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The primal-dual column generation method (PDCGM) is a general-purpose column generation technique that relies on the primal-dual interior point method to solve the restricted master problems. The use of this interior point method variant…

Optimization and Control · Mathematics 2015-02-17 Jacek Gondzio , Pablo González-Brevis , Pedro Munari

Column generation (CG) is one of the most successful approaches for solving large-scale linear programming (LP) problems. Given an LP with a prohibitively large number of variables (i.e., columns), the idea of CG is to explicitly consider…

Optimization and Control · Mathematics 2024-04-09 Haofeng Yuan , Lichang Fang , Shiji Song

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

Column Generation (CG) is an iterative algorithm for solving linear programs (LPs) with an extremely large number of variables (columns). CG is the workhorse for tackling large-scale \textit{integer} linear programs, which rely on CG to…

Optimization and Control · Mathematics 2023-01-16 Cheng Chi , Amine Mohamed Aboussalah , Elias B. Khalil , Juyoung Wang , Zoha Sherkat-Masoumi

Space missions, particularly complex, large-scale exploration campaigns, can often involve many discrete decisions or events in their concepts of operations. Whilst a variety of methods exist for the optimisation of continuous variables in…

Optimization and Control · Mathematics 2024-12-04 Nicholas Gollins , Masafumi Isaji , Koki Ho

This paper considers the learning of Boolean rules in either disjunctive normal form (DNF, OR-of-ANDs, equivalent to decision rule sets) or conjunctive normal form (CNF, AND-of-ORs) as an interpretable model for classification. An integer…

Artificial Intelligence · Computer Science 2020-08-07 Sanjeeb Dash , Oktay Günlük , Dennis Wei

In real-life applications, most optimization problems are variants of well-known combinatorial optimization problems, including additional constraints to fit with a particular use case. Usually, efficient algorithms to handle a restricted…

Discrete Mathematics · Computer Science 2025-01-24 Sébastien Martin , Pierre Bauguion , Youcef Magnouche , Jérémie Leguay

In this work, we show the intrinsic relations between optimal transportation and convex geometry, especially the variational approach to solve Alexandrov problem: constructing a convex polytope with prescribed face normals and volumes. This…

Machine Learning · Computer Science 2017-12-20 Na Lei , Kehua Su , Li Cui , Shing-Tung Yau , David Xianfeng Gu

The discrete Wasserstein barycenter problem is a minimum-cost mass transport problem for a set of discrete probability measures. Although an exact barycenter is computable through linear programming, the underlying linear program can be…

Optimization and Control · Mathematics 2022-02-09 Steffen Borgwardt , Stephan Patterson

We extend the recently introduced genetic column generation algorithm for high-dimensional multi-marginal optimal transport from symmetric to general problems. We use the algorithm to calculate accurate mesh-free Wasserstein barycenters and…

Numerical Analysis · Mathematics 2023-10-26 Gero Friesecke , Maximilian Penka

The team formation and routing problem is a challenging optimization problem with several real-world applications in fields such as airport, healthcare, and maintenance operations. To solve this problem, exact solution methods based on…

Machine Learning · Computer Science 2025-09-22 Giacomo Dall'Olio , Rainer Kolisch , Yaoxin Wu

Column Generation (CG) is an effective method for solving large-scale optimization problems. CG starts by solving a sub-problem with a subset of columns (i.e., variables) and gradually includes new columns that can improve the solution of…

Optimization and Control · Mathematics 2022-03-09 Yunzhuang Shen , Yuan Sun , Xiaodong Li , Andrew Eberhard , Andreas Ernst

The ability to compare two degenerate probability distributions (i.e. two probability distributions supported on two distinct low-dimensional manifolds living in a much higher-dimensional space) is a crucial problem arising in the…

Machine Learning · Statistics 2017-10-23 Aude Genevay , Gabriel Peyré , Marco Cuturi

Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…

Machine Learning · Computer Science 2024-06-05 Bao Nguyen , Binh Nguyen , Hieu Trung Nguyen , Viet Anh Nguyen

Given a set of $K$ probability densities, we consider the multimarginal generative modeling problem of learning a joint distribution that recovers these densities as marginals. The structure of this joint distribution should identify…

Machine Learning · Computer Science 2023-10-06 Michael S. Albergo , Nicholas M. Boffi , Michael Lindsey , Eric Vanden-Eijnden

This paper investigates the column generation (CG) for solving cutting stock problems (CSP). Traditional CG method, which repeatedly solves a restricted master problem (RMP), often suffers from two critical issues in practice -- the loss of…

Optimization and Control · Mathematics 2023-05-24 Mingjie Hu , Jie Yan , Liting Chen , Qingwei Lin

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

Capacity sharing networks are typical heterogeneous communication networks widely applied in information and communications technology (ICT) field. In such networks, resources like bandwidth, spectrum, computation and storage are shared…

Optimization and Control · Mathematics 2024-12-03 Kaixiang Hu , Feilong Huang , Caixia Kou

Column generation (CG) is a vital method to solve large-scale problems by dynamically generating variables. It has extensive applications in common combinatorial optimization, such as vehicle routing and scheduling problems, where each…

Machine Learning · Computer Science 2023-10-17 Kuan Xu , Li Shen , Lindong Liu

Variational Auto-Encoders enforce their learned intermediate latent-space data distribution to be a simple distribution, such as an isotropic Gaussian. However, this causes the posterior collapse problem and loses manifold structure which…

Machine Learning · Computer Science 2018-09-18 Huidong Liu , Yang Guo , Na Lei , Zhixin Shu , Shing-Tung Yau , Dimitris Samaras , Xianfeng Gu