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Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…
Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…
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…
In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…
We propose a new framework to implement interior point method (IPM) to solve very large linear programs (LP). Traditional IPMs typically use Newton's method to approximately solve a subproblem that aims to minimize a log-barrier penalty…
The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM variant for linear optimization. In this paper, we demonstrate that the improved stability of the pure primal IPM can allow speedups relative to a…
Traditionally, there are several polynomial algorithms for linear programming including the ellipsoid method, the interior point method and other variants. Recently, Chubanov [Chubanov, 2015] proposed a projection and rescaling algorithm,…
Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward…
The efficient computation of parametric solution sensitivities is a key challenge in the integration of learning-enhanced methods with nonlinear model predictive control (MPC), as their availability is crucial for many learning algorithms.…
This work presents a generalized implementation of the infeasible primal-dual Interior Point Method (IPM) achieved by the use of non-Archimedean values, i.e., infinite and infinitesimal numbers. The extended version, called here…
For interior-point algorithms in linear programming, it is well-known that the selection of the centering parameter is crucial for proving polynomility in theory and for efficiency in practice. However, the selection of the centering…
Integer linear programs (ILPs) are a widely applied framework for dealing with combinatorial problems that arise in practice. It is known, e.g., by the success of CPLEX, that preprocessing and simplification can greatly speed up the process…
Quantum Interior Point Methods (QIPMs) have been attracting significant interests recently due to their potential of solving optimization problems substantially faster than state-of-the-art conventional algorithms. In general, QIPMs use…
Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at…
Despite the numerous uses of semidefinite programming (SDP) and its universal solvability via interior point methods (IPMs), it is rarely applied to practical large-scale problems. This mainly owes to the computational cost of IPMs that…
Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing…
Linear Programming (LP) is a foundational optimization technique with widespread applications in finance, energy trading, and supply chain logistics. However, traditional Central Processing Unit (CPU)-based LP solvers often struggle to meet…
The emergence of huge-scale, data-intensive linear optimization (LO) problems in applications such as machine learning has driven the need for more computationally efficient interior point methods (IPMs). While conventional IPMs are…
In this paper we present a novel numerical method for computing local minimizers of twice smooth differentiable non-linear programming (NLP) problems. So far all algorithms for NLP are based on either of the following three principles:…