arXiv subjects

Ivana Ljubić

Publications and source records attributed to Ivana Ljubić.

15 recordsLinked to original sources

arXiv2026

On solving integer bilevel optimization problems with a non-convex quadratic follower objective function using disjunctive cuts

In this work, we study bilevel optimization problems where all variables are integer, all constraints and the leader objective function are linear, and the follower objective function is non-convex quadratic. Relying on bilevel-free sets derived from improving directions, we develop a disjunctive cut approach to exclude bilevel-infeasible solutions within a branch-and-cut algorithm. We show that our disjunctive cuts can be obtained by solving a cut generating linear program. Furthermore, we discuss conditions that allow the number of disjuncts in the cut generating linear program to be reduced, and we propose several strategies to identify improving directions and generate disjunctive cuts efficiently. We evaluate various aspects of the proposed branch-and-cut algorithm on both convex instances from the literature that fit our setting and new non-convex instances and compare the performance of our best approach with existing state-of-the-art approaches, which we significantly outperform.

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arXiv2026

An Exact Algorithm for the Max-Min Covering Location Blocker Problem

We introduce the Max-Min Covering Location Blocker Problem, a bilevel optimization problem in which a leader blocks a minimum-cost set of candidate locations so that the optimal coverage of a budget-constrained follower does not exceed a prescribed target. Each customer's coverage is determined by the least favorable open facility that can serve it. The induced follower coverage set function is nonmonotone and nonsubmodular, so the validity of interdiction cuts cannot be inherited from existing frameworks. We develop an exact nested decomposition that exploits the max-min coverage structure at both levels. At the outer level, we establish the validity of interdiction cuts from this structure and strengthen them with facility-specific coefficients bounding the coverage lost when a critical facility is removed. We solve the NP-hard follower problem by branch-and-Benders-cut after projecting out the customer coverage variables, and characterize an optimal dual solution of the separation problem in closed form, generating Benders optimality cuts in linear time without solving a linear program. Computational experiments on benchmark instances show that both ingredients substantially improve the performance of the method. With a moderate number of candidate locations, instances with 300,000 customers are solved to optimality within one hour. A comparison with two general-purpose bilevel solvers from the literature shows the proposed method to be one to three orders of magnitude faster, and to solve to optimality instances that neither of them closes. The model applies wherever the planner cannot control which facility serves a customer, as in public automated external defibrillator (AED) networks. A case study on a network using real AED data from Virginia Beach illustrates the model.

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arXiv2026

Exact Methods for Solving k-Delete Recoverable Robust 0-1 Problems Under Budgeted Uncertainty

We study the k-delete recoverable robust 0-1 problem in which a decision-maker solves a combinatorial optimization problem subject to objective uncertainty. The model follows a two-stage robust setup. The decision-maker first commits to an initial plan and may then revoke up to k components of this decision after the uncertainty is revealed. The underlying uncertainty is modeled using a budgeted uncertainty set so that the decision-maker only hedges against a limited number of deviations in the uncertain parameters. We present four reformulations of the k-delete recoverable robust problem, which can be tackled using (i) general-purpose mixed-integer linear programming solvers, (ii) branch-and-cut methods, or (iii) column-and-constraint generation algorithms. For each formulation, we identify suitable solution methods and prove their correctness. Overall, we present eight approaches to solve the k-delete recoverable robust problem, which we assess and compare in an extensive computational study on instances of the assignment problem and the single-source capacitated facility location problem.

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arXiv2026

Modeling Network Congestion under Demand Uncertainty Using Wardrop Principles

Motivated by the need for reliable traffic management under fluctuating travel demand, we study the problem of determining the worst-case congestion in a multi-commodity traffic network subject to demand uncertainty. To this end, we stress-test a given network by identifying demand realizations and corresponding travelers' route choices that maximize congestion. The users of the traffic network are assumed to act according to one of the two Wardrop principles, the user equilibrium or the system optimum, so that the resulting congestion models can be seen as bilevel problems with a single leader and multiple followers. To address uncertain travel demand, we consider different models such as ellipsoidal or budgeted uncertainty sets and the hose polyhedron. We present single-level mixed-integer nonlinear reformulations of the congestion models that exploit binary variables and big-M constants, prove the existence of optimal solutions, derive valid big-Ms, and propose several enhancement techniques to further strengthen the formulations. An extensive computational study on instances of the Sioux Falls network and instances from the SNDlib demonstrates the computational effectiveness of the proposed techniques and provides insight into the impact of different congestion measures and uncertainty models on the resulting worst-case congestion.

