Related papers: Exact Computation of Maximum Rank Correlation Esti…
We consider a simple approach to solving assortment optimization under the random utility maximization model. The approach uses Monte-Carlo simulation to construct a ranking-based choice model that serves as a proxy for the true choice…
We propose a framework for modeling and solving low-rank optimization problems to certifiable optimality. We introduce symmetric projection matrices that satisfy $Y^2=Y$, the matrix analog of binary variables that satisfy $z^2=z$, to model…
In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…
Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that…
We study an incremental network design problem, where in each time period of the planning horizon an arc can be added to the network and a maximum flow problem is solved, and where the objective is to maximize the cumulative flow over the…
We present a new mixed integer formulation for the discrete informative path planning problem in random fields. The objective is to compute a budget constrained path while collecting measurements whose linear estimate results in minimum…
In this paper, we study a maximization problem on real sequences. More precisely, for a given sequence, we are interested in computing the supremum of the sequence and an index for which the associated term is maximal. We propose a general…
Finding approximate occurrences of a pattern in a text using a full-text index is a central problem in bioinformatics and has been extensively researched. Bidirectional indices have opened new possibilities in this regard allowing the…
Decision trees are a popular machine learning model which are traditionally trained by heuristic methods. Massive improvements in computing power and optimisation techniques has led to renewed interest in learning globally optimal decision…
This paper presents a model predictive control (MPC) for dynamic systems whose nonlinearity and uncertainty are modelled by deep neural networks (NNs), under input and state constraints. Since the NN output contains a high-order complex…
This paper introduces scalable, sampling-based algorithms that optimize trained neural networks with ReLU activations. We first propose an iterative algorithm that takes advantage of the piecewise linear structure of ReLU neural networks…
We present a method of rank-optimal weighting which can be used to explore the best possible position of a subject in a ranking based on a composite indicator by means of a mathematical optimization problem. As an example, we explore the…
We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…
The study of approximate matching in the Massively Parallel Computations (MPC) model has recently seen a burst of breakthroughs. Despite this progress, however, we still have a far more limited understanding of maximal matching which is one…
Machine Reassignment is a challenging problem for constraint programming (CP) and mixed-integer linear programming (MILP) approaches, especially given the size of data centres. The multi-objective version of the Machine Reassignment Problem…
Network calibration aims to accurately estimate the level of confidences, which is particularly important for employing deep neural networks in real-world systems. Recent approaches leverage mixup to calibrate the network's predictions…
Robotic systems must be able to quickly and robustly make decisions when operating in uncertain and dynamic environments. While Reinforcement Learning (RL) can be used to compute optimal policies with little prior knowledge about the…
We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…
This paper describes the computational challenge developed for a computational competition held in 2023 for the $20^{\textrm{th}}$ anniversary of the Mixed Integer Programming Workshop. The topic of this competition was reoptimization, also…
The quest to solve hard combinatorial optimization problems efficiently -- still a longstanding challenge for traditional digital computers -- has inspired the exploration of many alternate computing models and platforms. As a case in…