Related papers: Branch-and-bound for biobjective mixed-integer lin…
Pareto-optimality plays a central role in evaluating the efficiency of solutions to allocation problems, such as house allocation, school choice, and kidney exchange. We introduce a general linear programming problem subject to…
We propose a new Pareto Local Search Algorithm for the many-objective combinatorial optimization. Pareto Local Search proved to be a very effective tool in the case of the bi-objective combinatorial optimization and it was used in a number…
Benchmark problems are an important tool for gaining understanding of optimization algorithms. Since algorithms often aim to perform well on benchmarks, biases in benchmark design provide misleading insights. In single-objective…
To obtain a better understanding of the trade-offs between various objectives, Bi-Objective Integer Programming (BOIP) algorithms calculate the set of all non-dominated vectors and present these as the solution to a BOIP problem.…
Various local search approaches have recently been applied to machine scheduling problems under multiple objectives. Their foremost consideration is the identification of the set of Pareto optimal alternatives. An important aspect of…
In this paper, we propose a branch-and-bound algorithm for solving nonconvex quadratic programming problems with box constraints (BoxQP). Our approach combines existing tools, such as semidefinite programming (SDP) bounds strengthened…
Bilevel optimization problems comprise an upper level optimization task that contains a lower level optimization task as a constraint. While there is a significant and growing literature devoted to solving bilevel problems with single…
Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
Mixed Integer programs (MIPs) are typically solved by the Branch-and-Bound algorithm. Recently, Learning to imitate fast approximations of the expert strong branching heuristic has gained attention due to its success in reducing the running…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal…
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
Several algorithms are available in the literature for finding the entire set of Pareto-optimal solutions in MultiObjective Linear Programming (MOLP). However, it has not been proposed so far an interior point algorithm that finds all…
Branch-and-bound is a typical way to solve combinatorial optimization problems. This paper proposes a graph pointer network model for learning the variable selection policy in the branch-and-bound. We extract the graph features, global…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
Data-driven algorithm design is a paradigm that uses statistical and machine learning techniques to select from a class of algorithms for a computational problem an algorithm that has the best expected performance with respect to some…
Deep learning models form one of the most powerful machine learning models for the extraction of important features. Most of the designs of deep neural models, i.e., the initialization of parameters, are still manually tuned. Hence,…
We consider the disjoint bilinear programming problem in which one of the disjoint subsets has the structure of an acute-angled polytope. An optimality criterion for such a problem is formulated and proved, and based on this, a polynomial…
Decision Tree (DT) Learning is a fundamental problem in Interpretable Machine Learning, yet it poses a formidable optimisation challenge. Practical algorithms have recently emerged, primarily leveraging Dynamic Programming and Branch &…