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arXiv2026

An Integer Programming Approach to Compute Lower Bounds for Ramsey Numbers Using Circulant Graphs

The Ramsey number $R(m,n)$ is the smallest order at which every red-blue edge coloring of a complete graph must contain a blue clique (a complete subgraph) of size $m$ or a red clique of size $n$. Determining these numbers exactly is extremely hard, and even certifying a lower bound requires exhibiting an explicit coloring that avoids both cliques. We develop an integer programming framework for certifying such lower bounds, restricting the search to circulant graphs, whose rotational symmetry lets us reformulate the problem in a projected distance space, reducing the number of binary variables from quadratic to linear in the graph order. We strengthen this projected model through coefficient reduction and solve it with a branch-and-cut algorithm whose separation routine exploits the common neighborhood structure of circulant graphs, combining heuristic and exact maximum-clique algorithms. In an extensive computational campaign on circulant graphs with up to 410 vertices, we improve the best lower bounds previously obtained by other methods by up to 11 points for 25 values of $R(3,n)$ with $24\le n\le49$ and $n\neq27$, each backed by an explicit graph certificate that can be independently verified with a stand-alone exact clique solver. To the best of our knowledge, our method also provides the first reproducible optimization-based procedure for certifying circulant Ramsey numbers $R_C(m,n)$, which we use to establish eight new values of $R_C(3,n)$ with $13\le n\le20$. Our framework, graph certificates, and stand-alone checker are provided as supplementary material to support independent verification and reuse.

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arXiv2026

Bilevel optimization with sustainability perspective: A survey on applications

Bilevel optimization, a well-established field for modeling hierarchical decision-making problems, has recently intersected with sustainability studies and practices, resulting in a series of works focusing on bilevel optimization problems involving multiple decision makers with diverse economic, environmental, and social objectives. This survey offers a comprehensive overview of sustainable bilevel optimization applications. First, we introduce the main concepts related to the nature of bilevel optimization problems and present some typical mathematical formulations for bilevel pricing problems that cover many of the collected applications. Then, we review the most relevant works published in sustainable bilevel optimization, giving a classification based on the application domains and their association with well-known operations research problems, while briefly discussing the proposed solution methodologies. We survey applications on transportation and logistics, production planning and manufacturing, water, waste, and agriculture management, supply chains, and disaster prevention and response. Finally, we outline a list of open questions and opportunities for future research in this domain.

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arXiv2025

An efficient branch-and-cut algorithm for the multiple probabilistic covering location problem

In this paper, we consider the multiple probabilistic covering location problem (MPCLP), which attempts to open a fixed number of facilities to maximize the total covered customer demand under a joint probabilistic coverage setting. We present a new mixed integer nonlinear programming (MINLP) formulation, and develop an efficient linear programming (LP) based branch-and-cut (B&C) algorithm where submodular and outer-approximation inequalities are used to replace the nonlinear constraints and are separated at the nodes of the search tree. One key advantage of the proposed B&C algorithm is that the number of variables in the underlying formulation grows only linearly with the number of customers and facility locations and is one-order of magnitude smaller than that in the underlying formulation of a state-of-the-art B&C algorithm in the literature. Moreover, we propose two new families of strong valid inequalities, called enhanced outer-approximation and lifted subadditive inequalities, to strengthen the LP relaxation and speed up the convergence of the proposed B&C algorithm. In extensive computational experiments on a testbed of 240 benchmark MPCLP instances, we show that, thanks to the small problem size and the strong LP relaxation of the underlying formulation, the proposed B&C algorithm significantly outperforms a state-of-the-art B&C algorithm in terms of running time, number of nodes in the search tree, and number of solved instances. In particular, using the proposed B&C algorithm, we are able to provide optimal solutions for 57 previously unsolved benchmark instances within a time limit of one hour.

