Related papers: Another pedagogy for mixed-integer Gomory
In this paper we propose an efficient distributed algorithm for solving loosely coupled convex optimization problems. The algorithm is based on a primal-dual interior-point method in which we use the alternating direction method of…
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…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…
This paper presents the first generic bi-objective binary linear branch-and-cut algorithm. Studying the impact of valid inequalities in solution and objective spaces, two cutting frameworks are proposed. The multi-point separation problem…
Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…
We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
In this paper we consider bound-constrained mixed-integer optimization problems where the objective function is differentiable w.r.t.\ the continuous variables for every configuration of the integer variables. We mainly suggest to exploit…
An influential 1990 paper of Hochbaum and Shanthikumar made it common wisdom that "convex separable optimization is not much harder than linear optimization" [JACM 1990]. We exhibit two fundamental classes of mixed integer (linear) programs…
We study quantitative criteria for evaluating the strength of valid inequalities for Gomory and Johnson's finite and infinite group models and we describe the valid inequalities that are optimal for these criteria. We justify and focus on…
Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…
In this work, we show that for linearly constrained optimization problems the primal-dual hybrid gradient algorithm, analyzed by Chambolle and Pock [3], can be written as an entirely primal algorithm. This allows us to prove convergence of…
In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
Inverse optimization has received much attention in recent years, but little literature exists for solving generalized mixed integer inverse optimization. We propose a new approach for solving generalized mixed-integer inverse optimization…
In this paper we provide an algorithm for solving constrained composite primal-dual monotone inclusions, i.e., monotone inclusions in which a priori information on primal-dual solutions is represented via closed convex sets. The proposed…
A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max $k$-cut problem is a fundamental combinatorial optimization problem with…
A wide array of image recovery problems can be abstracted into the problem of minimizing a sum of composite convex functions in a Hilbert space. To solve such problems, primal-dual proximal approaches have been developed which provide…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…