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MC10<br />

■ MC10<br />

Aula 357- Third Floor<br />

Integer Programming I<br />

Contributed Session<br />

Chair: Breno Piva, IC-Unicamp, Rua Virgílio Dalben, 224, Campinas, SP,<br />

13080-570, Brazil, bpiva@ic.unicamp.br<br />

1 - Multiobjective 0-1 Integer Programming for the Use of Sugarcane<br />

Residual Biomass in Energy Cogeneration<br />

Helenice Florentino, UNESP, Depto de Bioestatística IB UNESP,<br />

Botucatu SP, Brazil, helenice@ibb.unesp.br, Thiago Homem,<br />

Adriano Lima, Lidia Carvalho, António Balbo<br />

With the gradual reduction in harvest burning, the straw derived from raw<br />

sugarcane harvest has become a focal point for researchers and producers alike. The<br />

advantages of retrieving, recovering and using have motivated university<br />

researchers and sugar mill managers and directors to find the most productive,<br />

economic and efficient way to carry out such process. The retrievement of the straw<br />

is done in four phases: first it is joined and later bundled by a compacting machine,<br />

it is then loaded into trucks and finally transported to the processing center. The<br />

feasibility of using this residue in order to generate energy is linked to the cost and<br />

the energy balance, that is, the difference between energy generated by the biomass<br />

and the energy used in the process. In this work, it is proposed the use of<br />

mathematical techniques to assist in choosing the sugar cane varieties to be planted<br />

in order to optimize the residual biomass energy balance and minimize the cost in<br />

collecting the biomass and carrying from the field to the production center, in<br />

addition to satisfying the main mill’s needs.<br />

2 - On the Chvátal-rank of Relaxations of the Stable Set Polytope<br />

Luis Torres, Escuela Politécnica Nacional, Ladrón de Guevara E11-<br />

253, Departamento de Matemática, Quito, Ecuador,<br />

torres@mail.math.uni-magdeburg.de, Annegret Wagler,<br />

Eugenia Holm<br />

We study the Chvátal-rank of the edge and clique constraint relaxations of the<br />

stable set polytope for several prominent graph classes: cliques, odd antiholes, and<br />

antiwebs. For antiwebs we derive upper and lower bounds, and propose a<br />

polynomial algorithm to compute the exact values of the Chvátal-rank. Our bounds<br />

improve the ones previously known from the literature. Moreover, we conjecture<br />

based on our computational results that one of our bounds is tight for a large class<br />

of antiwebs.<br />

3 - Advances in the Polyhedral Study of a Lot Sizing Model with<br />

Continuous Start-up Costs<br />

Ma. del Carmen Varaldo, Universidad Nacional de Rosario, Av.<br />

Pellegrini 250, Rosario, 2000, Argentina, mvaraldo@fceia.unr.edu.ar,<br />

Mariana Escalante, Javier Marenco<br />

In this work we consider a mixed integer model for single-item machine production<br />

planning with constant capacity and continuous start-up costs.Since the start-up we<br />

consider is not the standard one,we are interested in the polytope associated with<br />

this formulation.We obtain several families of valid inequalities and we establish<br />

conditions for some of them to induce facets.We also make a comparison between<br />

the facets for the model presented by Constantino in 1996 and the ones for our<br />

model.<br />

4 - Advances in the Study of Acyclic Coloring Polytopes<br />

Mónica Braga, Teaching Assistant, Universidad Nacional de General<br />

Sarmiento, J. M. Gutiérrez 1150, Los Polvorines, BA, 1613,<br />

Argentina, mbraga@ungs.edu.ar, Javier Marenco<br />

A coloring of a graph is acyclic if every induced (even) cycle in the graph is assigned<br />

three or more colors. Such colorings arise in the computational calculation of<br />

Hessian matrices. We present recent advances in the polyhedral study of this<br />

problem, by reviewing known families of facet-inducing inequalities, studying their<br />

disjunctive rank, and exploring their contribution to the practical solution of acyclic<br />

coloring problems.<br />

5 - Polyhedral Study of the Maximum Common Induced Subgraph<br />

Problem (MCIS)<br />

Breno Piva, IC-Unicamp, Rua Virgílio Dalben, 224, Campinas, SP,<br />

13080-570, Brazil, bpiva@ic.unicamp.br, Cid de Souza<br />

We give an exact solution to MCIS by addressing it directly, using Integer<br />

Programming (IP) and polyhedral combinatorics. We study the MCIS polyhedron<br />

and found strong valid inequalities, some of which we prove to define facets.<br />