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arXiv2024

Benders decomposition for congested partial set covering location with uncertain demand

In this paper, we introduce a mixed integer quadratic formulation for the congested variant of the partial set covering location problem, which involves determining a subset of facility locations to open and efficiently allocating customers to these facilities to minimize the combined costs of facility opening and congestion while ensuring target coverage. To enhance the resilience of the solution against demand fluctuations, we address the case under uncertain customer demand using $Γ$-robustness. We formulate the deterministic problem and its robust counterpart as mixed-integer quadratic problems. We investigate the effect of the protection level in adapted instances from the literature to provide critical insights into how sensitive the planning is to the protection level. Moreover, since the size of the robust counterpart grows with the number of customers, which could be significant in real-world contexts, we propose the use of Benders decomposition to effectively reduce the number of variables by projecting out of the master problem all the variables dependent on the number of customers. We illustrate how to incorporate our Benders approach within a mixed-integer second-order cone programming (MISOCP) solver, addressing explicitly all the ingredients that are instrumental for its success. We discuss single-tree and multi-tree approaches and introduce a perturbation technique to deal with the degeneracy of the Benders subproblem efficiently. Our tailored Benders approaches outperform the perspective reformulation solved using the state-of-the-art MISOCP solver Gurobi on adapted instances from the literature.

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arXiv2024

Operational Research: Methods and Applications

Throughout its history, Operational Research has evolved to include a variety of methods, models and algorithms that have been applied to a diverse and wide range of contexts. This encyclopedic article consists of two main sections: methods and applications. The first aims to summarise the up-to-date knowledge and provide an overview of the state-of-the-art methods and key developments in the various subdomains of the field. The second offers a wide-ranging list of areas where Operational Research has been applied. The article is meant to be read in a nonlinear fashion. It should be used as a point of reference or first-port-of-call for a diverse pool of readers: academics, researchers, students, and practitioners. The entries within the methods and applications sections are presented in alphabetical order. The authors dedicate this paper to the 2023 Turkey/Syria earthquake victims. We sincerely hope that advances in OR will play a role towards minimising the pain and suffering caused by this and future catastrophes.

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arXiv2023

A Brief Introduction to Robust Bilevel Optimization

Bilevel optimization is a powerful tool for modeling hierarchical decision making processes. However, the resulting problems are challenging to solve - both in theory and practice. Fortunately, there have been significant algorithmic advances in the field so that we can solve much larger and also more complicated problems today compared to what was possible to solve two decades ago. This results in more and more challenging bilevel problems that researchers try to solve today. In this article, we give a brief introduction to one of these more challenging classes of bilevel problems: bilevel optimization under uncertainty using robust optimization techniques. To this end, we briefly state different versions of uncertain bilevel problems that result from different levels of cooperation of the follower as well as on when the uncertainty is revealed. We highlight these concepts using an academic example and discuss recent results from the literature concerning complexity as well as solution approaches. Finally, we discuss that the sources of uncertainty in bilevel optimization are much richer than in single-level optimization and, to this end, introduce the concept of decision uncertainty.

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arXiv2023

On SOCP-based disjunctive cuts for solving a class of integer bilevel nonlinear programs

We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate bilevel-infeasible solutions using a second-order-cone-based cut-generating procedure. We propose DC separation strategies and consider several approaches for removing redundant disjunctions and normalization. Using these DCs, we propose a branch-and-cut algorithm for the problem class we study, and a cutting-plane method for the problem variant with only binary variables. We present an extensive computational study on a diverse set of instances, including instances with binary and with integer variables, and instances with a single and with multiple linking constraints. Our computational study demonstrates that the proposed enhancements of our solution approaches are effective for improving the performance. Moreover, both of our approaches outperform a state-of-the-art generic solver for mixed-integer bilevel linear programs that is able to solve a linearized version of our binary instances.

