arXiv subjects

Markus Sinnl

Publications and source records attributed to Markus Sinnl.

At least 19 recordsLinked to original sources

arXiv2026

An semidefinite programming-based $\varepsilon$-constraint method for the bi-objective single-row facility layout problem

In this work, we introduce a multi-objective version of the well-known single-row facility layout problem (SRFLP). In the SRFLP, a set of one-dimensional facilities should be placed along a single line such that the weighted sum of the center-to-center distances of each pair of facilities is minimized. In our multi-objective extension, there are multiple such weighted-sum objectives which we consider under the concept of Pareto optimality. We develop a solution algorithm based on the $\varepsilon$-constraint method to solve the bi-objective SRFLP. Many existing works on the $\varepsilon$-constraint method use integer linear programming (ILP) solvers in a black-box fashion for solving the problems at the individual iterations of the method. In contrast to that, we use our own branch-and-bound procedure based on semidefinite programming (SDP), as SDP relaxations are known to be more effective for solving the SRFLP than linear programming relaxations of ILPs. This allows us to propose several enhancements procedures for our $\varepsilon$-constraint approach, such as non-binary branching and reusing of nodes within the branch-and-bound trees, which are usually not possible when using black-box solvers. We present a computational study to demonstrate the effectiveness of our solution approach and its enhancements.

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arXiv2026

A note on the maximal covering location problem with customer preference ordering

Recently a series of papers introduced and investigated the maximal covering location problem with customer preference ordering, a variant of the classical maximal covering location problem (MCLP). In these papers, mixed-integer bilevel optimization models and single-level reformulations were presented for this problem, as well as various heuristics such as a GRASP, a Tabu search and a variable neighborhood search. In this short note we show that instances of this new problem can actually be easily transformed into instances of the classical MCLP and this transformation even reduces the size of the instance. Thus, existing algorithms for the classical MCLP can be used to solve it. We provide a short computational study to show that this transformation leads to speed-ups of at least a magnitude when considering exact algorithms.

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arXiv2026

Investigating mixed-integer programming approaches for the $p$-$\alpha$-closest-center problem

In this work, we introduce and study the $p$-$\alpha$-closest-center problem ($p\alpha$CCP), which generalizes the $p$-second-center problem, a recently emerged variant of the classical $p$-center problem. In the $p\alpha$CCP, we are given sets of customers and potential facility locations, distances between each customer and potential facility location as well as two integers $p$ and $\alpha$. The goal is to open facilities at $p$ of the potential facility locations, such that the maximum $\alpha$-distance between each customer and the open facilities is minimized. The $\alpha$-distance of a customer is defined as the sum of distances from the customer to its $\alpha$ closest open facilities. If $\alpha$ is one, the $p\alpha$CCP is the $p$-center problem, and for $\alpha$ being two, the $p$-second-center problem is obtained, for which the only existing algorithm in literature is a variable neighborhood search (VNS). We present four mixed-integer programming (MIP) formulations for the $p\alpha$CCP, strengthen them by adding valid and optimality-preserving inequalities and conduct a polyhedral study to prove relationships between their linear programming relaxations. Moreover, we present iterative procedures for lifting some valid inequalities to improve initial lower bounds on the optimal objective function value of the $p\alpha$CCP and characterize the best lower bounds obtainable by this iterative lifting approach. Based on our theoretical findings, we develop a branch-and-cut algorithm (B&C) to solve the $p\alpha$CCP exactly. We improve its performance by a starting and a primal heuristic, variable fixings and separating inequalities. In our computational study, we investigate the effect of the various ingredients of our B&C on benchmark instances from related literature. Our B&C is able to prove optimality for 17 of the 40 instances from the work on the VNS heuristic.

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arXiv2025

A matheuristic for solving the single row facility layout problem

The single row facility layout problem (SRFLP) is a well-studied NP-hard combinatorial optimization problem with applications in manufacturing and logistics systems. In the SRFLP, a set of facilities with lengths is given, as well as weights between each pair of facilities. The facilities must be arranged on a line, such that the sum of the weighted center-to-center distances is minimized. In this work, we introduce a novel matheuristic approach that integrates exact optimization into a metaheuristic framework based on simulated annealing to effectively solve large-scale SRFLP instances. Specifically, we propose the window approach matheuristic, which solves subsegments of the layout to optimality using mixed-integer programming while preserving the ordering of facilities outside the window. To the best of our knowledge, this constitutes the first matheuristic approach specifically designed for the SRFLP. We evaluate the performance of our method on the widely-used benchmark instance sets from literature. The computational results demonstrate that our matheuristic improves the best-known solution values for 17 of 70 instances, and matches the best-known solution values for the remaining 53 instances, outperforming current state-of-the-art metaheuristics.

