Related papers: Mixed-integer convex representability
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
The floor layout problem (FLP) tasks a designer with positioning a collection of rectangular boxes on a fixed floor in such a way that minimizes total communication costs between the components. While several mixed integer programming (MIP)…
We introduce a compressed representation of sets of sets that exploits how much they differ from each other. Our representation supports access, membership, predecessor and successor queries on the sets within logarithmic time. In addition,…
Jeroslow and Lowe gave an exact geometric characterization of subsets of $\mathbb{R}^n$ that are projections of mixed-integer linear sets, also known as MILP-representable or MILP-R sets. We give an alternate algebraic characterization by…
Representation Learning in a heterogeneous space with mixed variables of numerical and categorical types has interesting challenges due to its complex feature manifold. Moreover, feature learning in an unsupervised setup, without class…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Compact representations of objects is a common concept in computer science. Automated planning can be viewed as a case of this concept: a planning instance is a compact implicit representation of a graph and the problem is to find a path (a…
It is well known that selecting a good Mixed Integer Programming (MIP) formulation is crucial for an effective solution with state-of-the art solvers. While best practices and guidelines for constructing good formulations abound, there is…
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data…
Choosing an encoding over binary strings for input/output to/by a Turing Machine is usually straightforward and/or inessential for discrete data (like graphs), but delicate -- heavily affecting computability and even more computational…
Consider a convex set S defined by a matrix inequality of polynomials or rational functions over a domain. The set S is called semidefinite programming (SDP) representable or just semidefinite representable if it equals the projection of a…
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…
It is common to address the curse of dimensionality in Markov decision processes (MDPs) by exploiting low-rank representations. This motivates much of the recent theoretical study on linear MDPs. However, most approaches require a given…
We investigate mixed-integer second-order conic (SOC) sets with a nonlinear right-hand side in the SOC constraint, a structure frequently arising in mixed-integer quadratically constrained programming (MIQCP). Under mild assumptions, we…
The relaxation complexity rc(X) of the set of integer points X contained in a polyhedron is the minimal number of inequalities needed to formulate a linear optimization problem over X without using auxiliary variables. Besides its relevance…
Bringing together nonlinear optimization with polyhedral and integrality constraints enables versatile modeling, but poses significant computational challenges. We investigate a method to address these problems based on sequential…
We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…
The paper is devoted to a study of the cone $\cop$ of copositive matrices. Based on the known from semi-infinite optimization concept of immobile indices, we define zero and minimal zero vectors of a subset of the cone $\cop$ and use them…
This article presents a new set representation named the hybrid zonotope that is equivalent to the union of $2^N$ constrained zonotopes -- convex polytopes -- through the addition of $N$ binary zonotope factors. The major contribution of…