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We address the joint optimization of multiple stream joins in a scale-out architecture by tailoring prior work on multi-way stream joins to predicate-driven data partitioning schemes. We present an integer linear programming (ILP)…
Database queries are often used to select and rank items as decision support for many applications. As automated decision-making tools become more prevalent, there is a growing recognition of the need to diversify their outcomes. In this…
We propose an ML-based model that automates and expedites the solution of MIPs by predicting the values of variables. Our approach is motivated by the observation that many problem instances share salient features and solution structures…
In this paper, we describe a novel unsupervised learning scheme for accelerating the solution of a family of mixed integer programming (MIP) problems. Distinct substantially from existing learning-to-optimize methods, our proposal seeks to…
A common challenge in real-time operations is deciding whether to re-solve an optimization problem or continue using an existing solution. While modern data platforms may collect information at high frequencies, many real-time operations…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…
Decentralized planning in uncertain environments is a complex task generally dealt with by using a decision-theoretic approach, mainly through the framework of Decentralized Partially Observable Markov Decision Processes (DEC-POMDPs).…
Power distribution networks, especially in North America, are often unbalanced but are designed to keep unbalance levels within the limits specified by IEEE, IEC, and NEMA standards. However, rapid integration of unbalanced devices, such as…
In this work, we develop a novel input feature selection framework for ReLU-based deep neural networks (DNNs), which builds upon a mixed-integer optimization approach. While the method is generally applicable to various classification…
We introduce a new class of optimization problems called integer Minkowski programs. The formulation of such problems involves finitely many integer variables and nonlinear constraints involving functionals defined on families of discrete…
In the past few years, there has been an explosive surge in the use of machine learning (ML) techniques to address combinatorial optimization (CO) problems, especially mixed-integer linear programs (MILPs). Despite the achievements, the…
In this paper, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex hull representation. Based on the solution of the PPR, we also present a MILP…
This paper addresses the single-item single-stocking location stochastic lot sizing problem under the $(s, S) $ policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal $(s, S)$ policy…
In the rank-constrained optimization problem (RCOP), it minimizes a linear objective function over a prespecified closed rank-constrained domain set and $m$ generic two-sided linear matrix inequalities. Motivated by the Dantzig-Wolfe (DW)…
We consider a linear relaxation of a generalized minimum-cost network flow problem with binary input dependencies. In this model the flows through certain arcs are bounded by linear (or more generally, piecewise linear concave) functions of…
Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…
We analyze the problem of scheduling in wireless networks to meet end-to-end service guarantees. Using network slicing to decouple the queueing dynamics between flows, we show that the network's ability to meet hard throughput and deadline…
We consider the problem of finding an n-agent joint-policy for the optimal finite-horizon control of a decentralized Pomdp (Dec-Pomdp). This is a problem of very high complexity (NEXP-hard in n >= 2). In this paper, we propose a new…
We study financial networks where banks are connected through bilateral liabilities and may default when resources are insufficient to meet obligations. We consider both the standard proportional clearing model and a priority-proportional…