417 research outputs found
Prosumers and energy pricing policies: When, where, and under which conditions will prosumers emerge? A case study for Ontario (Canada)
A class of spectral bounds for Max k-Cut
International audienceIn this paper we introduce a new class of bounds for the maximum -cut problem on undirected edge-weighted simple graphs. The bounds involve eigenvalues of the weighted adjacency matrix together with geometrical parameters. They generalize previous results on the maximum (2-)cut problem and we demonstrate that they can strictly improve over other eigenvalue bounds from the literature. We also report computational results illustrating the potential impact of the new bounds
Mathematical Optimization Approach for Facility Layout on Several Rows
The facility layout problem is concerned with finding an arrangement of non-overlapping indivisible departments within a facility so as to minimize the total expected flow cost. In this paper we consider the special case of multi-row layout in which all the departments are to be placed in three or more rows, and our focus is on, for the first time, solutions for large instances. We first propose a new mixed integer linear programming formulation that uses continuous variables to represent the departments’ location in both x and y coordinates, where x represents the position of a department within a row and y represents the row assigned to the department. We prove that this formulation always achieves an optimal solution with integer values of y, but it is limited to solving instances with up to 13 departments. This limitation motivates the application of a two-stage optimization algorithm that combines two mathematical optimization models by taking the output of the first-stage model as the input of the second-stage model. This algorithm is, to the best of our knowledge, the first one in the literature reporting solutions for instances with up to 100 departments.publishersversionpublishe
A note on the Lasserre hierarchy for different formulations of the maximum independent set problem
Design and implementation of a modular interior-point solver for linear optimization
This paper introduces the algorithmic design and implementation of Tulip, an
open-source interior-point solver for linear optimization. It implements a
regularized homogeneous interior-point algorithm with multiple centrality
corrections, and therefore handles unbounded and infeasible problems. The
solver is written in Julia, thus allowing for a flexible and efficient
implementation: Tulip's algorithmic framework is fully disentangled from linear
algebra implementations and from a model's arithmetic. In particular, this
allows to seamlessly integrate specialized routines for structured problems.
Extensive computational results are reported. We find that Tulip is competitive
with open-source interior-point solvers on the H. Mittelmann's benchmark of
barrier linear programming solvers. Furthermore, we design specialized linear
algebra routines for structured master problems in the context of Dantzig-Wolfe
decomposition. These routines yield a tenfold speedup on large and dense
instances that arise in power systems operation and two-stage stochastic
programming, thereby outperforming state-of-the-art commercial interior point
method solvers. Finally, we illustrate Tulip's ability to use different levels
of arithmetic precision by solving problems in extended precision
Complexity of near-optimal robust versions of multilevel optimization problems
Near-optimality robustness extends multilevel optimization with a limited
deviation of a lower level from its optimal solution, anticipated by higher
levels. We analyze the complexity of near-optimal robust multilevel problems,
where near-optimal robustness is modelled through additional adversarial
decision-makers. Near-optimal robust versions of multilevel problems are shown
to remain in the same complexity class as the problem without near-optimality
robustness under general conditions
Survey of Optimization Models for Power System Operation and Expansion Planning With Demand Response
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