Besides, we show an equivalence between our IP model for MCIS and a wellknown<br />

formulation for the Maximum Clique problem. We also report on the results<br />

of a branch-and-cut algorithm we implemented and compare them to those yielded<br />

by an existing combinatorial algorithm.<br />

<strong>ALIO</strong> / INFORMS International – 2010<br />

64<br />

■ MC11<br />

Aula 362- Third Floor<br />

Derivative-free Optimization<br />

Cluster: Nonlinear Optimization<br />

Invited Session<br />

Chair: Nélida Echebest, Universidad Nacional de La Plata, 50 y 115.<br />

La Plata, La Plata, 1900, Argentina, opti@mate.unlp.edu.ar<br />

Co-Chair: Elvio Pilotta, Professor, FaMAF - Universidad Nacional de<br />

Córdoba / CONICET, Medina Allende s/n - Cdad. Universitaria, Córdoba,<br />

5000, Argentina, pilotta@famaf.unc.edu.ar<br />

1 - Derivative Free Inexact-restoration Algorithm for<br />

Constrained Optimization<br />

Belén Arouxét, Universidad de La Plata, Departamento de<br />

Matemática, Calle 50 y 115,La Plata, Buenos Aires, Argentina,<br />

belen@mate.unlp.edu.ar, Elvio Pilotta, Nélida Echebest<br />

Derivative free optimization (DFO) methods are designed for solving optimization<br />

problems where the derivatives of the objective function and the constraints are not<br />

available because they come from industrial measure or are the results of a<br />

computer simulation. We propose a new algorithm for DFO based on the Inexact<br />

Restoration methods (Martínez-Pilotta, 2000). In our approach, the subproblems are<br />

performed appropriately in order not to use derivatives. We also present numerical<br />

experiments.<br />

2 - Some Approaches in Derivative-free Optimization<br />

Maria A. Diniz-Ehrhardt, Associate Professor, Universidade Estadual<br />

De Campinas, IMECC, Caixa Postal 6065, Campinas, SP, 13083-970,<br />

Brazil, cheti@ime.unicamp.br, Lucas Pedroso, Véra Lucia da Rocha<br />

Lopes<br />

Here we summarize our contributions in derivative-free optimization. We studied<br />

Lucidi and Sciandrone’s papers, a simplex method and the interpolation methods<br />

proposed by Powell. We also introduced a nonmonotone line-search technique,<br />

which was combined with random search directions. This scheme can also be<br />

applied for solving nonlinear least squares problems. Finally we will describe an<br />

approach for constrained problems that consists in a derivative-free Augmented<br />

Lagrangian method.<br />

3 - Derivative Free Methods for Solving Underdetermined<br />

Nonlinear Systems<br />

Raúl Vignau, UNLP, Calle 50 y 115, La Plata, BA, 1900, Argentina,<br />

vignau@mate.unlp.edu.ar, Nélida Echebest, María Laura Schuverdt<br />

The global convergence properties of two derivative free methods for solving<br />

underdetermined systems of nonlinear equations are considered. One is a Broyden<br />

Quasi-Newton method and the other is an extension of the DF-SANE method (La<br />

Cruz, Martinez, Raydan). We apply a nonmonotone globalization technique that<br />

combines the nonmonotone linesearch of Grippo, Lampariello and Lucidi with the<br />

Li-Fukushima strategy. Global convergence results are proved and numerical<br />

experiments are presented.<br />

4 - A Comparison Non Monotone Techniques for the Nonlinear<br />

Complementarity Problem<br />

Gabriel Carrizo, Teaching Assistant, Universidad Nacional del Sur-<br />

CONICET, Av. Alem 1253, Bahía Blanca, Argentina,<br />

gabrielanibal@gmail.com, Cristina Maciel, Pablo Lotito Pladema<br />

In this work the nonlinear complementarity problem is analyzed by using the<br />

Fischerman-Burmeister complementarity and the minimum functions. Since both of<br />

them allow treating the problem as a nonlinear system of algebraic equations, the<br />

proposal is to solve such a system via the Spectral Approach for Nonlinear Systems<br />

SANE,Derivative-free SANE and the Spectral Gradient methods. Numerical results<br />

are presented showing the performance of the strategies.<br />

■ MC12<br />

Aula 363- Third Floor<br />

Supply Chain and Finance Interaction<br />

Cluster: Supply Chain Management<br />

Invited Session<br />

Chair: Alejandro Serrano, Lecturer, Zaragoza Logistics Center, Edificio<br />

Nayade 5, C/ Bari 55 - Plaza, Zaragoza, 50197, Spain, aserrano@zlc.edu.es<br />

1 - A Cournot-stackelberg Model of Supply Contracts with<br />

Financial Hedging<br />

Martin Haugh, Columbia University, New York, NY, United States of<br />

America, mh2078@columbia.edu, Rene Caldentey<br />

We study a supply chain where multiple budget-constrained retailers and a single<br />

producer compete in a Cournot-Stackelberg game. At time 0 the retailers order a<br />

state-contingent quantity of a single product from the producer and, upon delivery

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