EURO Journal on Computational Optimization最新文献

A compact model for the home healthcare routing and scheduling problem 家庭医疗保健路由和调度问题的紧凑模型

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2024.100101

Roberto Montemanni , Sara Ceschia , Andrea Schaerf

引用次数: 0

Interior point methods in the year 2025 2025年的内部点法

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2025.100105

Jacek Gondzio

{"title":"Interior point methods in the year 2025","authors":"Jacek Gondzio","doi":"10.1016/j.ejco.2025.100105","DOIUrl":"10.1016/j.ejco.2025.100105","url":null,"abstract":"<div><div>Interior point methods (IPMs) have hugely influenced the field of optimization. Their fast development has been triggered by the seminal paper of Narendra Karmarkar published in 1984 which delivered a polynomial algorithm for linear programming and suggested that it might be implemented into a very efficient method in practice. Indeed, this has been demonstrated within a few years after 1984 and has gained IPMs a status of exceptionally powerful optimization tool. Linear Programming (LP) is at the centre of many operational research techniques including mixed-integer programming, network optimization and various decomposition techniques. Therefore, any progress in LP has far-reaching consequences. IPMs certainly did not disappoint in this context: they have become a heavily used methodology in modern optimization and operational research. Their accuracy, efficiency and reliability have been particularly appreciated when IPMs are applied to truly large scale problems which challenge any alternative approaches.</div><div>In this survey we will discuss several issues related to interior point methods. We will recall techniques which provide the building blocks of IPMs, and observe that actually at least some of them have been developed before 1984. We will briefly comment on the worst-case complexity results for different variants of IPMs and then focus on key aspects of their implementation. We will also address some of the most spectacular features of IPMs and discuss their potential advantages when applied in decomposition algorithms, cutting planes scheme and column generation technique.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100105"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143428084","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Efficient use of optimality conditions in Interval Branch and Bound methods 区间分支和定界方法中最优性条件的有效利用

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2025.100108

Mihály Gencsi, Boglárka G.-Tóth

{"title":"Efficient use of optimality conditions in Interval Branch and Bound methods","authors":"Mihály Gencsi, Boglárka G.-Tóth","doi":"10.1016/j.ejco.2025.100108","DOIUrl":"10.1016/j.ejco.2025.100108","url":null,"abstract":"<div><div>The Interval Branch and Bound (IBB) method is a widely used approach for solving nonlinear programming problems where a rigorous solution is required. The method uses Interval Arithmetic (IA) to handle rounding errors in calculations. In the literature, a wide range of variations of IBB exists. However, few IBB implementations use the Karush-Kuhn-Tucker (KKT) or the Fritz-John (FJ) optimality conditions to eliminate non-optimal boxes. The application of the FJ conditions implies to solve a system of interval linear equations, which is often challenging due to overestimation of the boxes. This study focuses on the geometric perspective of the FJ optimality conditions. A preliminary test is introduced, namely the Geometrical Test, which tries to decide when the optimality conditions cannot hold or whether it is convenient to compute the Fritz-John Test. Furthermore, a test case generator is presented that transforms unconstrained problems into constrained test cases by setting a given number of active and inactive constraints at a global optimizer. The efficiency of the Geometrical Test was considered through computational experiments on the generated benchmark. Six variations of the IBB were compared, with or without the FJ condition system and Geometrical Test. The best methods for solving the 272 generated test cases use the designed Geometrical Test with the Lagrange estimator and the Newton step on the normalized interval FJ conditions in most cases.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100108"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144068274","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A diving heuristic for mixed-integer problems with unbounded semi-continuous variables 具有无界半连续变量的混合整数问题的潜水启发式

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2025.100107

Katrin Halbig , Alexander Hoen , Ambros Gleixner , Jakob Witzig , Dieter Weninger

{"title":"A diving heuristic for mixed-integer problems with unbounded semi-continuous variables","authors":"Katrin Halbig , Alexander Hoen , Ambros Gleixner , Jakob Witzig , Dieter Weninger","doi":"10.1016/j.ejco.2025.100107","DOIUrl":"10.1016/j.ejco.2025.100107","url":null,"abstract":"<div><div>Semi-continuous decision variables arise naturally in many real-world applications. They are defined to take either value zero or any value within a specified range, and occur mainly to prevent small nonzero values in the solution. One particular challenge that can come with semi-continuous variables in practical models is that their upper bound may be large or even infinite. In this article, we briefly discuss these challenges, and present a new diving heuristic tailored for mixed-integer optimization problems with general semi-continuous variables. The heuristic is designed to work independently of whether the semi-continuous variables are bounded from above, and thus circumvents the specific difficulties that come with unbounded semi-continuous variables. We conduct extensive computational experiments on three different test sets, integrating the heuristic in an open-source MIP solver. The results indicate that this heuristic is a successful tool for finding high-quality solutions in negligible time. At the root node the primal gap is reduced by an average of 5% up to 21%, and considering the overall performance improvement, the primal integral is reduced by 2% to 17% on average.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100107"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143879297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

