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Related papers: Another pedagogy for mixed-integer Gomory

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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…

Optimization and Control · Mathematics 2015-02-10 Mariette Annergren , Sina Khoshfetrat Pakazad , Anders Hansson , Bo Wahlberg

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…

Robotics · Computer Science 2010-10-29 Pierre Bonami

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…

Optimization and Control · Mathematics 2023-03-07 Qingyu Han , Linxin Yang , Qian Chen , Xiang Zhou , Dong Zhang , Akang Wang , Ruoyu Sun , Xiaodong Luo

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…

Optimization and Control · Mathematics 2021-04-20 Suresh Bolusani , Stefano Coniglio , Ted. K. Ralphs , Sahar Tahernejad

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…

Discrete Mathematics · Computer Science 2024-10-14 Pierre Fouilhoux , Lucas Létocart , Yue Zhang

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…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng

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.…

Machine Learning · Computer Science 2021-06-10 Aaron Ferber , Jialin Song , Bistra Dilkina , Yisong Yue

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…

Artificial Intelligence · Computer Science 2021-07-05 Yunzhuang Shen , Yuan Sun , Andrew Eberhard , Xiaodong Li

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…

Optimization and Control · Mathematics 2026-01-19 Matteo Lapucci , Giampaolo Liuzzi , Stefano Lucidi , Pierluigi Mansueto

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…

Discrete Mathematics · Computer Science 2021-11-17 Cornelius Brand , Martin Koutecký , Alexandra Lassota , Sebastian Ordyniak

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…

Optimization and Control · Mathematics 2018-06-12 Amitabh Basu , Michele Conforti , Marco Di Summa , Giacomo Zambelli

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…

Optimization and Control · Mathematics 2026-05-12 Wenbo Liu , Akang Wang , Dun Ma , Hongyi Jiang , Jianghua Wu , Wenguo Yang

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…

Optimization and Control · Mathematics 2019-05-27 Yura Malitsky

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…

Optimization and Control · Mathematics 2022-09-28 Lingying Huang , Xiaomeng Chen , Wei Huo , Jiazheng Wang , Fan Zhang , Bo Bai , Ling Shi

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…

Optimization and Control · Mathematics 2021-04-20 Sahar Tahernejad , Ted K. Ralphs , Scott T. DeNegre

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…

Optimization and Control · Mathematics 2024-06-17 Ari J. Smith , Justin J. Boutilier

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…

Optimization and Control · Mathematics 2018-05-31 Luis Briceño-Arias , Sergio López Rivera

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…

Optimization and Control · Mathematics 2023-08-04 Ramin Fakhimi , Hamidreza Validi , Illya V. Hicks , Tamás Terlaky , Luis F. Zuluaga

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…

Optimization and Control · Mathematics 2014-06-23 Patrick L. Combettes , Laurent Condat , Jean-Christophe Pesquet , Bang Cong Vu

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…

Artificial Intelligence · Computer Science 2019-09-10 Jian-Ya Ding , Chao Zhang , Lei Shen , Shengyin Li , Bing Wang , Yinghui Xu , Le Song