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Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or…

Neural and Evolutionary Computing · Computer Science 2020-10-28 Jayanta Mandi , Tias Guns

Over the last few years, there has been a surge in the use of learning techniques to improve the performance of optimization algorithms. In particular, the learning of branching rules in mixed integer linear programming has received a lot…

Branch and cut is the dominant paradigm for solving a wide range of mathematical programming problems -- linear or nonlinear -- combining efficient search (via branch and bound) and relaxation-tightening procedures (via cutting planes, or…

Optimization and Control · Mathematics 2023-07-11 Aleksandr M. Kazachkov , Pierre Le Bodic , Sriram Sankaranarayanan

In computer algebra there are different ways of approaching the mathematical concept of functions, one of which is by defining them as solutions of differential equations. We compare different such approaches and discuss the occurring…

Symbolic Computation · Computer Science 2013-06-19 Frédéric Chyzak , James Davenport , Christoph Koutschan , Bruno Salvy

Akiba and Iwata [TCS, 2016] demonstrated that a branch and reduce (B&R) solver for the vertex cover problem can compete favorably with integer linear programming solvers (e.g., CPLEX). Our research question is are there graph…

Data Structures and Algorithms · Computer Science 2020-03-17 Matthias F. Stallmann , Yang Ho , Timothy D. Goodrich

The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and…

Optimization and Control · Mathematics 2024-07-22 Ksenia Bestuzheva , Ambros Gleixner , Tobias Achterberg

Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform…

Disordered Systems and Neural Networks · Physics 2016-06-01 Satoshi Takabe , Koji Hukushima

Cutting planes are crucial in solving mixed integer linear programs (MILP) as they facilitate bound improvements on the optimal solution. Modern MILP solvers rely on a variety of separators to generate a diverse set of cutting planes by…

Optimization and Control · Mathematics 2023-11-13 Sirui Li , Wenbin Ouyang , Max B. Paulus , Cathy Wu

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

We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…

Optimization and Control · Mathematics 2024-05-07 Akul Bansal , Simge Küçükyavuz

Outer-approximation-based branch-and-bound is a common algorithmic framework for solving MINLPs (mixed-integer nonlinear programs) to global optimality, with branching variable selection critically influencing overall performance. In modern…

Optimization and Control · Mathematics 2026-02-12 Timo Berthold , Fritz Geis

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

We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…

Optimization and Control · Mathematics 2026-04-09 Pierre Bonami , Sanjeeb Dash , Anton Derkach , Andrea Lodi

In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…

Machine Learning · Computer Science 2021-11-12 Lingying Huang , Xiaomeng Chen , Wei Huo , Jiazheng Wang , Fan Zhang , Bo Bai , Ling Shi

We present a new approach to termination analysis of numerical computations in logic programs. Traditional approaches fail to analyse them due to non well-foundedness of the integers. We present a technique that allows to overcome these…

Programming Languages · Computer Science 2007-05-23 Alexander Serebrenik , Danny De Schreye

Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of…

Optimization and Control · Mathematics 2023-02-01 Mark Turner , Timo Berthold , Mathieu Besançon , Thorsten Koch

Modern Mixed Integer Linear Programming (MILP) solvers use the Branch-and-Bound algorithm together with a plethora of auxiliary components that speed up the search. In recent years, there has been an explosive development in the use of…

Optimization and Control · Mathematics 2024-11-28 Lara Scavuzzo , Karen Aardal , Neil Yorke-Smith

Branch and bound methods which are based on the principle "divide and conquer" are a well established solution approach in single-objective integer programming. In multi-objective optimization branch and bound algorithms are increasingly…

Optimization and Control · Mathematics 2024-01-08 Julius Bauß , Sophie N. Parragh , Michael Stiglmayr

Solving mixed-integer optimization problems with embedded neural networks with ReLU activation functions is challenging. Big-M coefficients that arise in relaxing binary decisions related to these functions grow exponentially with the…

Optimization and Control · Mathematics 2025-02-06 Christoph Plate , Mirko Hahn , Alexander Klimek , Caroline Ganzer , Kai Sundmacher , Sebastian Sager

We introduce the fastest known exact algorithm~for~the multiterminal cut problem with k terminals. In particular, we engineer existing as well as new data reduction rules. We use the rules within a branch-and-reduce framework and to boost…

Data Structures and Algorithms · Computer Science 2019-08-20 Monika Henzinger , Alexander Noe , Christian Schulz