Related papers: Experiments with two-row cuts from degenerate tabl…
Disjunctive cutting planes can tighten a relaxation of a mixed-integer linear program. Traditionally, such cuts are obtained by solving a higher-dimensional linear program, whose additional variables cause the procedure to be…
We consider convex optimization problems formulated using dynamic programming equations. Such problems can be solved using the Dual Dynamic Programming algorithm combined with the Level 1 cut selection strategy or the Territory algorithm to…
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find…
The cutting-plane approach to integer programming was initiated more that 40 years ago: Gomory introduced the corner polyhedron as a relaxation of a mixed integer set in tableau form and Balas introduced intersection cuts for the corner…
Column generation is used alongside Dantzig-Wolfe Decomposition, especially for linear programs having a decomposable pricing step requiring to solve numerous independent pricing subproblems. We propose a filtering method to detect which…
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on…
We propose a new method for separating valid inequalities for the epigraph of a function of binary variables. The proposed inequalities are disjunctive cuts defined by disjunctive terms obtained by enumerating a subset $I$ of the binary…
For equality-constrained linear mixed-integer programs (MIP) defined by rational data, it is known that the subadditive dual is a strong dual and that there exists an optimal solution of a particular form, termed generator subadditive…
A set of points $X = X_B \cup X_R \subseteq \mathbb{R}^d$ is linearly separable if the convex hulls of $X_B$ and $X_R$ are disjoint, hence there exists a hyperplane separating $X_B$ from $X_R$. Such a hyperplane provides a method for…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
While widely acknowledged as highly effective in computer vision, multi-label MRFs with non-convex priors are difficult to optimize. To tackle this, we introduce an algorithm that iteratively approximates the original energy with an…
The theory of partition congruences has been a fascinating and difficult subject for over a century now. In attempting to prove a given congruence family, multiple possible complications include the genus of the underlying modular curve,…
We propose to generate Lagrangian cut for two-stage stochastic integer program by batch, in contrast to the existing methods which solve each Lagrangian subproblem at every iteration. We establish two convergence properties of the proposed…
Cutting planes are frequently used for solving integer programs. A common strategy is to derive cutting planes from building blocks or a substructure of the integer program. In this paper, we focus on knapsack constraints that arise from…
In this paper, an exact method is proposed to optimize two fractional linear functions over the efficient set of a fractional multiobjective linear problem (MOILFP). This type of problems is encountered when there are two decision makers…
We consider the problem of minimizing the makespan on batch processing identical machines, subject to compatibility constraints, where two jobs are compatible if they can be processed simultaneously in a same batch. These constraints are…
We propose a randomized method for solving linear programs with a large number of columns but a relatively small number of constraints. Since enumerating all the columns is usually unrealistic, such linear programs are commonly solved by…
The Minimum Spanning Tree with Conflicting Edge Pairs is a generalization that adds conflict constraints to a classical optimization problem on graphs used to model several real-world applications. In the last few years several approaches,…
Row-column factorial designs that provide unconfounded estimation of all main effects and the maximum number of two-factor interactions (2fi's) are called 2fi-optimal. This issue has been paid great attention recently for its wide…
Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…