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Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…
Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…
We study the unconstrained and the minimax saddle point variants of the convex multi-stage stochastic programming problem, where consecutive decisions are coupled through the objective functions, rather than through the constraints. We…
We consider multistage stochastic optimization problems involving multiple units. Each unit is a (small) control system. Static constraints couple units at each stage. We present a mix of spatial and temporal decompositions to tackle such…
A configuration design problem in mechanical engineering involves finding an optimal assembly of components and joints that realizes some desired performance criteria. Such a problem is a discrete, constrained, and black-box optimization…
The sheer size of modern neural networks makes model serving a serious computational challenge. A popular class of compression techniques overcomes this challenge by pruning or sparsifying the weights of pretrained networks. While useful,…
Recoverable robust optimization is a multi-stage approach, where it is possible to adjust a first-stage solution after the uncertain cost scenario is revealed. We analyze this approach for a class of selection problems. The aim is to choose…
We study the problem of optimizing assortment decisions in the presence of product-specific costs when customers choose according to a multinomial logit model. This problem is NP-hard and approximate solutions methods have been proposed in…
Multi-stage decision-making under uncertainty, where decisions are taken under sequentially revealing uncertain problem parameters, is often essential to faithfully model managerial problems. Given the significant computational challenges…
In [E. G. Birgin, O. C. Rom\~ao, and D. P. Ronconi, The multi-period two-dimensional non-guillotine cutting stock problem with usable leftovers, International Transactions in Operational Research 27(3), 1392-1418, 2020] the multi-period…
Structured pruning is an effective approach for compressing large pre-trained neural networks without significantly affecting their performance. However, most current structured pruning methods do not provide any performance guarantees, and…
Scaling the size of monolithic quantum computer systems is a difficult task. As the number of qubits within a device increases, a number of factors contribute to decreases in yield and performance. To meet this challenge, distributed…
Many large-scale optimization problems decompose into a master problem and scenario subproblems, a structure that can be exploited by Benders decomposition. In Benders decomposition, each iteration may generate many cuts from scenario…
In this work, we propose a multi-stage training strategy for the development of deep learning algorithms applied to problems with multiscale features. Each stage of the pro-posed strategy shares an (almost) identical network structure and…
Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are immunized against uncertainty. The main focus in robust…
The Max-Cut problem is a fundamental NP-hard problem, which is attracting attention in the field of quantum computation these days. Regarding the approximation algorithm of the Max-Cut problem, algorithms based on semidefinite programming…
We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to…
This paper presents key enhancements to our previous work~\cite{naghmouchi2024mixed} on a hybrid Benders decomposition (HBD) framework for solving mixed integer linear programs (MILPs). In our approach, the master problem is reformulated as…
In this paper, we propose an improved numerical algorithm for solving minimax problems based on nonsmooth optimization, quadratic programming and iterative process. We also provide a rigorous proof of convergence for our algorithm under…
We investigate multi-stage demand uncertainty for the multi-item multi-echelon capacitated lot sizing problem with setup carry-over. Considering a multi-stage decision framework helps to quantify the benefits of being able to adapt…