Multi-Objective Mixed Integer Programming: An Objective Space Algorithm

This paper introduces the first objective space algorithm which can exactly find all supported and non-supported non-dominated solutions to a mixed-integer multi-objective linear program with an arbitrary number of objective functions. This algorithm is presented in three phases. First it builds up a super-set which contains the Pareto front. This super-set is then modified to not contain any intersecting polytopes. Once this is achieved, the algorithm efficiently calculates which portions of the super-set are not part of the Pareto front and removes them, leaving exactly the Pareto front.Comment: 6 pages, presented at LeGO International Global Optimization Workshop. At time of submission, no competing algorithm was known, but a competing algorithm was published between submission and presentation of this wor

Computing the crosscap number of a knot using integer programming and normal surfaces

The crosscap number of a knot is an invariant describing the non-orientable surface of smallest genus that the knot bounds. Unlike knot genus (its orientable counterpart), crosscap numbers are difficult to compute and no general algorithm is known. We present three methods for computing crosscap number that offer varying trade-offs between precision and speed: (i) an algorithm based on Hilbert basis enumeration and (ii) an algorithm based on exact integer programming, both of which either compute the solution precisely or reduce it to two possible values, and (iii) a fast but limited precision integer programming algorithm that bounds the solution from above. The first two algorithms advance the theoretical state of the art, but remain intractable for practical use. The third algorithm is fast and effective, which we show in a practical setting by making significant improvements to the current knowledge of crosscap numbers in knot tables. Our integer programming framework is general, with the potential for further applications in computational geometry and topology.Comment: 19 pages, 7 figures, 1 table; v2: minor revisions; to appear in ACM Transactions on Mathematical Softwar

Transmission Expansion Planning Considering Energy Storage

In electricity transmission networks, energy storage systems (ESS) provide a means of upgrade deferral by smoothing supply and matching demand. We develop a mixed integer programming (MIP) extension to the transmission network expansion planning (TEP) problem that considers the installation and operation of ESS as well as additional circuits. The model is demonstrated on the well known Garver's 6-bus and IEEE 25-bus test circuits for two 24 hour operating scenarios; a short peak, and a long peak. We show optimal location and capacity of storage is sensitive not only to cost, but also variability of demand in the network

Multi-objective integer programming: An improved recursive algorithm

This paper introduces an improved recursive algorithm to generate the set of all nondominated objective vectors for the Multi-Objective Integer Programming (MOIP) problem. We significantly improve the earlier recursive algorithm of \"Ozlen and Azizo\u{g}lu by using the set of already solved subproblems and their solutions to avoid solving a large number of IPs. A numerical example is presented to explain the workings of the algorithm, and we conduct a series of computational experiments to show the savings that can be obtained. As our experiments show, the improvement becomes more significant as the problems grow larger in terms of the number of objectives.Comment: 11 pages, 6 tables; v2: added more details and a computational stud