Related papers: A LP relaxation based matheuristic for multi-objec…
We present a lattice algorithm specifically designed for some classical applications of lattice reduction. The applications are for lattice bases with a generalized knapsack-type structure, where the target vectors are boundably short. For…
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…
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point framework. In anticipation to converging to a low-rank primal…
We present a hierarchy of tractable relaxations to obtain lower bounds on the minimum value of a polynomial over a constraint set defined by polynomial equations. In contrast to previous convex relaxation techniques for this problem, our…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
Solving integer optimization problems with large or widely ranged objective coefficients can lead to numerical instability and increased runtimes. When the problem also involves multiple objectives, the impact of the objective coefficients…
In this paper we propose an improved approximation scheme for the Vector Bin Packing problem (VBP), based on the combination of (near-)optimal solution of the Linear Programming (LP) relaxation and a greedy (modified first-fit) heuristic.…
In Multi-Task Learning (MTL), tasks may compete and limit the performance achieved on each other, rather than guiding the optimization to a solution, superior to all its single-task trained counterparts. Since there is often not a unique…
Multi-objective AI planning suffers from a lack of benchmarks exhibiting known Pareto Fronts. In this work, we propose a tunable benchmark generator, together with a dedicated solver that provably computes the true Pareto front of the…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
Motivation: Model selection is a ubiquitous challenge in statistics. For penalized models, model selection typically entails tuning hyperparameters to maximize a measure of fit or minimize out-of-sample prediction error. However, these…
Typical behavior of the linear programming (LP) problem is studied as a relaxation of the minimum vertex cover, a type of integer programming (IP) problem. A lattice-gas model on the Erd\"os-R\'enyi random graphs of $\alpha$-uniform…
Multi-objective learning under user-specified preference is common in real-world problems such as multi-lingual speech recognition under fairness. In this work, we frame such a problem as a semivectorial bilevel optimization problem, whose…
We study the oracle complexity of finding $\varepsilon$-Pareto stationary points in smooth multiobjective optimization with $m$ objectives. Progress is measured by the Pareto stationarity gap $\mathcal{G}(x)$, the norm of the best convex…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
In this paper three heuristic algorithms using the Divide-and-Conquer paradigm are developed and assessed for three integer optimizations problems: Multidimensional Knapsack Problem (d-KP), Bin Packing Problem (BPP) and Travelling Salesman…
In one of our earlier works, we proposed to approximate Pareto fronts to multiobjective optimization problems by two-sided approximations, one from inside and another from outside of the feasible objective set, called, respectively, lower…
We propose a novel non-negative spherical relaxation for optimization problems over binary matrices with injectivity constraints, which in particular has applications in multi-matching and clustering. We relax respective binary matrix…
Linear Programming (LP) relaxations have become powerful tools for finding the most probable (MAP) configuration in graphical models. These relaxations can be solved efficiently using message-passing algorithms such as belief propagation…
We consider the problem of inference in higher-order undirected graphical models with binary labels. We formulate this problem as a binary polynomial optimization problem and propose several linear programming relaxations for it. We compare…