2016 INFORMS Annual Meeting Program

337 / 561

INFORMS Nashville – 2016
337
2 - Supply Chain Design As A Mechanism To Introduce Biofuel
Feedstock Adoption In Africa
Liang Lu, UC Berkeley, Berkeley, CA, United States,
Wei Qi, Zuo-Jun Max Shen,
David Zilberman
Many biofuel projects in Africa are not sufficiently developed to benefit
smallholders. We propose models of capacity planning and dynamic feedstock
sourcing design for a biorefinary. We show that refineries have to reach a critical
capacity to justify outsourcing. The role of smallholders’ learning rate/project
length/credit availability/government subsidy are discussed.
3 - Designing A Reliable And Congested Multi-modal Facility
Location Problem For Bio-fuel Supply Chain Network
Sushil Raj Poudel, Mississippi State University, Dept of Industrial &
Systems Engineerring, PO Box 9542, Starkville, MS, 39762, United
States, , MD Abdul Quddus, Mohammad
Marufuzzaman, Sudipta Chowdhury, Brian Smith, Linkan Bian
This study presents a mathematical model that designs a reliable multi-modal
transportation network for a bio-fuel supply chain system. The proposed model
investigates the effect of different levels of congestion and disruption on locating
multi-modal facilities and bio-refineries. The nested decomposition algorithm we
propose combine Constraint Generation (CG) and Rolling Horizon (RH) to solve
this NP-hard problem. Results obtained from the experiments revealed that the
effect of congestion reduces the total number of multi-modal facilities and the
consideration of disruption probability move away the facilities from coastal areas
while increasing the total unit cost of bio-fuel.
TD11
104A-MCC
Quality-Guaranteed Network Design: Interdiction,
Routing, and Resource Allocation
Sponsored: Optimization, Network Optimization
Sponsored Session
Chair: Tachun Lin, Assistant Professor, Bradley University,
1501 W Bradley Ave, Bradley Hall 171, Peoria, IL, 61625, United States,
1 - Risk-averse Bi-level Stochastic Network Interdiction Model
For Cyber-security
Tanveer Hossain Bhuiyan, Mississippi State University, P.O Box
9542, 260 McCain Hall,, Mississippi State University, Starkville,
MS, 39762, United States, Apurba K Nandi,
Hugh Medal
We propose a bi-level stochastic network interdiction model to enable a risk-
averse and resource constrained cyber network defender to optimally deploy
security countermeasures. The model minimizes both the overall expected
maximum loss and the expected loss from worst cyber-attacks while capturing the
interaction between the defender and the attacker. The budget of an attacker in
our model is uncertain. In the presence of uncertain attack scenarios, this risk
aversion approach provides a more robust interdiction plan as compared to the
risk-neutral approach. We develop parallelizable exact and heuristic algorithms to
solve the model.
2 - Revisiting Integrated Fleeting And Routing Design For
International Flight Management
Zhili Zhou, United Airlines,
We study the integrated fleeting and routing problem for international flight
management, which requires maximally preserve the consistency of fleet and
flight leg assignment. We analyze the historical patterns of fleet routes and
develop approximation algorithms for fleet routing through splitting and adding
with historical patterns as base. We further integrate the routing model with
fleeting model. Computational results demonstrate that the solution approaches
achieves assignment consistency and CAPEX maximization.
3 - Network Function Placement: A Game-theoretic Approach
Tachun Lin, Bradley University,
Network function virtualization decouples network functions from proprietary
networking hardware and enables adaptive services to end-user requests. We
study a network virtualization scheme and propose an integrated design for
network function instance allocation and end-to-end demand realization sharing
the same physical substrate network. We first propose an MILP formulation to
find the optimal solution, and then present a two-player pure-strategy game
which captures the competition on physical resources between network function
instance allocation and routing. We then design an algorithm based on iterative
weakly dominated elimination in Game Theory to solve this problem.
TD12
104B-MCC
New Results on Polyhedral Relaxations
Sponsored: Optimization, Integer and Discrete Optimization
Sponsored Session
Chair: Akshay Gupte, Clemson University, Clemson, SC, United States,
1 - Approximation Guarantees Of Closures
Joseph Paat, Johns Hopkins University,
Intersection cuts for Gomory’s corner polyhedron can be generated using lattice-
free sets. While the intersection of all of these cuts reproduces the corner
polyhedron, a question of interest is how well does a subfamily of intersection
cuts approximate the corner polyhedron. We examine this question and develop
conditions for approximation based on the number of facets of the underlying
lattice-free sets. This work was done in collaboration with Gennadiy Averkov
from the University of Magdeburg in Germany, and Amitabh Basu from Johns
Hopkins University in the USA.
2 - Some Lexicographic Perspectives On Valid Inequalities
Michael Eldredge, Clemson University,
, Akshay Gupte
If B is a box in n-dimensional space, then the convex hull of integer points that
are lexicographically between two given points is describable with 4n linear
constraints. In this presentation we analyze a process that exploits this
representation to define disjunctions and split cuts in integer programming
problems, including presenting complexity results for determining the feasibility
of lexicographically defined sets.
3 - An Efficient Algorithm For Trivial Lifting In Two Dimensions
Alinson Xavier, University of Waterloo, Waterloo, ON, Canada,
, Ricardo Fukasawa, Laurent Poirrier
When generating cuts for MIPs from multiple rows of the simplex tableau, the
usual approach has been to relax the integrality of the non-basic variables,
compute an intersection cut, then strengthen the cut coefficients corresponding to
integral non-basic variables using the so-called trivial lifting procedure. Although
of polynomial-time complexity in theory, this lifting procedure can be
computationally costly in practice. For two-row relaxations, we present an
algorithm that computes trivial lifting coefficients in constant time, for arbitrary
maximal lattice-free sets. Computational experiments confirm that the algorithm
works well in practice. We discuss possible generalizations.
4 - On MIP Relaxations For Nonlinear Programs
Taotao He, Purdue University, Rawls Hall, 100 S Grant Street,
West Lafayette, IN, 47907-2076, United States,
, Mohit Tawarmalani
In this talk, we propose new recursive relaxation techniques for factorable
programs. We consider the graph of product on non-negative convex functions
and show that tighter relaxations than the McCormick scheme can be developed
in a variety of ways. We use these schemes in conjunction with disjunctive
programming to develop a hierarchy of MIP relaxations whose optimal value
converges asymptotically to that of the nonlinear program. We provide
preliminary computations to demonstrate the efficacy of our scheme.
TD13
104C-MCC
Software and Methodologies for (Nonlinear)
Integer Programming
Sponsored: Optimization, Computational Optimization and Software
Sponsored Session
Chair: Alexandra M Newman, Colorado School of Mines, Golden, CO,
United States,
1 - Software For Nonlinearly Constrained Optimization
Sven Leyffer, Argonne National Laboratory,
We survey different methodologies for solving general nonlinearly constrained
optimization problems, including interior-point, augmented Lagrangian, and
active-set methods. We discuss linear algebra requirements of these different
techniques; present different globalization strategies; and comment on their
relative performance for solving large-scale optimization problems. Time
permitting we will present preliminary results with a new solver library that we
are developing.
TD13