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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

In this paper, we mainly study one class of convex mixed-integer nonlinear programming problems (MINLPs) with non-differentiable data. By dropping the differentiability assumption, we substitute gradients with subgradients obtained from KKT…

Optimization and Control · Mathematics 2015-09-22 Zhou Wei , M. Montaz Ali

Powerful results from the theory of integer programming have recently led to substantial advances in parameterized complexity. However, our perception is that, except for Lenstra's algorithm for solving integer linear programming in fixed…

Data Structures and Algorithms · Computer Science 2018-10-26 Tomáš Gavenčiak , Dušan Knop , Martin Koutecký

We develop a new `subspace layered least squares' interior point method (IPM) for solving linear programs. Applied to an $n$-variable linear program in standard form, the iteration complexity of our IPM is up to an $O(n^{1.5} \log n)$…

Optimization and Control · Mathematics 2025-02-20 Xavier Allamigeon , Daniel Dadush , Georg Loho , Bento Natura , László A. Végh

We present a set of integer programs (IPs) for the Steiner tree problem with the property that the best solution obtained by solving all, provides an optimal Steiner tree. Each IP is polynomial in the size of the underlying graph and our…

Combinatorics · Mathematics 2020-02-11 Matias Siebert , Shabbir Ahmed , George Nemhauser

Given a flow network, the Minimum Flow Decomposition (MFD) problem is finding the smallest possible set of weighted paths whose superposition equals the flow. It is a classical, strongly NP-hard problem that is proven to be useful in RNA…

Genomics · Quantitative Biology 2023-11-20 Andreas Grigorjew , Fernando H. C. Dias , Andrea Cracco , Romeo Rizzi , Alexandru I. Tomescu

The tree inclusion problem is, given two node-labeled trees $P$ and $T$ (the ``pattern tree'' and the ``target tree''), to locate every minimal subtree in $T$ (if any) that can be obtained by applying a sequence of node insertion operations…

Data Structures and Algorithms · Computer Science 2021-06-16 Tatsuya Akutsu , Jesper Jansson , Ruiming Li , Atsuhiro Takasu , Takeyuki Tamura

Embedding deep neural networks (NNs) into mixed-integer programs (MIPs) is attractive for decision making with learned constraints, yet state-of-the-art monolithic linearisations blow up in size and quickly become intractable. In this…

Optimization and Control · Mathematics 2025-11-13 Shuli Zeng , Sijia Zhang , Feng Wu , Shaojie Tang , Xiang-Yang Li

$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many…

Computational Geometry · Computer Science 2021-12-24 Timothy M. Chan , Sariel Har-Peled , Mitchell Jones

This paper presents an efficient Mixed-Integer Nonlinear Programming (MINLP) formulation for systems with discrete control inputs under dwell time constraints. By viewing such systems as a switched system, the problem is decomposed into a…

Optimization and Control · Mathematics 2025-01-10 Ramin Abbasi-Esfeden , Armin Nurkanovic , Moritz Diehl , Panagiotis Patrinos , Jan Swevers

Model reduction, which aims to learn a simpler model of the original mixed integer linear programming (MILP), can solve large-scale MILP problems much faster. Most existing model reduction methods are based on variable reduction, which…

Machine Learning · Computer Science 2026-02-04 Jiajun Li , Yixuan Li , Ran Hou , Yu Ding , Shisi Guan , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the…

Optimization and Control · Mathematics 2019-03-04 Ross Anderson , Joey Huchette , Christian Tjandraatmadja , Juan Pablo Vielma

Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…

Optimization and Control · Mathematics 2025-03-18 Xinyao Zhang , Shaoning Han , Jong-Shi Pang

We consider ILPs, where each variable corresponds to an integral point within a polytope $\mathcal{P}$, i. e., ILPs of the form $\min\{c^{\top}x\mid \sum_{p\in\mathcal P\cap \mathbb Z^d} x_p p = b, x\in\mathbb Z^{|\mathcal P\cap \mathbb…

Computational Complexity · Computer Science 2020-10-20 Sebastian Berndt , Klaus Jansen , Alexandra Lassota

Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…

Optimization and Control · Mathematics 2015-10-20 Pierre Le Bodic , Jeffrey W. Pavelka , Marc E. Pfetsch , Sebastian Pokutta

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…

Optimization and Control · Mathematics 2016-06-02 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

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…

Optimization and Control · Mathematics 2011-12-30 Víctor Blanco , Justo Puerto , Safae El-Haj Ben-Ali

We consider the chance-constrained program (CCP) with random right-hand side under a finite discrete distribution. It is known that the standard mixed integer linear programming (MILP) reformulation of the CCP is generally difficult to…

Optimization and Control · Mathematics 2026-01-28 Wei Lv , Wei-Kun Chen , Yu-Hong Dai , Xiao-Jiao Tong

In this paper, we present an analysis of the strength of sparse cutting-planes for mixed integer linear programs (MILP) with sparse formulations. We examine three kinds of problems: packing problems, covering problems, and more general…

Optimization and Control · Mathematics 2016-01-05 Santanu S. Dey , Marco Molinaro , Qianyi Wang

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual…

Data Structures and Algorithms · Computer Science 2021-08-24 Jan van den Brand , Yin Tat Lee , Aaron Sidford , Zhao Song
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