Related papers: A Computational Study of Perspective Cuts
In connection with the needs of solving optimization problems, the development of conditional minimization methods with convenient numerical implementation continues to attract the attention of mathematicians. In this monograph we propose…
We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…
We present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…
The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…
Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…
In this paper, we investigate adaptive nonlinear regression and introduce tree based piecewise linear regression algorithms that are highly efficient and provide significantly improved performance with guaranteed upper bounds in an…
In mixed-integer programming (MIP) solvers, cutting planes are essential for Branch-and-Cut (B&C) algorithms as they reduce the search space and accelerate the solving process. Traditional methods rely on hard-coded heuristics for cut plane…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
Cutting-planes are one of the most important building blocks for solving large-scale integer programming (IP) problems to (near) optimality. The majority of cutting plane approaches rely on explicit rules to derive valid inequalities that…
In this paper, we investigate a class of non-convex sum-of-ratios programs relevant to decision-making in key areas such as product assortment and pricing, and facility location and cost planning. These optimization problems, characterized…
Modern mixed-integer programming solvers use the branch-and-cut framework, where cutting planes are added to improve the tightness of the linear programming (LP) relaxation, with the expectation that the tighter formulation would produce…
In this paper, the compact linearization approach originally proposed for binary quadratic programs with assignment constraints is generalized to such programs with arbitrary linear equations and inequalities that have positive coefficients…
Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the disjunctive proofs of optimality from prior solves to…
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…
Current pseudo-Boolean solvers implement different variants of the cutting planes proof system to infer new constraints during conflict analysis. One of these variants is generalized resolution, which allows to infer strong constraints, but…
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…
Segmenting an image into multiple components is a central task in computer vision. In many practical scenarios, prior knowledge about plausible components is available. Incorporating such prior knowledge into models and algorithms for image…
Chance-constrained programming is a widely used framework for decision-making under uncertainty, yet its mixed-integer reformulations involve nonconvex mixing sets with a knapsack constraint, leading to weak relaxations and computational…
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…
In this paper we consider the problem of distributed nonlinear optimisation of a separable convex cost function over a graph subject to cone constraints. We show how to generalise, using convex analysis, monotone operator theory and…