Publications

We describe new capabilities for modeling bilevel programs within the Pyomo modeling software. These capabilities include new modeling components that represent subproblems, modeling transformations for re-expressing models with bilevel structure in other forms, and optimize bilevel programs with meta-solvers that apply transformations and then perform op- timization on the resulting model. We illustrate the breadth of Pyomo's modeling capabilities for bilevel programs, and we describe how Pyomo's meta-solvers can perform local and global optimization of bilevel programs.

This report summarizes the work performed under the project project Next-Generation Algo- rithms for Assessing Infrastructure Vulnerability and Optimizing System Resilience. The goal of the project was to improve mathematical programming-based optimization technology for in- frastructure protection. In general, the owner of a network wishes to design a network a network that can perform well when certain transportation channels are inhibited (e.g. destroyed) by an adversary. These are typically bi-level problems where the owner designs a system, an adversary optimally attacks it, and then the owner can recover by optimally using the remaining network. This project funded three years of Deon Burchett's graduate research. Deon's graduate advisor, Professor Jean-Philippe Richard, and his Sandia advisors, Richard Chen and Cynthia Phillips, supported Deon on other funds or volunteer time. This report is, therefore. essentially a replication of the Ph.D. dissertation it funded [12] in a format required for project documentation. The thesis had some general polyhedral research. This is the study of the structure of the feasi- ble region of mathematical programs, such as integer programs. For example, an integer program optimizes a linear objective function subject to linear constraints, and (nonlinear) integrality con- straints on the variables. The feasible region without the integrality constraints is a convex polygon. Careful study of additional valid constraints can significantly improve computational performance. Here is the abstract from the dissertation: We perform a polyhedral study of a multi-commodity generalization of variable upper bound flow models. In particular, we establish some relations between facets of single- and multi- commodity models. We then introduce a new family of inequalities, which generalizes traditional flow cover inequalities to the multi-commodity context. We present encouraging numerical results. We also consider the directed edge-failure resilient network design problem (DRNDP). This problem entails the design of a directed multi-commodity flow network that is capable of fulfilling a specified percentage of demands in the event that any G arcs are destroyed, where G is a constant parameter. We present a formulation of DRNDP and solve it in a branch-column-cut framework. We present computational results.

Abstract not provided.

Abstract not provided.