In this paper, we use integer programming (IP) to compute minimal forecast horizons for the classical dynamic lot-sizing problem (DLS). As a solution approach for computing forecast horizons, integer programming has been largely ignored by the research community. It is our belief that the modelling and structural advantages of the IP approach coupled with the recent significant developments in ...

Conventional methods of solving nonconvex separable programming (NSP) problems by mixed integer programming methods requires adding numerous 0±1 variables. In this work, we present a new method of deriving the global optimum of a NSP program using less number of 0±1 variables. A separable function is initially expressed by a piecewise linear function with summation of absolute terms. Linearizin...

Mixed-integer polynomial programming (MIPP) problems are one class of mixed-integer nonlinear programming (MINLP) problems where objective function and constraints are restricted to the polynomial functions. Although the MINLP problem is NP-hard, in special cases such as MIPP problems, an efficient algorithm can be extended to solve it. In this research, we propose an algorit...

Inspired by Fu et al. work [12] on modeling the exclusive-or differential property of the modulo addition as an mixed-integer programming problem, we propose a method with which any finite automaton can be formulated as an mixed-integer programming model. Using this method, we show how to construct a mixed integer programming model whose feasible region is the set of all differential patterns (...

In this paper we study the bilevel linear programming problem with multiple objective functions at the upper level, with particular focus on the bi-objective case. We examine some properties of this problem and propose a methodological approach based on the reformulation of the problem as a multiobjective mixed 0-1 linear programming problem. The basic idea consists in applying a reference poin...

We consider the Module Allocation Problem with Non-Uniform communication costs (MAPNU), where a set of program modules must be assigned to a set of processors. The optimal assignment minimizes the sum of execution costs and communication costs between modules. This problem is naturally formulated as a quadratic 0-1 problem with linear constraints. In this paper, we compare two exact solution me...

This paper is concerned with an optimization problem associated with a rebalancing schedule of a large scale fund subject to nonconvex transaction cost. We will formulate this problem as a 0-1 mixed integer programming problem under linear constraints using absolute deviation as the measure of risk. This problem can be solved by an integer programming software if the size of the universe is sma...

In this paper we investigate the effects of replacing the objective function of a 0-1 Mixed-Integer Convex Program (MIP) with a “proximity” one, with the aim of enhancing the heuristic behavior of a black-box solver. The relationship of this approach with primal integer methods is also addressed. Promising computational results on different proof-of-concept implementations are presented, sugges...

this paper proposes a new mathematical model for the integrated procurement-production-distribution problem of a fuzzy mixed integer linear programming (fmilp) type. considering the uncertainty in real problems, a number of parameters such as demand, capacity, and cost where their values are not available or known precisely, have been considered as trapezoidal fuzzy numbers. to solve fuzzy mixe...