arXiv subjects

Moira MacNeil

Publications and source records attributed to Moira MacNeil.

3 recordsLinked to original sources

arXiv2022

Leveraging Decision Diagrams to Solve Two-stage Stochastic Programs with Binary Recourse and Logical Linking Constraints

Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of Lozano and Smith (Math. Program., 2018) to solve a special class of two-stage stochastic programs with binary recourse. In this setting, the first-stage decisions impact the second-stage constraints. Our modified problem extends the second-stage problem to a more general setting where logical expressions of the first-stage solutions enforce constraints in the second stage. We also propose a complementary problem and solution method which can be used for many of the same applications. In the complementary problem we have second-stage costs impacted by expressions of the first-stage decisions. In both settings, we convexify the second-stage problems using BDDs and parametrize either the arc costs or capacities of these BDDs with first-stage solutions depending on the problem. We further extend this work by incorporating conditional value-at-risk and we propose, to our knowledge, the first decomposition method for two-stage stochastic programs with binary recourse and a risk measure. We apply these methods to a novel stochastic dominating set problem and present numerical results to demonstrate the effectiveness of the proposed methods.

math.OC↗

arXiv2020

Integer Programming, Constraint Programming, and Hybrid Decomposition Approaches to Discretizable Distance Geometry Problems

Given an integer dimension K and a simple, undirected graph G with positive edge weights, the Distance Geometry Problem (DGP) aims to find a realization function mapping each vertex to a coordinate in K-dimensional space such that the distance between pairs of vertex coordinates is equal to the corresponding edge weights in G. The so-called discretization assumptions reduce the search space of the realization to a finite discrete one which can be explored via the branch-and-prune (BP) algorithm. Given a discretization vertex order in G, the BP algorithm constructs a binary tree where the nodes at a layer provide all possible coordinates of the vertex corresponding to that layer. The focus of this paper is finding optimal BP trees for a class of Discretizable DGPs. More specifically, we aim to find a discretization vertex order in G that yields a BP tree with the least number of branches. We propose an integer programming formulation and three constraint programming formulations that all significantly outperform the state-of-the-art cutting plane algorithm for this problem. Moreover, motivated by the difficulty in solving instances with a large and low density input graph, we develop two hybrid decomposition algorithms, strengthened by a set of valid inequalities, which further improve the solvability of the problem.

math.OC↗

arXiv2019

Constraint Programming Approaches to the Discretizable Molecular Distance Geometry Problem

The Distance Geometry Problem (DGP) seeks to find positions for a set of points in geometric space when some distances between pairs of these points are known. The so-called discretization assumptions allow to discretize the search space of DGP instances. In this paper, we study the Discretizable Molecular Distance Geometry Problem whose feasible solutions provide a discretization scheme for the DGP. We propose the first constraint programming formulations as well as a set of checks for proving infeasibility, domain reduction techniques, symmetry breaking constraints and valid inequalities. Our computational results indicate that our formulations outperform the state-of-the-art integer programming formulations, both for feasible and infeasible instances.

math.OC↗