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We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…

Optimization and Control · Mathematics 2024-05-07 Akul Bansal , Simge Küçükyavuz

In the recent years, branch-and-cut algorithms have been the target of data-driven approaches designed to enhance the decision making in different phases of the algorithm such as branching, or the choice of cutting planes (cuts). In…

Optimization and Control · Mathematics 2025-06-03 Sammy Khalife , Andrea Lodi

Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find…

Artificial Intelligence · Computer Science 2021-06-09 Maria-Florina Balcan , Siddharth Prasad , Tuomas Sandholm , Ellen Vitercik

Branch and cut is the dominant paradigm for solving a wide range of mathematical programming problems -- linear or nonlinear -- combining efficient search (via branch and bound) and relaxation-tightening procedures (via cutting planes, or…

Optimization and Control · Mathematics 2023-07-11 Aleksandr M. Kazachkov , Pierre Le Bodic , Sriram Sankaranarayanan

We present a new branch-and-bound type search method for mixed integer linear optimization problems based on the concept of offshoots (introduced in this paper). While similar to a classic branch-and-bound method, it allows for changing the…

Optimization and Control · Mathematics 2017-09-07 Philipp M. Christophel , Imre Pólik

The branch-and-cut algorithm is the method of choice to solve large scale integer programming problems in practice. A key ingredient of branch-and-cut is the use of cutting planes which are derived constraints that reduce the search space…

Optimization and Control · Mathematics 2024-05-24 Hongyu Cheng , Amitabh Basu

In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…

Machine Learning · Computer Science 2021-11-12 Lingying Huang , Xiaomeng Chen , Wei Huo , Jiazheng Wang , Fan Zhang , Bo Bai , Ling Shi

Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…

Optimization and Control · Mathematics 2023-07-10 Didier Chételat , Andrea Lodi

We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming,…

Optimization and Control · Mathematics 2021-12-06 Nathan Adelgren , Akshay Gupte

Branch and bound algorithms have to cope with several additional difficulties in the multi-objective case. Not only the bounding procedure is considerably weaker, but also the handling of upper and lower bound sets requires much more…

Optimization and Control · Mathematics 2023-11-13 Julius Bauß , Michael Stiglmayr

Network adaptation is essential for the efficient operation of Cloud-RANs. Unfortunately, it leads to highly intractable mixed-integer nonlinear programming problems. Existing solutions typically rely on convex relaxation, which yield…

Signal Processing · Electrical Eng. & Systems 2018-09-18 Yifei Shen , Yuanming Shi , Jun Zhang , Khaled B. Letaief

Recent advances in cutting-plane strategies applied to robust optimization problems show that they are competitive with respect to problem reformulations and interior-point algorithms. However, although its application with polyhedral…

Optimization and Control · Mathematics 2019-04-03 Roberto Mínguez , Víctor Casero-Alonso

We investigate the gap between theory and practice for exact branching algorithms. In theory, branch-and-reduce algorithms currently have the best time complexity for numerous important problems. On the other hand, in practice,…

Data Structures and Algorithms · Computer Science 2014-11-12 Takuya Akiba , Yoichi Iwata

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned…

Machine Learning · Computer Science 2022-06-28 Max B. Paulus , Giulia Zarpellon , Andreas Krause , Laurent Charlin , Chris J. Maddison

Data-driven algorithm design is a paradigm that uses statistical and machine learning techniques to select from a class of algorithms for a computational problem an algorithm that has the best expected performance with respect to some…

Machine Learning · Computer Science 2024-06-05 Hongyu Cheng , Sammy Khalife , Barbara Fiedorowicz , Amitabh Basu

The cutting plane approach to optimal matchings has been discussed by several authors over the past decades (e.g., Padberg and Rao '82, Grotschel and Holland '85, Lovasz and Plummer '86, Trick '87, Fischetti and Lodi '07) and its…

Data Structures and Algorithms · Computer Science 2014-01-24 Karthekeyan Chandrasekaran , Laszlo A. Vegh , Santosh Vempala

The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…

In bi-objective integer optimization the optimal result corresponds to a set of non-dominated solutions. We propose a generic bi-objective branch-and-bound algorithm that uses a problem-independent branching rule exploiting available…

Data Structures and Algorithms · Computer Science 2018-09-19 Sophie N. Parragh , Fabien Tricoire

Cut-generating linear programs (CGLPs) play a key role as a separation oracle to produce valid inequalities for the feasible region of mixed-integer programs. When incorporated inside branch-and-bound, the cutting planes obtained from CGLPs…

Optimization and Control · Mathematics 2023-11-01 Atefeh Rajabalizadeh , Danial Davarnia