Mixing sets linked by bidirected paths

Recently there has been considerable research on simple mixed-integer sets, called mixing sets, and closely related sets arising in uncapacitated and constant capacity lot- sizing. This in turn has led to study of more general sets, called network-dual sets, for which it is possible to derive extended formulations whose projection gives the convex hull of the network-dual set. Unfortunately this formulation cannot be used (in general) to optimize in polynomial time. Furthermore the inequalities definining the convex hull of a network-dual set in the original space of variables are known only for some special cases. Here we study two new cases, in which the continuous variables of the network-dual set are linked by a bi- directed path. In the first case, which is motivated by lot-sizing problems with (lost) sales, we provide a description of the convex hull as the intersection of the convex hulls of 2^n mixing sets, where n is the number of continuous variables of the set. However optimization is polynomial as only n + 1 of the sets are required for any given objective function. In the second case, generalizing single arc flow sets, we describe again the convex hull as an intersection of an exponential number of mixing sets and also give a combinatorial polynomial-time separation algorithm.mixing sets, extended formulations, mixed integer programming, lot-sizing with sales

Single item lot-sizing with non-decreasing capacities

We consider the single item lot-sizing problem with capacities that are non-decreasing over time. When the cost function is i) non-speculative or Wagner-Whitin (for instance, constant unit production costs and non-negative unit holding costs), and ii) the production set-up costs are non-increasing over time, it is known that the minimum cost lot-sizing problem is polynomially solvable using dynamic programming. When the capacities are non-decreasing, we derive a compact mixed integer programming reformulation whose linear programming relaxation solves the lot-sizing problem to optimality when the objective function satisfies i) and ii). The formulation is based on mixing set relaxations and reduces to the (known) convex hull of solutions when the capacities are constant over time. We illustrate the use and effectiveness of this improved LP formulation on a new test instances, including instances with and without Wagner-Whitin costs, and with both non-decreasing and arbitrary capacities over time.lot-sizing, mixing set relaxation, compact reformulation, production planning, mixed integer programming

A Cycle-Based Formulation and Valid Inequalities for DC Power Transmission Problems with Switching

It is well-known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the U.S. should "encourage, as appropriate, the deployment of advanced transmission technologies" including "optimized transmission line configurations". As such, many authors have studied the problem of determining an optimal set of transmission lines to switch off to minimize the cost of meeting a given power demand under the direct current (DC) model of power flow. This problem is known in the literature as the Direct-Current Optimal Transmission Switching Problem (DC-OTS). Most research on DC-OTS has focused on heuristic algorithms for generating quality solutions or on the application of DC-OTS to crucial operational and strategic problems such as contingency correction, real-time dispatch, and transmission expansion. The mathematical theory of the DC-OTS problem is less well-developed. In this work, we formally establish that DC-OTS is NP-Hard, even if the power network is a series-parallel graph with at most one load/demand pair. Inspired by Kirchoff's Voltage Law, we give a cycle-based formulation for DC-OTS, and we use the new formulation to build a cycle-induced relaxation. We characterize the convex hull of the cycle-induced relaxation, and the characterization provides strong valid inequalities that can be used in a cutting-plane approach to solve the DC-OTS. We give details of a practical implementation, and we show promising computational results on standard benchmark instances

Reformulation of Lot-Sizing Problems with Backlogging and Outsourcing

Recently. we proposed a lot-sizing model with outsourcing and also developed algorithms to solve it ([8]-[10]).Since lot-sizing problems are mixed integer programming, reformulate them in compact linear programming is always a challenge.In this manuscript, we review reformulation theory developed for lot-sizing models, especially these related to outsourcing models. Although relaxed reformulation of outsourcing model is same as the one with backlogging which has been solved and published, these two models differ. We show their differences in structure of extreme optimal solutions. Finally we give a linear reformulation for discrete lot-sizing model with outsourcing for a regeneration interval

Lot-sizing with stock upper bounds and fixed charges

Here we study the discrete lot-sizing problem with an initial stock variable and an associated variable upper bound constraint. This problem is of interest in its own right, and is also a natural relaxation of the constant capacity lot-sizing problem with upper bounds and fixed charges on the stock variables. We show that the convex hull of solutions of the discrete lot-sizing problem is obtained as the intersection of two simpler sets, one involving just 0-1 variables and the second a mixing set with a variable upper bound constraint. For these two sets we derive both inequality descriptions and polynomial-size extended formulations of their respective convex hulls. Finally we carry out some limited computational tests on single-item constant capacity lot-sizing problems with upper bounds and fixed charges on the stock variables in which we use the extended formulations derived above to strengthen the initial mixed integer programming formulations.mixed integer programming, discrete lot-sizing, stock fixed costs, mixing sets

