Related papers: Stochastic Planning and Scheduling with Logic-Base…
Cutting plane methods are a fundamental approach for solving integer linear programs (ILPs). In each iteration of such methods, additional linear constraints (cuts) are introduced to the constraint set with the aim of excluding the previous…
Optimally operating an integrated electricity-gas system (IEGS) is significant for the energy sector. However, the IEGS operation model's nonconvexity makes it challenging to solve the optimal dispatch problem in the IEGS. This letter…
Many large-scale optimization problems decompose into a master problem and scenario subproblems, a structure that can be exploited by Benders decomposition. In Benders decomposition, each iteration may generate many cuts from scenario…
We introduce an inexact variant of Stochastic Mirror Descent (SMD), called Inexact Stochastic Mirror Descent (ISMD), to solve nonlinear two-stage stochastic programs where the second stage problem has linear and nonlinear coupling…
The growth in online shopping and third party logistics has caused a revival of interest in finding optimal solutions to the large scale in-transit freight consolidation problem. Given the shipment date, size, origin, destination, and due…
We tackle the problem of graph partitioning for image segmentation using correlation clustering (CC), which we treat as an integer linear program (ILP). We reformulate optimization in the ILP so as to admit efficient optimization via…
Many annotation problems in computer vision can be phrased as integer linear programs (ILPs). The use of standard industrial solvers does not to exploit the underlying structure of such problems eg, the skeleton in pose estimation. The…
We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut…
The repeated solution of large-scale optimization problems arises frequently in process systems engineering tasks. Decomposition-based solution methods have been widely used to reduce the corresponding computational time, yet their…
We present a finitely convergent cutting-plane algorithm for solving a general mixed-integer convex program given an oracle for solving a general convex program. This method is extended to solve a family of two-stage mixed-integer convex…
Block coordinate descent (BCD) methods approach optimization problems by performing gradient steps along alternating subgroups of coordinates. This is in contrast to full gradient descent, where a gradient step updates all coordinates…
Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…
The length-constrained cycle partition problem (LCCP) is a graph optimization problem in which a set of nodes must be partitioned into a minimum number of cycles. Every node is associated with a critical time and the length of every cycle…
Various types of communication networks are constantly emerging to improve the connectivity services and facilitate the interconnection of various types of devices. This involves the development of several technologies, such as…
It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…
The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine's availability constraints are met with a certain probability. We present a…
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…
In this paper, we introduce both monotone and nonmonotone variants of LiBCoD, a \textbf{Li}nearized \textbf{B}lock \textbf{Co}ordinate \textbf{D}escent method for solving composite optimization problems. At each iteration, a random block is…
Mixed-integer optimization problems arise in a wide range of control applications. Benders decomposition is a widely used algorithm for solving such problems by decomposing them into a mixed-integer master problem and a continuous…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…