The lift-and-project closure is the relaxation obtained by computing all lift-and-project cuts from the initial formulation of a mixed integer linear program or equivalently by computing all mixed integer Gomory cuts read from all tableau’s corresponding to feasible and infeasible bases. In this paper, we present an algorithm for approximating the value of the lift-and-project closure. The orig...

We present a generic branch-and-bound algorithm for finding all the Pareto solutions of biobjective mixed-integer linear program. The main contributions are new algorithms obtaining dual bounds at node, checking node fathoming, presolve, and duality gap measurement. Our is predominantly decision space search method because branching performed on variables, akin to single objective problems, alt...

The Perspective Relaxation (PR) is a general approach for constructing tight approximations to Mixed-Integer NonLinear Problems with semicontinuous variables. The PR of a MINLP can be formulated either as a Mixed-Integer Second-Order Cone Program, provided that the original objective function is SOCP-representable, or as a Semi-Infinite MINLP. We show that under some further assumptions—rather ...

Post-hoc explanation methods for machine learning models have been widely used to support decision-making. Counterfactual Explanation (CE), also known as Actionable Recourse, is one of the post-hoc that provides a perturbation vector alters prediction result obtained from classifier. Users can directly interpret an “action” obtain their desired decision results. However, actions extracted by ex...

This research deals with the single machine scheduling problem (SMSP) with uncertain job processing times. The single machine robust scheduling problem (SMRSP) aims to obtain robust job sequences with minimum worst-case total flow time. We describe uncertain processing times using intervals, and adopt an uncertainty set that incorporates a budget parameter to control the degree of conservatism....

Robust supplier selection problem, in a scenario-based approach has been proposed, when the demand and exchange rates are subject to uncertainties. First, a deterministic multi-objective mixed integer linear programming is developed; then, the robust counterpart of the proposed mixed integer linear programming is presented using the recent extension in robust optimization theory. We discuss dec...