A Two-Level Approach to Large Mixed-Integer Programs with Application to Cogeneration in Energy-Efficient Buildings

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse model (coarsened with respect to both variables and constraints). We coarsen binary variables by selecting a small number of pre-specified daily on/off profiles. We aggregate constraints by partitioning them into groups and summing over each group. With an appropriate choice of coarsened profiles, the semi-coarse model is guaranteed to find a feasible solution of the original problem and hence provides an upper bound on the optimal solution. We show that solving a sequence of coarse models converges to the same upper bound with proven finite steps. This is achieved by adding violated constraints to coarse models until all constraints in the semi-coarse model are satisfied. We demonstrate the effectiveness of our approach in cogeneration for buildings. The coarsened models allow us to obtain good approximate solutions at a fraction of the time required by solving the original problem. Extensive numerical experiments show that the two-level approach scales to large problems that are beyond the capacity of state-of-the-art commercial MILP solvers

Optimization for L1-Norm Error Fitting via Data Aggregation

We propose a data aggregation-based algorithm with monotonic convergence to a global optimum for a generalized version of the L1-norm error fitting model with an assumption of the fitting function. The proposed algorithm generalizes the recent algorithm in the literature, aggregate and iterative disaggregate (AID), which selectively solves three specific L1-norm error fitting problems. With the proposed algorithm, any L1-norm error fitting model can be solved optimally if it follows the form of the L1-norm error fitting problem and if the fitting function satisfies the assumption. The proposed algorithm can also solve multi-dimensional fitting problems with arbitrary constraints on the fitting coefficients matrix. The generalized problem includes popular models such as regression and the orthogonal Procrustes problem. The results of the computational experiment show that the proposed algorithms are faster than the state-of-the-art benchmarks for L1-norm regression subset selection and L1-norm regression over a sphere. Further, the relative performance of the proposed algorithm improves as data size increases

Semidefinite programming and eigenvalue bounds for the graph partition problem

The graph partition problem is the problem of partitioning the vertex set of a graph into a fixed number of sets of given sizes such that the sum of weights of edges joining different sets is optimized. In this paper we simplify a known matrix-lifting semidefinite programming relaxation of the graph partition problem for several classes of graphs and also show how to aggregate additional triangle and independent set constraints for graphs with symmetry. We present an eigenvalue bound for the graph partition problem of a strongly regular graph, extending a similar result for the equipartition problem. We also derive a linear programming bound of the graph partition problem for certain Johnson and Kneser graphs. Using what we call the Laplacian algebra of a graph, we derive an eigenvalue bound for the graph partition problem that is the first known closed form bound that is applicable to any graph, thereby extending a well-known result in spectral graph theory. Finally, we strengthen a known semidefinite programming relaxation of a specific quadratic assignment problem and the above-mentioned matrix-lifting semidefinite programming relaxation by adding two constraints that correspond to assigning two vertices of the graph to different parts of the partition. This strengthening performs well on highly symmetric graphs when other relaxations provide weak or trivial bounds

Beating the SDP bound for the floor layout problem: A simple combinatorial idea

For many mixed-integer programming (MIP) problems, high-quality dual bounds can be obtained either through advanced formulation techniques coupled with a state-of-the-art MIP solver, or through semi-definite programming (SDP) relaxation hierarchies. In this paper, we introduce an alternative bounding approach that exploits the ‘combinatorial implosion’ effect by solving portions of the original problem and aggregating this information to obtain a global dual bound. We apply this technique to the one-dimensional and two-dimensional floor layout problems and compare it with the bounds generated by both state-of-the-art MIP solvers and by SDP relaxations. Specifically, we prove that the bounds obtained through the proposed technique are at least as good as those obtained through SDP relaxations, and present computational results that these bounds can be significantly stronger and easier to compute than these alternative strategies, particularly for very difficult problem instances.United States. National Science Foundation. Graduate Research Fellowship Program (Grant 1122374)United States. National Science Foundation. Graduate Research Fellowship Program (Grant CMMI-1351619

Optimal Routing of Energy-aware Vehicles in Networks with Inhomogeneous Charging Nodes

We study the routing problem for vehicles with limited energy through a network of inhomogeneous charging nodes. This is substantially more complicated than the homogeneous node case studied in [1]. We seek to minimize the total elapsed time for vehicles to reach their destinations considering both traveling and recharging times at nodes when the vehicles do not have adequate energy for the entire journey. We study two versions of the problem. In the single vehicle routing problem, we formulate a mixed-integer nonlinear programming (MINLP) problem and show that it can be reduced to a lower dimensionality problem by exploiting properties of an optimal solution. We also obtain a Linear Programming (LP) formulation allowing us to decompose it into two simpler problems yielding near-optimal solutions. For a multi-vehicle problem, where traffic congestion effects are included, we use a similar approach by grouping vehicles into "subflows". We also provide an alternative flow optimization formulation leading to a computationally simpler problem solution with minimal loss in accuracy. Numerical results are included to illustrate these approaches.Comment: To appear in proceeding of 22nd Mediterranean Conference on Control and Automation, MED'1