Algorithms for unbounded and varied capacitated lot-sizing problems with outsourcing

Lot-sizing problems have been extensively researched for more than half century．There are relative small number of papers on lot-sizing models with outsourcing, despite its important applications in operations research. Recently several papers related to out-sourcing models are published．When there is no bound on production capacity, linear algorithm（ totally square） is possible. Period varying capacitated lot-sizing model is known as NP-hard even outsourcing is not allowed. In this manuscript, we treat these two extreme cases, we give a efficient algorithm for former case, and propose a pseudo-polynomial scheme for period varying production capacities

Mixed n-step MIR inequalities: Facets for the n-mixing set

AbstractGünlük and Pochet [O. Günlük, Y. Pochet, Mixing mixed integer inequalities. Mathematical Programming 90 (2001) 429–457] proposed a procedure to mix mixed integer rounding (MIR) inequalities. The mixed MIR inequalities define the convex hull of the mixing set {(y1,…,ym,v)∈Zm×R+:α1yi+v≥βi,i=1,…,m} and can also be used to generate valid inequalities for general as well as several special mixed integer programs (MIPs). In another direction, Kianfar and Fathi [K. Kianfar, Y. Fathi, Generalized mixed integer rounding inequalities: facets for infinite group polyhedra. Mathematical Programming 120 (2009) 313–346] introduced the n-step MIR inequalities for the mixed integer knapsack set through a generalization of MIR. In this paper, we generalize the mixing procedure to the n-step MIR inequalities and introduce the mixed n-step MIR inequalities. We prove that these inequalities define facets for a generalization of the mixing set with n integer variables in each row (which we refer to as the n-mixing set), i.e. {(y1,…,ym,v)∈(Z×Z+n−1)m×R+:∑j=1nαjyji+v≥βi,i=1,…,m}. The mixed MIR inequalities are simply the special case of n=1. We also show that mixed n-step MIR can generate valid inequalities based on multiple constraints for general MIPs. Moreover, we introduce generalizations of the capacitated lot-sizing and facility location problems, which we refer to as the multi-module problems, and show that mixed n-step MIR can be used to generate valid inequalities for these generalizations. Our computational results on small MIPLIB instances as well as a set of multi-module lot-sizing instances justify the effectiveness of the mixed n-step MIR inequalities

Valid Inequalities and Facets for Multi-Module (Survivable) Capacitated Network Design Problem

In this dissertation, we develop new methodologies and algorithms to solve the multi-module (survivable) network design problem. Many real-world decision-making problems can be modeled as network design problems, especially on networks with capacity requirements on arcs or edges. In most cases, network design problems of this type that have been studied involve different types of capacity sizes (modules), and we call them the multi-module capacitated network design (MMND) problem. MMND problems arise in various industrial applications, such as transportation, telecommunication, power grid, data centers, and oil production, among many others. In the first part of the dissertation, we study the polyhedral structure of the MMND problem. We summarize current literature on polyhedral study of MMND, which generates the family of the so-called cutset inequalities based on the traditional mixed integer rounding (MIR). We then introduce a new family of inequalities for MMND based on the so-called n-step MIR, and show that various classes of cutset inequalities in the literature are special cases of these inequalities. We do so by studying a mixed integer set, the cutset polyhedron, which is closely related to MMND. We We also study the strength of this family of inequalities by providing some facet-defining conditions. These inequalities are then tested on MMND instances, and our computational results show that these classes of inequalities are very effective for solving MMND problems. Generalizations of these inequalities for some variants of MMND are also discussed. Network design problems have many generalizations depending on the application. In the second part of the dissertation, we study a highly applicable form of SND, referred to as multi-module SND (MM-SND), in which transmission capacities on edges can be sum of integer multiples of differently sized capacity modules. For the first time, we formulate MM-SND as a mixed integer program (MIP) using preconfigured-cycles (p-cycles) to reroute flow on failed edges. We derive several classes of valid inequalities for this MIP, and show that the valid inequalities previously developed in the literature for single-module SND are special cases of our inequalities. Furthermore, we show that our valid inequalities are facet-defining for MM-SND in many cases. Our computational results, using a heuristic separation algorithm, show that these inequalities are very effective in solving MM-SND. In particular they are more effective than compared to using single-module inequalities alone. Lastly, we generalize the inequalities for MMND for other mixed integer sets relaxed from MMND and the cutset polyhedron. These inequalities also generalize several valid inequalities in the literature. We conclude the dissertation by summarizing the work and pointing out potential directions for future research