Related papers: Disjunctive cuts in Mixed-Integer Conic Optimizati…
The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…
Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…
Multicuts enable to conveniently represent discrete graphical models for unsupervised and supervised image segmentation, in the case of local energy functions that exhibit symmetries. The basic Potts model and natural extensions thereof to…
As real logic programmers normally use cut (!), an effective learning procedure for logic programs should be able to deal with it. Because the cut predicate has only a procedural meaning, clauses containing cut cannot be learned using an…
Mixed-integer programming (MIP) provides a powerful framework for optimization problems, with Branch-and-Cut (B&C) being the predominant algorithm in state-of-the-art solvers. The efficiency of B&C critically depends on heuristic policies…
Expander decompositions of graphs have significantly advanced the understanding of many classical graph problems and led to numerous fundamental theoretical results. However, their adoption in practice has been hindered due to their…
The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…
We propose a scalable framework for solving the Maximum Cut (MaxCut) problem in large graphs using projected gradient ascent on quadratic objectives. Our approach is differentiable and leverages GPUs for gradient-based optimization. It is…
In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…
This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for…
It is proved that, for an indefinite quadratic programming problem under linear constraints, any iterative sequence generated by the Proximal DC decomposition algorithm $R$-linearly converges to a Karush-Kuhn-Tucker point, provided that the…
Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…
Ensemble techniques are frequently encountered in machine learning and engineering problems since the method combines different models and produces an optimal predictive solution. The ensemble concept can be adapted to deep learning models…
The branch-and-cut algorithm is the method of choice to solve large scale integer programming problems in practice. A key ingredient of branch-and-cut is the use of cutting planes which are derived constraints that reduce the search space…
We present a differentiable joint pruning and quantization (DJPQ) scheme. We frame neural network compression as a joint gradient-based optimization problem, trading off between model pruning and quantization automatically for hardware…
We propose a new disjunctive regularization for mathematical programs with complementarity constraints (MPCC). Its feasible set coincides with that of the Kanzow-Schwartz regularization. However, their functional descriptions differ…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
The strengthening of linear relaxations and bounds of mixed integer linear programs has been an active research topic for decades. Enumeration-based methods for integer programming like linear programming-based branch-and-bound exploit…