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arXiv2022

Benders Adaptive-Cuts Method for Two-Stage Stochastic Programs

Benders decomposition is one of the most applied methods to solve two-stage stochastic problems (TSSP) with a large number of scenarios. The main idea behind the Benders decomposition is to solve a large problem by replacing the values of the second-stage subproblems with individual variables, and progressively forcing those variables to reach the optimal value of the subproblems, dynamically inserting additional valid constraints, known as Benders cuts. Most traditional implementations add a cut for each scenario (multi-cut) or a single-cut that includes all scenarios. In this paper we present a novel Benders adaptive-cuts method, where the Benders cuts are aggregated according to a partition of the scenarios, which is dynamically refined using the LP-dual information of the subproblems. This scenario aggregation/disaggregation is based on the Generalized Adaptive Partitioning Method (GAPM), which has been successfully applied to TSSPs. We formalize this hybridization of Benders decomposition and the GAPM, by providing sufficient conditions under which an optimal solution of the deterministic equivalent can be obtained in a finite number of iterations. Our new method can be interpreted as a compromise between the Benders single-cuts and multi-cuts methods, drawing on the advantages of both sides, by rendering the initial iterations faster (as for the single-cuts Benders) and ensuring the overall faster convergence (as for the multi-cuts Benders). Computational experiments on three TSSPs validate these statements, showing that the new method outperforms the other implementations of Benders method, as well as other standard methods for solving TSSPs, in particular when the number of scenarios is very large.

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arXiv2022

SOCP-based disjunctive cuts for a class of integer nonlinear bilevel programs

We study a class of bilevel integer programs with second-order cone constraints at the upper level and a convex quadratic objective and linear constraints at the lower level. We develop disjunctive cuts to separate bilevel infeasible points using a second-order-cone-based cut-generating procedure. To the best of our knowledge, this is the first time disjunctive cuts are studied in the context of discrete bilevel optimization. Using these disjunctive cuts, we establish a branch-and-cut algorithm for the problem class we study, and a cutting plane method for the problem variant with only binary variables. We present a preliminary computational study on instances with no second-order cone constraints at the upper level and a single linear constraint at the lower level. Our study demonstrates that both our approaches outperform a state-of-the-art generic solver for mixed-integer bilevel linear programs that is able to solve a linearized version of our test instances, where the non-linearities are linearized in a McCormick fashion.

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arXiv2022

An Exact Method for Fortification Games

A fortification game (FG) is a three-level, two-player Stackelberg game, also known as defender-attacker-defender game, in which at the uppermost level, the defender selects some assets to be protected from potential malicious attacks. At the middle level, the attacker solves an interdiction game by depreciating unprotected assets, i.e., reducing the values of such assets for the defender, while at the innermost level the defender solves a recourse problem over the surviving or partially damaged assets. Fortification games have applications in various important areas, such as military operations, design of survivable networks, protection of facilities, or power grid protection. In this work, we present an exact solution algorithm for FGs, in which the recourse problems correspond to (possibly NP-hard) combinatorial optimization problems. The algorithm is based on a new generic mixed-integer linear programming reformulation in the natural space of fortification variables. Our new model makes use of fortification cuts that measure the contribution of a given fortification strategy to the objective function value. These cuts are generated on-the-fly by solving separation problems, which correspond to (modified) middle-level interdiction games. We design a branch-and-cut-based solution algorithm based on fortification cuts, their lifted versions, and other speed-up techniques. We present a computational study using the knapsack fortification game and the shortest path fortification game. For the latter one, we include a comparison with a state-of-the-art solution method from the literature. Our algorithm outperforms this method and allows us to solve previously unsolved instances to optimality.

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arXiv2019

The Generalized Reserve Set Covering Problem with Connectivity and Buffer Requirements

The design of nature reserves is becoming, more and more, a crucial task for ensuring the conservation of endangered wildlife. In order to guarantee the preservation of species and a general ecological functioning, the designed reserves must typically verify a series of spatial requirements. Among the required characteristics, practitioners and researchers have pointed out two crucial aspects: (i) connectivity, so as to avoid spatial fragmentation, and (ii) the design of buffer zones surrounding (or protecting) so-called core areas. In this paper, we introduce the Generalized Reserve Set Covering Problem with Connectivity and Buffer Requirements. This problem extends the classical Reserve Set Covering Problem and allows to address these two requirements simultaneously. A solution framework based on Integer Linear Programming and branch-and-cut is developed. The framework is enhanced by valid inequalities, a construction and a primal heuristic and local branching. An extensive computational study on grid-graph instances and real-life instances based on data from three states of the U.S. and one region of Australia is carried out to assess the suitability of the proposed model to deal with the challenges faced by decision-makers in natural reserve design. The results show, on the one hand, the flexibility of the proposed models to provide solutions according to the decision-makers' requirements, and on the other hand, the effectiveness of the devised algorithm for providing' good solutions in reasonable computing times.

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