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arXiv2024

Mixed-integer linear programming approaches for nested $p$-center problems with absolute and relative regret objectives

We introduce the nested $p$-center problem, which is a multi-period variant of the well-known $p$-center problem. The use of the nesting concept allows to obtain solutions, which are consistent over the considered time horizon, i.e., facilities which are opened in a given time period stay open for subsequent time periods. This is important in real-life applications, as closing (and potential later re-opening) of facilities between time periods can be undesirable. We consider two different versions of our problem, with the difference being the objective function. The first version considers the sum of the absolute regrets (of nesting) over all time periods, and the second version considers minimizing the maximum relative regret over the time periods. We present three mixed-integer programming formulations for the version with absolute regret objective and two formulations for the version with relative regret objective. For all the formulations, we present valid inequalities. Based on the formulations and the valid inequalities, we develop branch-and-bound/branch-and-cut solution algorithms. These algorithms include a preprocessing procedure that exploits the nesting property and also begins heuristics and primal heuristics. We conducted a computational study on instances from the literature for the $p$-center problem, which we adapted to our problems. We also analyse the effect of nesting on the solution cost and the number of open facilities.

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arXiv2024

Competing for the most profitable tour: The orienteering interdiction game

The orienteering problem is a well-studied and fundamental problem in transportation science. In the problem, we are given a graph with prizes on the nodes and lengths on the edges, together with a budget on the overall tour length. The goal is to find a tour that respects the length budget and maximizes the collected prizes. In this work, we introduce the orienteering interdiction game, in which a competitor (the leader) tries to minimize the total prize that the follower can collect within a feasible tour. To this end, the leader interdicts some of the nodes so that the follower cannot collect their prizes. The resulting interdiction game is formulated as a bilevel optimization problem, and a single-level reformulation is obtained based on interdiction cuts. A branch-and-cut algorithm with several enhancements, including the use of a solution pool, a cut pool and a heuristic method for the follower's problem, is proposed. In addition to this exact approach, a genetic algorithm is developed to obtain high-quality solutions in a short computing time. In a computational study based on instances from the literature for the orienteering problem, the usefulness of the proposed algorithmic components is assessed, and the branch-and-cut and genetic algorithms are compared in terms of solution time and quality.

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arXiv2024

Benders decomposition algorithms for minimizing the spread of harmful contagions in networks

The COVID-19 pandemic has been a recent example for the spread of a harmful contagion in large populations. Moreover, the spread of harmful contagions is not only restricted to an infectious disease, but is also relevant to computer viruses and malware in computer networks. Furthermore, the spread of fake news and propaganda in online social networks is also of major concern. In this study, we introduce the measure-based spread minimization problem (MBSMP), which can help policy makers in minimizing the spread of harmful contagions in large networks. We develop exact solution methods based on branch-and-Benders-cut algorithms that make use of the application of Benders decomposition method to two different mixed-integer programming formulations of the MBSMP: an arc-based formulation and a path-based formulation. We show that for both formulations the Benders optimality cuts can be generated using a combinatorial procedure rather than solving the dual subproblems using linear programming. Additional improvements such as using scenario-dependent extended seed sets, initial cuts, and a starting heuristic are also incorporated into our branch-and-Benders-cut algorithms. We investigate the contribution of various components of the solution algorithms to the performance on the basis of computational results obtained on a set of instances derived from existing ones in the literature.

