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We study MINLO (mixed-integer nonlinear optimization) formulations of the disjunction $x\in\{0\}\cup[\ell,u]$, where $z$ is a binary indicator of $x\in[\ell,u]$ ($0 \leq \ell <u$), and $y$ "captures" $f(x)$, which is assumed to be convex…

Optimization and Control · Mathematics 2020-09-16 Jon Lee , Daphne Skipper , Emily Speakman , Luze Xu

MINLO (mixed-integer nonlinear optimization) formulations of the disjunction between the origin and a polytope via a binary indicator variable have broad applicability in nonlinear combinatorial optimization, for modeling a fixed cost $c$…

Optimization and Control · Mathematics 2023-02-07 Luze Xu , Jon Lee

MINLO (mixed-integer nonlinear optimization) formulations of the disjunction between the origin and a polytope via a binary indicator variable is broadly used in nonlinear combinatorial optimization for modeling a fixed cost associated with…

Optimization and Control · Mathematics 2024-04-11 Luze Xu , Jon Lee

Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…

Optimization and Control · Mathematics 2022-11-29 Renan Spencer Trindade , Claudia D'Ambrosio , Antonio Frangioni , Claudio Gentile

We present a novel relaxation framework for general mixed-integer nonlinear programming (MINLP) grounded in computational geometry. Our approach constructs polyhedral relaxations by convexifying finite sets of strategically chosen points,…

Optimization and Control · Mathematics 2026-03-20 Haisheng Zhu , Taotao He , Mohit Tawarmalani

Mixed-integer nonlinear optimization (MINLP) comprises a large class of problems that are challenging to solve and exhibit a wide range of structures. The Boscia framework Hendrych et al. (2025b) focuses on convex MINLP where the…

Optimization and Control · Mathematics 2025-11-04 Wenjie Xiao , Deborah Hendrych , Mathieu Besançon , Sebastian Pokutta

This paper introduces a class of mixed-integer formulations for trained ReLU neural networks. The approach balances model size and tightness by partitioning node inputs into a number of groups and forming the convex hull over the partitions…

Optimization and Control · Mathematics 2021-10-22 Calvin Tsay , Jan Kronqvist , Alexander Thebelt , Ruth Misener

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

Optimization and Control · Mathematics 2022-09-07 Andres Gomez , Weijun Xie

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…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

A key question in many low-rank problems throughout optimization, machine learning, and statistics is to characterize the convex hulls of simple low-rank sets and judiciously apply these convex hulls to obtain strong yet computationally…

Optimization and Control · Mathematics 2025-03-24 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

Nonconvex and nonsmooth bi-level optimization poses critical theoretical challenges, while arising in several applications. In this work, we develop a method for nonconvex, nonsmooth bi-level optimization and introduce Binno, a first-order…

Optimization and Control · Mathematics 2026-05-05 Laura Selicato , Flavia Esposito , Andersen Ang

Given a nonlinear, univariate, bounded, and differentiable function $f(x)$, this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of $f(x)$ and its…

Optimization and Control · Mathematics 2021-04-30 Kaarthik Sundar , Sujeevraja Sanjeevi , Harsha Nagarajan

The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…

Optimization and Control · Mathematics 2019-12-03 Benjamin Müller , Gonzalo Muñoz , Maxime Gasse , Ambros Gleixner , Andrea Lodi , Felipe Serrano

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study…

Optimization and Control · Mathematics 2019-02-20 Harsha Nagarajan , Kaarthik Sundar , Hassan Hijazi , Russell Bent

This paper addresses the challenging issue of symmetry in mixed-integer convex optimization problems, which frequently arise in real-world applications such as the unit commitment problem. Although variable aggregation techniques have been…

Optimization and Control · Mathematics 2026-02-05 Junhao Wu , Shaoze Li , Cheng Lu , Zhibin Deng , Shu-Cherng Fang

This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…

In this work, we aim to compare different methods and formulations to solve a problem in air traffic management to global optimality. In particular, we focus on the aircraft deconfliction problem, where we are given n aircraft, their…

Optimization and Control · Mathematics 2025-01-14 Renan Spencer Trindade , Claudia D'Ambrosio

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a…

Machine Learning · Computer Science 2016-02-23 Iaroslav Shcherbatyi , Bjoern Andres

In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…

Optimization and Control · Mathematics 2017-06-23 Timothy C. Y. Chan , Taewoo Lee , Daria Terekhov
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