Related papers: Integer Set Reduction for Stochastic Mixed-Integer…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
In this paper, we study the \emph{sparse integer least squares problem} (SILS), an NP-hard variant of least squares with sparse $\{0, \pm 1\}$-vectors. We propose an $\ell_1$-based SDP relaxation, and a randomized algorithm for SILS, which…
Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…
We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…
Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…
Mixed integer sets have a strong modeling capacity to describe practical systems. Nevertheless, incorporating a mixed integer set often renders an optimization formulation drastically more challenging to compute. In this paper, we study how…
The Clique Interdiction Problem (CIP) aims to minimize the size of the largest clique in a given graph by removing a given number of vertices. The CIP models a special Stackelberg game and has important applications in fields such as…
This paper presents a convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems that are non-convex in the input norm, which is a…
We propose algorithms to take point sets for kernel-based interpolation of functions in reproducing kernel Hilbert spaces (RKHSs) by convex optimization. We consider the case of kernels with the Mercer expansion and propose an algorithm by…
In this paper, we develop new discrete relaxations for nonlinear expressions in factorable programming. We utilize specialized convexification results as well as composite relaxations to develop mixed-integer programming (MIP) relaxations.…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
The state-of-the-art in optimal control from timed temporal logic specifications, including Metric Temporal Logic (MTL) and Signal Temporal Logic (STL), is based on Mixed-Integer Convex Programming (MICP). The standard MICP approach is…
Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety…
We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
We consider the problem of finding a minimum common partition of two strings (MCSP). The problem has its application in genome comparison. MCSP problem is proved to be NP-hard. In this paper, we develop an Integer Programming (IP)…
In this paper, we design, analyze, and implement a variant of the two-loop L-shaped algorithms for solving two-stage stochastic programming problems that arise from important application areas including revenue management and power systems.…
A major limitation of current generations of quantum annealers is the sparse connectivity of manufactured qubits in the hardware graph. This technological limitation generated considerable interest, motivating efforts to design efficient…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and…