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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

Exact solution approaches for the discrete $\alpha$-neighbor $p$-center problem

The discrete $\alpha$-neighbor $p$-center problem (d-$\alpha$-$p$CP) is an emerging variant of the classical $p$-center problem which recently got attention in literature. In this problem, we are given a discrete set of points and we need to locate $p$ facilities on these points in such a way that the maximum distance between each point where no facility is located and its $\alpha$-closest facility is minimized. The only existing algorithms in literature for solving the d-$\alpha$-$p$CP are approximation algorithms and two recently proposed heuristics. In this work, we present two integer programming formulations for the d-$\alpha$-$p$CP, together with lifting of inequalities, valid inequalities, inequalities that do not change the optimal objective function value and variable fixing procedures. We provide theoretical results on the strength of the formulations and convergence results for the lower bounds obtained after applying the lifting procedures or the variable fixing procedures in an iterative fashion. Based on our formulations and theoretical results, we develop branch-and-cut (B&C) algorithms, which are further enhanced with a starting heuristic and a primal heuristic. We evaluate the effectiveness of our B&C algorithms using instances from literature. Our algorithms are able to solve 116 out of 194 instances from literature to proven optimality, with a runtime of under a minute for most of them. By doing so, we also provide improved solution values for 116 instances.

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arXiv2022

A matheuristic for tri-objective binary integer programming

Many real-world optimisation problems involve multiple objectives. When considered concurrently, they give rise to a set of optimal trade-off solutions, also known as efficient solutions. These solutions have the property that neither objective can be improved without deteriorating another objective. Motivated by the success of matheuristics in the single-objective domain, we propose a linear programming-based matheuristic for tri-objective binary integer programming. To achieve a high-quality approximation of the optimal set of trade-off solutions, a lower bound set is first obtained using the vector linear programming solver Bensolve. Then, feasibility pump-based ideas in combination with path relinking are applied in novel ways so as to obtain a high quality upper bound set. Our matheuristic is compared to a recently-suggested algorithm that is, to the best of our knowledge, the only existing matheuristic method for tri-objective integer programming. In an extensive computational study, we show that our method generates a better approximation of the true Pareto front than the benchmark method on a large set of tri-objective benchmark instances. Since the developed approach starts from a potentially fractional lower bound set, it may also be used as a primal heuristic in the context of linear relaxation-based multi-objective branch-and-bound algorithms.

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arXiv2022

An outer approximation algorithm for multi-objective mixed-integer linear and non-linear programming

In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems. It produces the non-dominated extreme points as well as the facets of the convex hull of these points. The algorithm relies on an oracle which solves single-objective weighted-sum problems and we show that the required number of oracle calls is polynomial in the number of facets of the convex hull of the non-dominated extreme points in the case of multiobjective mixed-integer programming (MOMILP). Thus, for MOMILP problems for which the weighted-sum problem is solvable in polynomial time, the facets can be computed with incremental-polynomial delay. From a practical perspective, the algorithm starts from a valid lower bound set for the non-dominated extreme points and iteratively improves it. Therefore it can be used in multi-objective branch-and-bound algorithms and still provide a valid bound set at any stage, even if interrupted before converging. Moreover, the oracle produces Pareto optimal solutions, which makes the algorithm also attractive from the primal side in a multi-objective branch-and-bound context. Finally, the oracle can also be called with any relaxation of the primal problem, and the obtained points and facets still provide a valid lower bound set. A computational study on a set of benchmark instances from the literature and new non-linear multi-objective instances is provided.

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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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arXiv2022

A scaleable projection-based branch-and-cut algorithm for the $p$-center problem

The $p$-center problem (pCP) is a fundamental problem in location science, where we are given customer demand points and possible facility locations, and we want to choose $p$ of these locations to open a facility such that the maximum distance of any customer demand point to its closest open facility is minimized. State-of-the-art solution approaches of pCP use its connection to the set cover problem to solve pCP in an iterative fashion by repeatedly solving set cover problems. The classical textbook integer programming (IP) formulation of pCP is usually dismissed due to its size and bad linear programming (LP)-relaxation bounds. We present a novel solution approach that works on a new IP formulation that can be obtained by a projection from the classical formulation. The formulation is solved by means of branch-and-cut, where cuts for demand points are iteratively generated. Moreover, the formulation can be strengthened with combinatorial information to obtain a much tighter LP-relaxation. In particular, we present a novel way to use lower bound information to obtain stronger cuts. We show that the LP-relaxation bound of our strengthened formulation has the same strength as the best known bound in literature, which is based on a semi-relaxation. Finally, we also present a computational study on instances from the literature with up to more than 700000 customers and locations. Our solution algorithm is competitive with highly sophisticated set-cover-based solution algorithms, which depend on various components and parameters.

