Related papers: A Computational Status Update for Exact Rational M…
This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible…
This article studies a combination of the two state-of-the-art algorithms for the exact solution of linear programs (LPs) over the rational numbers, i.e., without any roundoff errors or numerical tolerances. By integrating the method of…
This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for…
Most state-of-the-art branch-and-bound solvers for mixed-integer linear programming rely on limited-precision floating-point arithmetic and use numerical tolerances when reasoning about feasibility and optimality during their search. While…
This paper presents a method to certify the computational complexity of a standard Branch and Bound method for solving Mixed-Integer Quadratic Programming (MIQP) problems defined as instances of a multi-parametric MIQP. Beyond previous…
In model predictive control (MPC) for hybrid systems, solving optimization problems efficiently and with guarantees on worst-case computational complexity is critical to satisfy the real-time constraints in these applications. These…
We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…
Roundoff errors cannot be avoided when implementing numerical programs with finite precision. The ability to reason about rounding is especially important if one wants to explore a range of potential representations, for instance for FPGAs…
Mixed Integer Linear Programming (MILP) is a pillar of mathematical optimization that offers a powerful modeling language for a wide range of applications. During the past decades, enormous algorithmic progress has been made in solving…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
This paper explores reoptimization techniques for solving sequences of similar mixed integer programs (MIPs) more effectively. Traditionally, these MIPs are solved independently, without capitalizing on information from previously solved…
We present a depth-aware optimization framework for quantum circuit compilation that unifies provable optimality with scalable heuristics. For exact synthesis of a target unitary, we formulate a mixed-integer linear program (MILP) that…
Mixed-integer optimization solvers often find optimal solutions early in the search, yet spend the majority of computation time proving optimality. We exploit this by learning when to terminate solvers early on distributions of similar…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution…
This paper presents the integration of constraint propagation and dual proof analysis in an exact, roundoff-error-free MIP solver. The authors employ safe rounding methods to ensure that all results remain provably correct, while…
We consider the least squares regression problem, penalized with a combination of the $\ell_{0}$ and squared $\ell_{2}$ penalty functions (a.k.a. $\ell_0 \ell_2$ regularization). Recent work shows that the resulting estimators are of key…
We investigate the use of low-precision first-order methods (FOMs) within a fix-and-propagate (FP) framework for solving mixed-integer programming problems (MIPs). We employ GPU-accelerated PDLP, a variant of the Primal-Dual Hybrid Gradient…
Mixed Integer Programs (MIPs) model many optimization problems of interest in Computer Science, Operations Research, and Financial Engineering. Solving MIPs is NP-Hard in general, but several solvers have found success in obtaining…
Mixed-integer programming (MIP) extends linear programming by incorporating both continuous and integer decision variables, making it widely used in production planning, logistics scheduling, and resource allocation. However, MIP remains…