving the performance. Moreover, both of our approaches outperform a state-of-the-art generic solver for mixed-integer bilevel linear programs that is able to solve a linearized version of our binary instances.Comment: arXiv admin note: substantial text overlap with arXiv:2111.0682