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We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an intractable estimation problem as one defined on a more tractable graph,…

Artificial Intelligence · Computer Science 2007-10-02 Jason K. Johnson , Dmitry M. Malioutov , Alan S. Willsky

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

Lagrangian relaxation is a versatile mathematical technique employed to relax constraints in an optimization problem, enabling the generation of dual bounds to prove the optimality of feasible solutions and the design of efficient…

Artificial Intelligence · Computer Science 2023-12-25 Augustin Parjadis , Quentin Cappart , Bistra Dilkina , Aaron Ferber , Louis-Martin Rousseau

In this work, we study a generic network cost minimization problem, in which every node has a local decision vector to determine. Each node incurs a cost depending on its decision vector and each link also incurs a cost depending on the…

Optimization and Control · Mathematics 2017-02-27 Xuanyu Cao , K. J. Ray Liu

Iterative rounding and relaxation have arguably become the method of choice in dealing with unconstrained and constrained network design problems. In this paper we extend the scope of the iterative relaxation method in two directions: (1)…

Data Structures and Algorithms · Computer Science 2015-05-18 Nikhil Bansal , Rohit Khandekar , Jochen Konemann , Viswanath Nagarajan , Britta Peis

We consider large-scale traffic assignment problems and develop a path-based compression framework. In particular, we partition paths into major and minor paths according to a set of nominal flows and a prescribed threshold, and retain the…

Optimization and Control · Mathematics 2026-04-28 Xuesong , Zhou , Peiheng Li , Yuchao Li , Dimitri Bertsekas

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…

Machine Learning · Computer Science 2013-08-02 Yongsub Lim , Kyomin Jung , Pushmeet Kohli

We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…

Optimization and Control · Mathematics 2014-01-07 Quentin Gemine , Damien Ernst , Quentin Louveaux , Bertrand Cornélusse

The main goal of distribution network (DN) expansion planning is essentially to achieve minimal investment constrained with specified reliability requirements. The reliability-constrained distribution network planning (RcDNP) problem can be…

Systems and Control · Electrical Eng. & Systems 2023-03-10 Yaqi Sun , Wenchuan Wu , Yi Lin , Hai Huang , Hao Chen

Lagrangian relaxation stands among the most efficient approaches for solving a Mixed Integer Linear Programs (MILP) with difficult constraints. Given any duals for these constraints, called Lagrangian Multipliers (LMs), it returns a bound…

Machine Learning · Computer Science 2024-10-21 Francesco Demelas , Joseph Le Roux , Mathieu Lacroix , Axel Parmentier

This paper proposes a novel reinforcement learning framework to address the Liner Shipping Network Design Problem (LSNDP), a challenging combinatorial optimization problem focused on designing cost-efficient maritime shipping routes.…

Artificial Intelligence · Computer Science 2024-11-15 Utsav Dutta , Yifan Lin , Zhaoyang Larry Jin

We study a resource-constrained variant of the Random Disambiguation Path (RDP) problem, a generalization of the Stochastic Obstacle Scene (SOS) problem, in which a navigating agent must reach a target in a spatial environment populated…

Robotics · Computer Science 2025-07-10 Li Zhou , Elvan Ceyhan

We introduce a general method for relaxing decision diagrams that allows one to bound job sequencing problems by solving a Lagrangian dual problem on a relaxed diagram. We also provide guidelines for identifying problems for which this…

Data Structures and Algorithms · Computer Science 2019-08-21 J. N. Hooker

We present an approach for solving to optimality the budget-constrained Dynamic Uncapacitated Facility Location and Network Design problem (DUFLNDP). This is a problem where a network must be constructed or expanded and facilities placed in…

Optimization and Control · Mathematics 2017-03-21 Robin H Pearce , Michael Forbes

Differential Dynamic Programming (DDP) has become a well established method for unconstrained trajectory optimization. Despite its several applications in robotics and controls however, a widely successful constrained version of the…

Optimization and Control · Mathematics 2020-05-05 Yuichiro Aoyama , George Boutselis , Akash Patel , Evangelos A. Theodorou

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

The 'exact subgraph' approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…

Optimization and Control · Mathematics 2019-08-09 Elisabeth Gaar , Franz Rendl

In this paper, we first present a centralized traffic control model based on the emerging dynamic path flows. This new model in essence views the whole target network as one integral piece in which traffic propagates based on traffic flow…

Systems and Control · Computer Science 2018-11-13 Peirong Wang , Pengfei Li , Farzana Chowdhury , Li Zhang

We study the Quadratic Cycle Cover Problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and…

Optimization and Control · Mathematics 2021-02-19 Frank de Meijer , Renata Sotirov

We propose a distributed solution for a constrained convex optimization problem over a network of clustered agents each consisted of a set of subagents. The communication range of the clustered agents is such that they can form a connected…

Multiagent Systems · Computer Science 2021-04-06 Hossein Moradian , Solmaz S. Kia
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