arXiv subjects

Jean-Philippe P. Richard

Publications and source records attributed to Jean-Philippe P. Richard.

6 recordsLinked to original sources

arXiv2026

Balancing adaptability and predictability: K-revision multistage stochastic programming

A standard assumption in multistage stochastic programming is that decisions are made after observing the uncertainty from the prior stage. The resulting solutions can be difficult to implement in practice, as they leave practitioners ill-prepared for future stages. To provide better foresight, we introduce the K-revision approach. This new framework requires plans to be specified in advance. To maintain flexibility, we allow plans to be revised a maximum of K times as new information becomes available. We analyze the complexity of K-revision problems, showing NP-hardness even in a simple setting. We examine, both theoretically and computationally, the impact of the K-revision approach on the objective compared with classical multistage stochastic programming models and the partially adaptive approach introduced in [1, 2]. We develop two MIP formulations, one directly from our definition and the other based on a combinatorial characterization. We analyze the tightness of these formulations and propose several methods to strengthen them. Computational experiments on synthetic problems and practical applications demonstrate that our approach is both computationally tractable and effective in reaching near-optimal performance while increasing the predictability of the solutions produced.

math.OC↗

arXiv2025

Optimization models for needle placement in 3D-printed masks for high dose rate brachytherapy

High dose rate brachytherapy (HDR-BT) is an appealing treatment option for superficial cancers that permits the delivery of higher local doses than other radiation modalities without a significant increase in toxicity. In order for HDR-BT to be used in these situations, needles through which the radiation source is passed must be strategically placed in close proximity to the patient's body. Currently, this crucial step is performed manually by physicians or medical physicists. The use of 3D-printed masks customized for individual patients has been advocated as a way to more precisely and securely position these needles, with the potential of producing better and safer treatment plans. In this paper, we propose optimization approaches for positioning needles within 3D-printed masks for HDR-BT, focusing on skin cancers. We numerically show that the models we propose efficiently generate more homogeneous plans than those derived manually and provide an alternative to manual placement that can save planning time and enhance plan quality.

physics.med-ph↗

arXiv2024

Globally Solving a Class of Bilevel Programs with Spatial Price Equilibrium Constraints

Bilevel programs with spatial price equilibrium constraints are strategic models that consider a price competition at the lower level. These models find application in facility location-price models, optimal bidding in power networks, and integration of renewable energy sources in distribution networks. In this paper, for the case where the equilibrium at the lower level can be formulated as an optimization problem, we introduce an enhanced single-level formulation based on duality and show that its relaxation is stronger than the single-level formulation obtained using KKT conditions. Compared to the literature [1, 2], this new formulation (i) is computationally friendly to global solution strategies using branch-and-bound, and (ii) can tackle instances of larger size. Further, we develop a heuristic procedure to find feasible solutions inside of the branch-and-bound tree that is effective on instances of large size and produces solutions whose objective values are close to the relaxation bound. We demonstrate the benefits of this formulation and heuristic through an extensive numerical study on synthetic instances of Equilibrium Facility Location [3] and on standard IEEE bus networks for planning renewable generation capacity under uncertainty.

math.OC↗

arXiv2022

Solving sparse separable bilinear programs using lifted bilinear cover inequalities

Recently, we proposed a class of inequalities called lifted bilinear cover inequalities, which are second-order cone representable convex inequalities, and are valid for a set described by a separable bilinear constraint together with bounds on variables. In this paper, we study the computational potential of these inequalities for separable bilinear optimization problems. We first prove that the semi-definite programming relaxation provides no benefit over the McCormick relaxation for such problems. We then design a simple randomized separation heuristic for lifted bilinear cover inequalities. In our computational experiments, we separate many rounds of these inequalities starting from McCormick's relaxation of instances where each constraint is a separable bilinear constraint set. We demonstrate that there is a significant improvement in the performance of a state-of-the-art global solver in terms of gap closed, when these inequalities are added at the root node compared to when they are not.

math.OC↗

arXiv2021

Convexification of Permutation-Invariant Sets and an Application to Sparse PCA

We develop techniques to convexify a set that is invariant under permutation and/or change of sign of variables and discuss applications of these results. First, we convexify the intersection of the unit ball of a permutation and sign-invariant norm with a cardinality constraint. This gives a nonlinear formulation for the feasible set of sparse principal component analysis (sparse PCA) and an alternative proof of the $K$-support norm. Second, we characterize the convex hull of sets of matrices defined by constraining their singular values. As a consequence, we generalize an earlier result that characterizes the convex hull of rank-constrained matrices whose spectral norm is below a given threshold. Third, we derive convex and concave envelopes of various permutation-invariant nonlinear functions and their level-sets over hypercubes, with congruent bounds on all variables. Finally, we develop new relaxations for the exterior product of sparse vectors. Using these relaxations for sparse PCA, we show that our relaxation closes $98\%$ of the gap left by a classical SDP relaxation for instances where the covariance matrices are of dimension up to $50\times 50$.

math.OC↗

arXiv2021

Lifting convex inequalities for bipartite bilinear programs

The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first main result shows that, for sets described by one bipartite bilinear constraint together with bounds, it is always possible to sequentially lift a seed inequality that is valid for a restriction obtained by fixing variables to their bounds, when the lifting is accomplished using affine functions of the fixed variables. In this setting, sequential lifting involves solving a non-convex nonlinear optimization problem each time a variable is lifted, just as in Mixed Integer Linear Programming. To reduce the computational burden associated with this procedure, we develop a framework based on subadditive approximations of lifting functions that permits sequence-independent lifting of seed inequalities for separable bipartite bilinear sets. In particular, this framework permits the derivation of closed-form valid inequalities. We then study a separable bipartite bilinear set where the coefficients form a minimal cover with respect to the right-hand-side. For this set, we introduce a bilinear cover inequality, which is second-order cone representable. We argue that this bilinear cover inequality is strong by showing that it yields a constant-factor approximation of the convex hull of the original set. We study its lifting function and construct a two-slope subadditive upper bound. Using this subadditive approximation, we lift fixed variable pairs in closed-form, thus deriving a lifted bilinear cover inequality that is valid for general separable bipartite bilinear sets with box constraints.

math.OC↗