Related papers: Consistency Cuts for Dantzig-Wolfe Reformulations
We demonstrate that it is possible to construct operators that stabilize the constraint-satisfying subspaces of computational problems in their Ising representations. We provide an explicit recipe to construct unitaries and associated…
In two earlier papers we derived congruence formats with regard to transition system specifications for weak semantics on the basis of a decomposition method for modal formulas. The idea is that a congruence format for a semantics must…
This paper addresses a class of problems under interval data uncertainty composed of min-max regret versions of classical 0-1 optimization problems with interval costs. We refer to them as interval 0-1 min-max regret problems. The…
We study relaxations for linear programs with complementarity constraints, especially instances whose complementary pairs of variables are not independent. Our formulation is based on identifying vertex covers of the conflict graph of the…
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 apply the replica analysis established by Gardner to the multi-constraint continuous knapsack problem,which is one of the linear programming problems and a most fundamental problem in the field of operations research (OR). For a large…
We introduce a cutting-plane framework for nonconvex quadratic programs (QPs) that progressively tightens convex relaxations. Our approach leverages the doubly nonnegative (DNN) relaxation to compute strong lower bounds and generate…
The discrete unit commitment problem with min-stop ramping constraints optimizes the daily production of thermal power plants (coal, gas, fuel units). For this problem, compact Integer Linear Programming (ILP) formulations have been…
We describe a method for inverting Gentzen's cut-elimination in classical first-order logic. Our algorithm is based on first computign a compressed representation of the terms present in the cut-free proof and then cut-formulas that realize…
We propose a new algorithm for solving multistage stochastic mixed integer linear programming (MILP) problems with complete continuous recourse. In a similar way to cutting plane methods, we construct nonlinear Lipschitz cuts to build lower…
The fundamental Filippov-Wazwski Relaxation Theorem states that the solution set of an initial value problem for a locally Lipschitz inclusion is dense in the solution set of the same initial value problem for the corresponding relaxation…
We consider the Frank-Wolfe algorithm for solving variational inequalities over compact, convex sets under a monotone $C^1$ operator and vanishing, nonsummable step sizes. We introduce a continuous-time interpolation of the discrete…
In a wide range of applications, we are required to rapidly solve a sequence of convex multiparametric quadratic programs (mp-QPs) on resource-limited hardwares. This is a nontrivial task and has been an active topic for decades in control…
Many nonlinear optimal control and optimization problems involve constraints that combine continuous dynamics with discrete logic conditions. Standard approaches typically rely on mixed-integer programming, which introduces scalability…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and…
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 variant of the well-known Knapsack Problem is studied in this paper, where pairs of items are conflicting, and cannot be selected at the same time. This configures a set of hard constraints. The problem, which can be used to model real…
We show that to every small and decaying solution of the linearized constraint equations about Minkowski spacetime, one can add a quadratically small correction to obtain a solution of the full constraint equations. Near spacelike infinity,…
The unit commitment problem is a short-term planning problem in the energy industry. Dantzig-Wolfe decomposition is a popular approach to solve the problem. This paper focuses on primal heuristics used with Dantzig-Wolfe decomposition. We…
The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their…