Applications of Stochastic Mixed-Integer Second-Order Cone Optimization
Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient algorithms for solving them have been developed. The...
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| Format: | Article |
| Language: | English |
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IEEE
2022-01-01
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| Series: | IEEE Access |
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| Online Access: | https://ieeexplore.ieee.org/document/9667378/ |
| _version_ | 1811342171978072064 |
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| author | Baha Alzalg Hadjer Alioui |
| author_facet | Baha Alzalg Hadjer Alioui |
| author_sort | Baha Alzalg |
| collection | DOAJ |
| description | Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient algorithms for solving them have been developed. The mixed-integer version of these problems is a new class of interest to the optimization community and practitioners, in which certain variables are required to be integers. In this paper, we describe five applications that lead to stochastic mixed-integer second-order cone programming problems. Additionally, we present solution algorithms for solving stochastic mixed-integer second-order cone programming using cuts and relaxations by combining existing algorithms for stochastic second-order cone programming with extensions of mixed-integer second-order cone programming. The applications, which are the focus of this paper, include facility location, portfolio optimization, uncapacitated inventory, battery swapping stations, and berth allocation planning. Considering the fact that mixed-integer programs are usually known to be NP-hard, bringing applications to the surface can detect tractable special cases and inspire for further algorithmic improvements in the future. |
| first_indexed | 2024-04-13T19:06:47Z |
| format | Article |
| id | doaj.art-3eb4e07d5b84422bb8c772be7afdbe63 |
| institution | Directory Open Access Journal |
| issn | 2169-3536 |
| language | English |
| last_indexed | 2024-04-13T19:06:47Z |
| publishDate | 2022-01-01 |
| publisher | IEEE |
| record_format | Article |
| series | IEEE Access |
| spelling | doaj.art-3eb4e07d5b84422bb8c772be7afdbe632022-12-22T02:33:57ZengIEEEIEEE Access2169-35362022-01-01103522354710.1109/ACCESS.2021.31399159667378Applications of Stochastic Mixed-Integer Second-Order Cone OptimizationBaha Alzalg0https://orcid.org/0000-0002-1839-8083Hadjer Alioui1https://orcid.org/0000-0002-4126-9271Department of Mathematics, The University of Jordan, Amman, JordanDepartment of Mathematics, The University of Jordan, Amman, JordanSecond-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient algorithms for solving them have been developed. The mixed-integer version of these problems is a new class of interest to the optimization community and practitioners, in which certain variables are required to be integers. In this paper, we describe five applications that lead to stochastic mixed-integer second-order cone programming problems. Additionally, we present solution algorithms for solving stochastic mixed-integer second-order cone programming using cuts and relaxations by combining existing algorithms for stochastic second-order cone programming with extensions of mixed-integer second-order cone programming. The applications, which are the focus of this paper, include facility location, portfolio optimization, uncapacitated inventory, battery swapping stations, and berth allocation planning. Considering the fact that mixed-integer programs are usually known to be NP-hard, bringing applications to the surface can detect tractable special cases and inspire for further algorithmic improvements in the future.https://ieeexplore.ieee.org/document/9667378/Second-order cone programmingmixed-integer programmingstochastic programmingapplicationsalgorithms |
| spellingShingle | Baha Alzalg Hadjer Alioui Applications of Stochastic Mixed-Integer Second-Order Cone Optimization IEEE Access Second-order cone programming mixed-integer programming stochastic programming applications algorithms |
| title | Applications of Stochastic Mixed-Integer Second-Order Cone Optimization |
| title_full | Applications of Stochastic Mixed-Integer Second-Order Cone Optimization |
| title_fullStr | Applications of Stochastic Mixed-Integer Second-Order Cone Optimization |
| title_full_unstemmed | Applications of Stochastic Mixed-Integer Second-Order Cone Optimization |
| title_short | Applications of Stochastic Mixed-Integer Second-Order Cone Optimization |
| title_sort | applications of stochastic mixed integer second order cone optimization |
| topic | Second-order cone programming mixed-integer programming stochastic programming applications algorithms |
| url | https://ieeexplore.ieee.org/document/9667378/ |
| work_keys_str_mv | AT bahaalzalg applicationsofstochasticmixedintegersecondorderconeoptimization AT hadjeralioui applicationsofstochasticmixedintegersecondorderconeoptimization |