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arXiv2021

On Solving the Minimum Common String Partition Problem by Decision Diagrams

In the Minimum Common String Partition Problem (MCSP), we are given two strings on input, and we want to partition both into the same collection of substrings, minimizing the number of the substrings in the partition. This combinatorial optimization problem has applications in computational biology and is NP-hard. Many different heuristic and exact methods exist for this problem, such as a Greedy approach, Ant Colony Optimization, or Integer Linear Programming. In this paper, we formulate the MCSP as a Dynamic Program and develop an exact solution algorithm based on Decision Diagrams for it. We also introduce a restricted Decision Diagram that allows to compute heuristic solutions to the MCSP and compare the quality of solution and runtime on instances from literature with existing approaches. Our approach scales well and is suitable for heuristic solution of large-scale instances.

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arXiv2021

An iterative exact algorithm for the weighted fair sequences problem

In this work, we present a new iterative exact solution algorithm for the weighted fair sequences problem, which is a recently introduced NP-hard sequencing problem with applications in diverse areas such as TV advertisement scheduling, periodic machine maintenance and real-time scheduling. In the problem we are given an upper bound on the allowed solution sequence length and a list of symbols. For each symbols, there is a positive weight and a number, which gives the minimum times the symbol has to occur in a feasible solution sequence. The goal is to find a feasible sequence, which minimizes the maximum weight-distance product, which is calculated for each consecutive appearance of each symbol in the sequence, including the last and first appearance in the sequence, i.e., the sequence is considered to be circular for the calculation of the objective function. Our proposed solution algorithm is based on a new mixed-integer programming model for the problem for a fixed sequence length. The model is enhanced with valid inequalities and variable fixings. We also develop an extended model, which allows the definition of an additional set of valid inequalities and present additional results which can allow us to skip the solution of the mixed-integer program for some sequence lengths. We conduct a computational study on the instances from literature to assess the efficiency of our newly proposed solution approach. Our approach manages to solve 404 of 440 instances to optimality within the given timelimit, most of them within five minutes. The previous best existing solution approach for the problem only managed to solve 229 of these instances, and its exactness depends on an unproven conjecture. Moreover, our approach is up to two magnitudes faster compared to this best existing solution approach.

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arXiv2021

Experiments with graph convolutional networks for solving the vertex $p$-center problem

In the last few years, graph convolutional networks (GCN) have become a popular research direction in the machine learning community to tackle NP-hard combinatorial optimization problems (COPs) defined on graphs. While the obtained results are usually still not competitive with problem-specific solution approaches from the operations research community, GCNs often lead to improvements compared to previous machine learning approaches for classical COPs such as the traveling salesperson problem (TSP). In this work we present a preliminary study on using GCNs for solving the vertex p-center problem (PCP), which is another classic COP on graphs. In particular, we investigate whether a successful model based on end-to-end training for the TSP can be adapted to a PCP, which is defined on a similar 2D Euclidean graph input as the usually used version of the TSP. However, the objective of the PCP has a min-max structure which could lead to many symmetric optimal, i.e., ground-truth solutions and other potential difficulties for learning. Our obtained preliminary results show that indeed a direct transfer of network architecture ideas does not seem to work too well. Thus we think that the PCP could be an interesting benchmark problem for new ideas and developments in the area of GCNs.

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arXiv2021

A branch-and-cut algorithm for submodular interdiction games

Many relevant applications from diverse areas such as marketing, wildlife conservation, or defending critical infrastructure can be modeled as interdiction games. In this work, we introduce interdiction games whose objective is a monotone and submodular set function. Given a ground set of items, the leader interdicts the usage of some of the items of the follower in order to minimize the objective value achievable by the follower, who seeks to maximize a submodular set function over the uninterdicted items subject to knapsack constraints. We propose an exact branch-and-cut algorithm for these kind of interdiction games. The algorithm is based on interdiction cuts which allow to capture the follower's objective function value for a given interdiction decision of the leader and exploit the submodularity of the objective function. We also present extensions and liftings of these cuts and discuss additional preprocessing procedures. We test our solution framework on the weighted maximal covering interdiction game and the bipartite inference interdiction game. For both applications, the improved variants of our interdiction cut perform significantly better than its basic version. For the weighted maximal covering interdiction game for which a mixed-integer bilevel linear programming (MIBLP) formulation is available, we compare the results with those of a state-of-the-art MIBLP solver. While the MIBLP solver yields a minimum of 54% optimality gap within one hour, our best branch-and-cut setting solves all but 4 of 108 instances to optimality with a maximum of 3% gap among unsolved ones.

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