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

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

An optimization model to maximize energy generation in short-term hydropower unit commitment using efficiency points

This paper presents a linear mixed-integer formulation to solve the short-term hydropower unit commitment problem. It uses the pair of maximum efficiency points of water discharge and the power produced at the maximum storage for all possible combinations of turbines. The goal is to maximize total energy production for all periods. The objective function is calculated using the correction between the power produced at the current volume and the maximum storage and penalizes unit start-ups. Constraints on the maximum number of turbine changes are imposed to find a viable solution. Computational results are reported for 65 instances with two powerhouses of five turbines each located in the Saguenay-Lac-St-Jean region of the province of Quebec in Canada