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Barrera, J., Moreno, E., & Munoz, G. (2022). Convex envelopes for rayconcave functions. Optim. Let., 16, 2221–2240.
Abstract: Convexification based on convex envelopes is ubiquitous in the nonlinear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are able to compute the convex envelopes of a considerable number of functions that appear in practice, and thus obtain tight and tractable approximations to challenging problems. We contribute to this line of work by considering a family of functions that, to the best of our knowledge, has not been considered before in the literature. We call this family rayconcave functions. We show sufficient conditions that allow us to easily compute closedform expressions for the convex envelope of rayconcave functions over arbitrary polytopes. With these tools, we are able to provide new perspectives to previously known convex envelopes and derive a previously unknown convex envelope for a function that arises in probability contexts.
Keywords: Convex envelopes; Nonlinear programming; Convex optimization

Barrera, J., Moreno, E., Munoz, G., & Romero, P. (2022). Exact reliability optimization for seriesparallel graphs using convex envelopes. Networks, 80(2), 235–248.
Abstract: Given its wide spectrum of applications, the classical problem of allterminal network reliability evaluation remains a highly relevant problem in network design. The associated optimization problemto find a network with the best possible reliability under multiple constraintspresents an even more complex challenge, which has been addressed in the scientific literature but usually under strong assumptions over failures probabilities and/or the network topology. In this work, we propose a novel reliability optimization framework for network design with failures probabilities that are independent but not necessarily identical. We leverage the lineartime evaluation procedure for network reliability in the seriesparallel graphs of Satyanarayana and Wood (1985) to formulate the reliability optimization problem as a mixedinteger nonlinear optimization problem. To solve this nonconvex problem, we use classical convex envelopes of bilinear functions, introduce custom cutting planes, and propose a new family of convex envelopes for expressions that appear in the evaluation of network reliability. Furthermore, we exploit the refinements produced by spatial branchandbound to locally strengthen our convex relaxations. Our experiments show that, using our framework, one can efficiently obtain optimal solutions in challenging instances of this problem.

Letelier, O. R., Espinoza, D., Goycoolea, M., Moreno, E., & Munoz, G. (2020). Production Scheduling for Strategic Open Pit Mine Planning: A MixedInteger Programming Approach. Oper. Res., 68(5), 1425–1444.
Abstract: Given a discretized representation of an ore body known as a block model, the open pit mining production scheduling problem that we consider consists of defining which blocks to extract, when to extract them, and how or whether to process them, in such a way as to comply with operational constraints and maximize net present value. Although it has been established that this problem can be modeled with mixedinteger programming, the number of blocks used to represent realworld mines (millions) has made solving large instances nearly impossible in practice. In this article, we introduce a new methodology for tackling this problem and conduct computational tests using real problem sets ranging in size from 20,000 to 5,000,000 blocks and spanning 20 to 50 time periods. We consider both direct block scheduling and benchphase scheduling problems, with capacity, blending, and minimum production constraints. Using new preprocessing and cutting planes techniques, we are able to reduce the linear programming relaxation value by up to 33%, depending on the instance. Then, using new heuristics, we are able to compute feasible solutions with an average gap of 1.52% relative to the previously computed bound. Moreover, after four hours of running a customized branchandbound algorithm on the problems with larger gaps, we are able to further reduce the average from 1.52% to 0.71%.

Munoz, G., Espinoza, D., Goycoolea, M., Moreno, E., Queyranne, M., & Rivera Letelier, O. (2018). A study of the BienstockZuckerberg algorithm: applications in mining and resource constrained project scheduling. Comput. Optim. Appl., 69(2), 501–534.
Abstract: We study a Lagrangian decomposition algorithm recently proposed by Dan Bienstock and Mark Zuckerberg for solving the LP relaxation of a class of open pit mine project scheduling problems. In this study we show that the BienstockZuckerberg (BZ) algorithm can be used to solve LP relaxations corresponding to a much broader class of scheduling problems, including the wellknown Resource Constrained Project Scheduling Problem (RCPSP), and multimodal variants of the RCPSP that consider batch processing of jobs. We present a new, intuitive proof of correctness for the BZ algorithm that works by casting the BZ algorithm as a column generation algorithm. This analysis allows us to draw parallels with the wellknown DantzigWolfe decomposition (DW) algorithm. We discuss practical computational techniques for speeding up the performance of the BZ and DW algorithms on project scheduling problems. Finally, we present computational experiments independently testing the effectiveness of the BZ and DW algorithms on different sets of publicly available test instances. Our computational experiments confirm that the BZ algorithm significantly outperforms the DW algorithm for the problems considered. Our computational experiments also show that the proposed speedup techniques can have a significant impact on the solve time. We provide some insights on what might be explaining this significant difference in performance.
Keywords: Column generation; DantzigWolfe; Optimization; RCPSP

Rivera Letelier, O., Espinoza, D., Goycoolea, M., Moreno, E., & Munoz, G. (2020). Production scheduling for strategic open pit mine planning: A mixed integer programming approach. Oper. Res., 68(5), 1425–1444.
Abstract: Given a discretized representation of an ore body known as a block model, the open pit mining production scheduling problem that we consider consists of defining which blocks to extract, when to extract them, and how or whether to process them, in such a way as to comply with operational constraints and maximize net present value. Although it has been established that this problem can be modeled with mixedinteger programming, the number of blocks used to represent realworld mines (millions) has made solving large instances nearly impossible in practice. In this article, we introduce a new methodology for tackling this problem and conduct computational tests using real problem sets ranging in size from 20,000 to 5,000,000 blocks and spanning 20 to 50 time periods. We consider both direct block scheduling and benchphase scheduling problems, with capacity, blending, and minimum production constraints. Using new preprocessing and cutting planes techniques, we are able to reduce the linear programming relaxation value by up to 33\%, depending on the instance. Then, using new heuristics, we are able to compute feasible solutions with an average gap of 1.52% relative to the previously computed bound. Moreover, after four hours of running a customized branchandbound algorithm on the problems with larger gaps, we are able to further reduce the average from 1.52% to 0.71%
