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In this paper, we consider a score-based Integer Programming (IP) approach for solving the Bayesian Network Structure Learning (BNSL) problem. State-of-the-art BNSL IP formulations suffer from the exponentially large number of variables and…

Machine Learning · Statistics 2025-09-10 Yiran Yang , Rui Chen

It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use…

Pricing of Securities · Quantitative Finance 2016-01-12 Robert Howley , Robert Storer , Juan Vera , Luis F. Zuluaga

We tackle the problem of accelerating column generation (CG) approaches to set cover formulations in operations research. At each iteration of CG we generate a dual solution that approximately solves the LP over all columns consisting of a…

Data Structures and Algorithms · Computer Science 2021-03-30 Naveen Haghani , Julian Yarkony , Amelia Regan

Decision trees are highly interpretable models for solving classification problems in machine learning (ML). The standard ML algorithms for training decision trees are fast but generate suboptimal trees in terms of accuracy. Other discrete…

Machine Learning · Computer Science 2024-01-24 Krunal Kishor Patel , Guy Desaulniers , Andrea Lodi

The problem of column subset selection has recently attracted a large body of research, with feature selection serving as one obvious and important application. Among the techniques that have been applied to solve this problem, the greedy…

Data Structures and Algorithms · Computer Science 2021-11-16 Jason Altschuler , Aditya Bhaskara , Gang Fu , Vahab Mirrokni , Afshin Rostamizadeh , Morteza Zadimoghaddam

Column generation (CG) is a well-established method for solving large-scale linear programs. It involves iteratively optimizing a subproblem containing a subset of columns and using its dual solution to generate new columns with negative…

Optimization and Control · Mathematics 2024-05-21 Yunzhuang Shen , Yuan Sun , Xiaodong Li , Zhiguang Cao , Andrew Eberhard , Guangquan Zhang

Airline crew pairing optimization problem (CPOP) aims to find a set of flight sequences (crew pairings) that cover all flights in an airline's highly constrained flight schedule at minimum cost. Since crew cost is second only to the fuel…

Neural and Evolutionary Computing · Computer Science 2023-05-30 Divyam Aggarwal , Dhish Kumar Saxena , Thomas Back , Michael Emmerich

Column generation is often used to solve multi-commodity flow problems. A program for column generation always includes a module that solves a linear equation. In this paper, we address three major issues in solving linear problem during…

Optimization and Control · Mathematics 2019-03-19 Liyun Dai , Hengjun Zhao , Zhiming Liu

We consider the problem of assigning flights to baggage belts in the baggage reclaim area of an airport. The problem is originated by a real-life application in Copenhagen airport. The objective is to construct a robust schedule taking…

Data Structures and Algorithms · Computer Science 2020-06-12 David Pisinger , Rosario Scatamacchia

We develop algorithms for inner approximating the cone of positive semidefinite matrices via linear programming and second order cone programming. Starting with an initial linear algebraic approximation suggested recently by Ahmadi and…

Optimization and Control · Mathematics 2016-03-14 Amir Ali Ahmadi , Sanjeeb Dash , Georgina Hall

With the rapid development of airlines, airports today become much busier and more complicated than previous days. During airlines daily operations, assigning the available gates to the arriving aircrafts based on the fixed schedule is a…

Artificial Intelligence · Computer Science 2009-03-17 Chendong Li

We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…

Machine Learning · Computer Science 2021-03-24 Gero Friesecke , Andreas S. Schulz , Daniela Vögler

The Submodular Bin Packing (SMBP) problem asks for packing unsplittable items into a minimal number of bins for which the capacity utilization function is submodular. SMBP is equivalent to chance-constrained and robust bin packing problems…

Optimization and Control · Mathematics 2023-09-12 Liding Xu , Claudia D'Ambrosio , Sonia Haddad Vanier , Emiliano Traversi

In many manufacturing processes, batch processing is frequently needed for capacity reasons. This applies both to parallel and serial batching. However, while the serial batch processing is largely studied in the literature, as it is…

Optimization and Control · Mathematics 2024-02-14 Arianna Alfieri , Alessandro Druetto , Andrea Grosso , Fabio Salassa

We introduce a novel approach to reduce the computational effort of solving mixed-integer convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the…

Optimization and Control · Mathematics 2020-02-05 Damian Frick , Pier Giuseppe Sessa , Tony A. Wood , Maryam Kamgarpour

We study a general stochastic ranking problem where an algorithm needs to adaptively select a sequence of elements so as to "cover" a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario…

Data Structures and Algorithms · Computer Science 2019-02-06 Fatemeh Navidi , Prabhanjan Kambadur , Viswanath Nagarajan

VMAT optimization is a computationally challenging problem due to its large data size, high degrees of freedom, and many hardware constraints. High-performance graphics processing units have been used to speed up the computations. However,…

Medical Physics · Physics 2017-02-08 Zhen Tian , Fei Peng , Michael Folkerts , Jun Tan , Xun Jia , Steve B. Jiang

In the classical selection problem, the input consists of a collection of elements and the goal is to pick a subset of elements from the collection such that some objective function $f$ is maximized. This problem has been studied…

Data Structures and Algorithms · Computer Science 2021-09-06 Sofia Maria Nikolakaki , Alina Ene , Evimaria Terzi

We present a neural network-enhanced column generation (CG) approach for a parallel machine scheduling problem. The proposed approach utilizes an encoder-decoder attention model, namely the transformer and pointer architectures, to develop…

Machine Learning · Computer Science 2024-10-22 Amira Hijazi , Osman Ozaltin , Reha Uzsoy

This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…

Optimization and Control · Mathematics 2018-01-11 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur