Related papers: Design and implementation of a modular interior-po…
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…
Nonlinear constrained optimization has a wide range of practical applications. In this paper, we consider nonlinear optimization with inequality constraints. The interior point method is considered to be one of the most powerful algorithms…
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…
We extend the classical primal-dual interior point method from the Euclidean setting to the Riemannian one. Our method, named the Riemannian interior point method, is for solving Riemannian constrained optimization problems. We establish…
Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…
This paper presents PIQP, a high-performance toolkit for solving generic sparse quadratic programs (QP). Combining an infeasible Interior Point Method (IPM) with the Proximal Method of Multipliers (PMM), the algorithm can handle…
JuMP is an open-source modeling language that allows users to express a wide range of optimization problems (linear, mixed-integer, quadratic, conic-quadratic, semidefinite, and nonlinear) in a high-level, algebraic syntax. JuMP takes…
Leveraging machine learning (ML) to predict an initial solution for mixed-integer linear programming (MILP) has gained considerable popularity in recent years. These methods predict a solution and fix a subset of variables to reduce the…
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.…
Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…
Optimization problems are pervasive across various sectors, from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers, as the…
This paper introduces a novel compact mixed integer linear programming (MILP) formulation and a discretization discovery-based solution approach for the Vehicle Routing Problem with Time Windows (VRPTW). We aim to solve the optimization…
Interior point methods are widely used for different types of mathematical optimization problems. Many implementations of interior point methods in use today rely on direct linear solvers to solve systems of equations in each iteration. The…
In this paper, a topology optimization framework utilizing automatic differentiation is presented as an efficient way for solving 2D density-based topology optimization problem by calculating gradients through the fully differentiable…
Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…
We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an…
Mixed-integer linear programming (MILP) has been a fundamental problem in combinatorial optimization. Conventional MILP solving mainly relies on carefully designed heuristics embedded in the branch-and-bound framework. Driven by the strong…
CiaoPP is an analyzer and optimizer for logic programs, part of the Ciao Prolog system. It includes PLAI, a fixpoint algorithm for the abstract interpretation of logic programs which we adapt to use tabled constraint logic programming. In…
Hyperbolic (HB) programming generalizes many popular convex optimization problems, including semidefinite and second-order cone programming. Despite substantial theoretical progress on HB programming, efficient computational tools for…
We describe an efficient implementation of a recent simplex-type algorithm for the exact solution of separated continuous linear programs, and compare it with linear programming approximation of these problems obtained via discretization of…