Related papers: Decomposition Methods for Global Solutions of Mixe…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
Emerging quantum computing technologies, such as Noisy Intermediate-Scale Quantum (NISQ) devices, offer potential advancements in solving mathematical optimization problems. However, limitations in qubit availability, noise, and errors pose…
Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…
We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…
We propose a distributed optimization method for solving a distributed model predictive consensus problem. The goal is to design a distributed controller for a network of dynamical systems to optimize a coupled objective function while…
The alternating direction method of multipliers (ADMM) is an effective method for solving wide fields of convex problems. At each iteration, the classical ADMM solves two subproblems exactly. However, in many applications, it is expensive…
Embedding deep neural networks (NNs) into mixed-integer programs (MIPs) is attractive for decision making with learned constraints, yet state-of-the-art monolithic linearisations blow up in size and quickly become intractable. In this…
We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…
In this paper, we propose a generalized alternating direction method of multipliers (ADMM) with semi-proximal terms for solving a class of convex composite conic optimization problems, of which some are high-dimensional, to moderate…
Several well known large scale linear programming decomposition methodologies exist. Benders Decomposition, which covers the case where some small subset of variables link the otherwise separable subproblems. Dantzig-Wolfe decomposition and…
This paper presents a majorized alternating direction method of multipliers (ADMM) with indefinite proximal terms for solving linearly constrained $2$-block convex composite optimization problems with each block in the objective being the…
In this paper, we introduce a unified framework for studying various cloud traffic management problems, ranging from geographical load balancing to backbone traffic engineering. We first abstract these real-world problems as a…
Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or…
Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…
Inspired by the recent advances in deep learning (DL), this work presents a deep neural network aided decoding algorithm for binary linear codes. Based on the concept of deep unfolding, we design a decoding network by unfolding the…
In practice, non-specialized interior point algorithms often cannot utilize the massively parallel compute resources offered by modern many- and multi-core compute platforms. However, efficient distributed solution techniques are required,…
We develop a decomposition method based on the augmented Lagrangian framework to solve a broad family of semidefinite programming problems, possibly with nonlinear objective functions, nonsmooth regularization, and general linear…
We transform join ordering into a mixed integer linear program (MILP). This allows to address query optimization by mature MILP solver implementations that have evolved over decades and steadily improved their performance. They offer…
We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…
We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…