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An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when…

Optimization and Control · Mathematics 2022-06-24 Timo Berthold , Matteo Francobaldi , Gregor Hendel

In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…

Optimization and Control · Mathematics 2022-05-20 Sergey S. Ketkov , Andrei S. Shilov

Combinatorial optimization problems arise in a wide range of applications from diverse domains. Many of these problems are NP-hard and designing efficient heuristics for them requires considerable time and experimentation. On the other…

Data Structures and Algorithms · Computer Science 2020-01-07 Juho Lauri , Sourav Dutta , Marco Grassia , Deepak Ajwani

About ten years ago, a paper proposed the first integer linear programming formulation for the constrained two-dimensional guillotine cutting problem (with unlimited cutting stages). Since, six other formulations followed, five of them in…

Optimization and Control · Mathematics 2023-08-10 Henrique Becker , Mateus Martin , Olinto Araujo , Luciana S. Buriol , Reinaldo Morabito

Many of the best statistical classification algorithms are binary classifiers that can only distinguish between one of two classes. The number of possible ways of generalizing binary classification to multi-class increases exponentially…

Machine Learning · Statistics 2021-01-26 Peter Mills

Given an undirected graph representing similarities between a set of items and an additive measure evaluating the items, we treat the position of a special subset of items in an ordinal ranking through a collection of combinatorial…

Data Structures and Algorithms · Computer Science 2026-05-05 Samuel Boardman

We use cutting-edge mixed integer optimization (MIO) methods to develop a framework for detection and estimation of structural breaks in time series regression models. The framework is constructed based on the least squares problem subject…

Econometrics · Economics 2025-05-12 Artem Prokhorov , Peter Radchenko , Alexander Semenov , Anton Skrobotov

Linear discrimination, from the point of view of numerical linear algebra, can be treated as solving an ill-posed system of linear equations. In order to generate a solution that is robust in the presence of noise, these problems require…

Genomics · Quantitative Biology 2007-05-23 Erik Andries , Thomas Hagstrom , Susan R. Atlas , Cheryl Willman

The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…

Machine Learning · Computer Science 2020-12-07 Ali Ugur Guler , Emir Demirovic , Jeffrey Chan , James Bailey , Christopher Leckie , Peter J. Stuckey

Recently, we proposed a class of inequalities called lifted bilinear cover inequalities, which are second-order cone representable convex inequalities, and are valid for a set described by a separable bilinear constraint together with…

Optimization and Control · Mathematics 2022-08-02 Xiaoyi Gu , Santanu S. Dey , Jean-Philippe P. Richard

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

We explore the separability of point sets in the plane by a restricted-orientation convex hull, which is an orientation-dependent, possibly disconnected, and non-convex enclosing shape that generalizes the convex hull. Let $R$ and $B$ be…

Computational Geometry · Computer Science 2022-09-12 Carlos Alegría , David Orden , Carlos Seara , Jorge Urrutia

In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic…

Optimization and Control · Mathematics 2023-07-13 Andrés Gómez , José Neto

Combinatorial optimization assumes that all parameters of the optimization problem, e.g. the weights in the objective function is fixed. Often, these weights are mere estimates and increasingly machine learning techniques are used to for…

Machine Learning · Computer Science 2019-11-25 Jaynta Mandi , Emir Demirović , Peter. J Stuckey , Tias Guns

For multiparametric mixed-integer convex programming problems such as those encountered in hybrid model predictive control, we propose an algorithm for generating a feasible partition of a subset of the parameter space. The result is a…

Optimization and Control · Mathematics 2019-03-01 Danylo Malyuta , Behcet Acikmese , Martin Cacan , David S. Bayard

A good classification method should yield more accurate results than simple heuristics. But there are classification problems, especially high-dimensional ones like the ones based on image/video data, for which simple heuristics can work…

Machine Learning · Statistics 2018-06-15 Tarun Yellamraju , Jonas Hepp , Mireille Boutin

We address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive…

Optimization and Control · Mathematics 2020-08-28 Fernando H. C. Dias , Hassan Hijazi , David Rey

Representation-based classification methods such as sparse representation-based classification (SRC) and linear regression classification (LRC) have attracted a lot of attentions. In order to obtain the better representation, a novel method…

Computer Vision and Pattern Recognition · Computer Science 2017-12-06 Qingxiang Feng , Yicong Zhou

This paper proposes a method for solving multivariate regression and classification problems using piecewise linear predictors over a polyhedral partition of the feature space. The resulting algorithm that we call PARC (Piecewise Affine…

Machine Learning · Computer Science 2021-03-11 Alberto Bemporad

Estimating the trajectories of multi-objects poses a significant challenge due to data association ambiguity, which leads to a substantial increase in computational requirements. To address such problems, a divide-and-conquer manner has…

Signal Processing · Electrical Eng. & Systems 2023-10-24 Ji Youn Lee , Changbeom Shim , Hoa Van Nguyen , Tran Thien Dat Nguyen , Hyunjin Choi , Youngho Kim