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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,…

Optimization and Control · Mathematics 2021-10-19 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

A classic result of Lenstra [Math.~Oper.~Res.~1983] says that an integer linear program can be solved in fixed-parameter tractable (FPT) time for the parameter being the number of variables. We extend this result by incorporating…

Data Structures and Algorithms · Computer Science 2017-11-22 Robert Bredereck , Piotr Faliszewski , Rolf Niedermeier , Piotr Skowron , Nimrod Talmon

Many fundamental NP-hard problems can be formulated as integer linear programs (ILPs). A famous algorithm by Lenstra solves ILPs in time that is exponential only in the dimension of the program, and polynomial in the size of the ILP. That…

Data Structures and Algorithms · Computer Science 2017-11-10 Dušan Knop , Martin Koutecký , Matthias Mnich

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

Mixed integer predictive control deals with optimizing integer and real control variables over a receding horizon. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this…

Optimization and Control · Mathematics 2010-03-16 Dario Bauso

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…

Optimization and Control · Mathematics 2022-03-14 Gennadiy Averkov , Christopher Hojny , Matthias Schymura

A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max $k$-cut problem is a fundamental combinatorial optimization problem with…

Optimization and Control · Mathematics 2023-08-04 Ramin Fakhimi , Hamidreza Validi , Illya V. Hicks , Tamás Terlaky , Luis F. Zuluaga

We study the representability of sets that admit extended formulations using mixed-integer bilevel programs. We show that feasible regions modeled by continuous bilevel constraints (with no integer variables), complementarity constraints,…

Optimization and Control · Mathematics 2018-10-10 Amitabh Basu , Christopher Thomas Ryan , Sriram Sankaranarayanan

Linear Programming (LP) is widely applied in industry and is a key component of various other mathematical problem-solving techniques. Recent work introduced an LP compiler translating polynomial-time, polynomial-space algorithms into…

Programming Languages · Computer Science 2025-09-17 Shermin Khosravi , David Bremner

In this paper, we present the first outer approximation algorithm for multi-objective mixed-integer linear programming problems with any number of objectives. The algorithm also works for certain classes of non-linear programming problems.…

Optimization and Control · Mathematics 2022-05-04 Fritz Bökler , Sophie N. Parragh , Markus Sinnl , Fabien Tricoire

Optimization problems consist of either maximizing or minimizing an objective function. Instead of looking for a maximum solution (resp. minimum solution), one can find a minimum maximal solution (resp. maximum minimal solution). Such…

Data Structures and Algorithms · Computer Science 2018-11-08 Kaveh Khoshkhah , Mehdi Khosravian Ghadikolaei , Jerome Monnot , Florian Sikora

We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…

Optimization and Control · Mathematics 2009-01-24 Shmuel Onn

We consider a setting in which it is desired to find an optimal complex vector $\mathbf{x}\in\mathbb{C}^N$ that satisfies $\mathcal{A}(\mathbf{x}) \approx \mathbf{b}$ in a least-squares sense, where $\mathbf{b} \in \mathbb{C}^M$ is a data…

Numerical Analysis · Mathematics 2020-07-21 Tae Hyung Kim , Justin P. Haldar

We analyze integer linear programs which we obtain after discretizing two-dimensional subproblems arising from a trust-region algorithm for mixed integer optimal control problems with total variation regularization. We discuss NP-hardness…

Optimization and Control · Mathematics 2025-03-07 Paul Manns , Marvin Severitt

We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…

Optimization and Control · Mathematics 2023-09-19 Shaoning Han , Andrés Gómez

Block-structured integer linear programs (ILPs) play an important role in various application fields. We address $n$-fold ILPs where the matrix $\mathcal{A}$ has a specific structure, i.e., where the blocks in the lower part of…

Data Structures and Algorithms · Computer Science 2025-10-13 Klaus Jansen , Kai Kahler , Lis Pirotton , Malte Tutas

In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

Optimization and Control · Mathematics 2012-09-05 Michel Baes , Timm Oertel , Christian Wagner , Robert Weismantel

In this paper we extend recent results of Fiorini et al. on the extension complexity of the cut polytope and related polyhedra. We first describe a lifting argument to show exponential extension complexity for a number of NP-complete…

Combinatorics · Mathematics 2013-04-30 David Avis , Hans Raj Tiwary

Covering and elimination inequalities are central to combinatorial optimization, yet their role has largely been studied in problem-specific settings or via no-good cuts. This paper introduces a unified perspective that treats these…

Optimization and Control · Mathematics 2025-11-18 Ningji Wei

Multi-objective integer or mixed-integer programming problems typically have disconnected feasible domains, making the task of constructing an approximation of the Pareto front challenging. The present paper shows that certain algorithms…

Optimization and Control · Mathematics 2021-05-25 Regina S. Burachik , C. Yalçın Kaya , M. Mustafa Rizvi