A tutorial on properties of the epigraph reformulation 关于铭文改写的性质的教程

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2025.100109

Oliver Stein

引用次数: 0

In memoriam: Marguerite Straus Frank (1927–2024) 纪念：玛格丽特·斯特劳斯·弗兰克（1927-2024）

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2025-01-01 DOI: 10.1016/j.ejco.2025.100104

Immanuel Bomze, Anna Nagurney

引用次数: 0

Modern optimization approaches to classification—Special issue editorial 分类的现代优化方法--特刊社论

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2024-01-01 DOI: 10.1016/j.ejco.2024.100097

António Pedro Duarte Silva , Laura Palagi , Veronica Piccialli

引用次数: 0

An effective hybrid decomposition approach to solve the network-constrained stochastic unit commitment problem in large-scale power systems 解决大规模电力系统中网络受限随机机组承诺问题的有效混合分解方法

IF 2.4

EURO Journal on Computational Optimization Pub Date : 2024-01-01 DOI: 10.1016/j.ejco.2024.100085

Ricardo M. Lima , Gonzalo E. Constante-Flores , Antonio J. Conejo , Omar M. Knio

{"title":"An effective hybrid decomposition approach to solve the network-constrained stochastic unit commitment problem in large-scale power systems","authors":"Ricardo M. Lima , Gonzalo E. Constante-Flores , Antonio J. Conejo , Omar M. Knio","doi":"10.1016/j.ejco.2024.100085","DOIUrl":"https://doi.org/10.1016/j.ejco.2024.100085","url":null,"abstract":"<div><p>We propose a novel hybrid method to solve the network-constrained stochastic unit commitment problem. We target realistic large-scale instances including hundreds of thermal generation units, thousands of transmission lines and nodes, and a large number of stochastic renewable generation units. This scheduling problem is formulated as a two-stage stochastic programming problem with continuous and binary variables in the first stage and only continuous variables in the second stage. We develop a hybrid solution method that decomposes the original problem into a master problem including unit commitment and dispatch decisions, and decomposed subproblems representing dispatch with transmission constraints per scenario. The proposed decomposition embeds a column-and-constraint generation step within the traditional Benders decomposition framework. The performance of the proposed decomposition technique is contrasted with the solution of the extensive form via branch-and-cut and Benders decomposition available in commercial solvers, and with conventional Benders decomposition variants. Our computational experiments show that the proposed method generates bounds of superior quality and finds solutions for instances where other approaches fail.</p></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"12 ","pages":"Article 100085"},"PeriodicalIF":2.4,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2192440624000029/pdfft?md5=6e5b9d1b9d47dcb072bff8ae23d37d2b&pid=1-s2.0-S2192440624000029-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139714415","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

New computational results for integrated production and outbound distribution scheduling problems for a product with a short lifespan 短寿命产品的综合生产和配送调度问题的新计算结果

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2024-01-01 DOI: 10.1016/j.ejco.2024.100095

Markó Horváth

{"title":"New computational results for integrated production and outbound distribution scheduling problems for a product with a short lifespan","authors":"Markó Horváth","doi":"10.1016/j.ejco.2024.100095","DOIUrl":"https://doi.org/10.1016/j.ejco.2024.100095","url":null,"abstract":"<div><p>In this paper, we consider an integrated production and outbound distribution scheduling problem with a single production site, and its extension to multiple plants. A set of orders must be satisfied such that the required pieces from a single product must be first processed on a single machine in a plant, then must be delivered to the customers before their lifespan expire using a single vehicle. The goal is to minimize the makespan of the solution, which is the return time of the vehicle after its last trip. We propose an elementary variable neighborhood search to solve the problem, using two new local search operators. Our computational results show that this simple procedure outperforms the existing, sometimes complex approaches on the widely used benchmark dataset. We also review the existing computational results, and demonstrate that in some cases the comparisons in the literature are invalid due to the use of different rounding of the data. By re-evaluating the accessible solutions we provide a fair comparison for each rounding method. We also consider the extension of the problem to multiple plants, and adapt our solution approach for this extension. Our experiments show that our method is competitive in terms of solution quality with the existing solution approach for the problem.</p></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"12 ","pages":"Article 100095"},"PeriodicalIF":2.6,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2192440624000121/pdfft?md5=cf7e3d7b2aaa208cbc58be5f8cb0cff9&pid=1-s2.0-S2192440624000121-main.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141483110","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Recent advances in exact optimization methods for OR applications – Special issue editorial OR应用精确优化方法的最新进展-特刊社论

IF 2.6

EURO Journal on Computational Optimization Pub Date : 2024-01-01 DOI: 10.1016/j.ejco.2024.100096

Markus Sinnl

引用次数: 0