Related papers: Exact solution of network flow models with strong …
Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…
We investigate relaxations for a class of discrete bilevel programs where the interaction constraints linking the leader and the follower are linear. Our approach reformulates the upper-level optimality constraints by projecting the…
We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…
This work introduces a framework to address the computational complexity inherent in Mixed-Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics…
In transmission networks, power flows and network topology are deeply intertwined due to power flow physics. Recent literature shows that a specific more hierarchical network structure can effectively inhibit the propagation of line…
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…
Given a flow network, the Minimum Flow Decomposition (MFD) problem is finding the smallest possible set of weighted paths whose superposition equals the flow. It is a classical, strongly NP-hard problem that is proven to be useful in RNA…
Mixed-integer linear programming (MILP) stands as a notable NP-hard problem pivotal to numerous crucial industrial applications. The development of effective algorithms, the tuning of solvers, and the training of machine learning models for…
While Mixed-integer linear programming (MILP) is NP-hard in general, practical MILP has received roughly 100--fold speedup in the past twenty years. Still, many classes of MILPs quickly become unsolvable as their sizes increase, motivating…
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…
Mixed Integer Linear Programming (MILP) is a pillar of mathematical optimization that offers a powerful modeling language for a wide range of applications. During the past decades, enormous algorithmic progress has been made in solving…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
In this paper, we develop new discrete relaxations for nonlinear expressions in factorable programming. We utilize specialized convexification results as well as composite relaxations to develop mixed-integer programming (MIP) relaxations.…
Modern Mixed Integer Linear Programming (MILP) solvers use the Branch-and-Bound algorithm together with a plethora of auxiliary components that speed up the search. In recent years, there has been an explosive development in the use of…
Navigating rigid body objects through crowded environments can be challenging, especially when narrow passages are presented. Existing sampling-based planners and optimization-based methods like mixed integer linear programming (MILP)…
Mixed-integer linear programming (MILP) plays a crucial role in artificial intelligence, biochemistry, finance, cryptography, etc. Notwithstanding popular for decades, the researches of MILP solvers are still limited by the resource…
We study logit-based multi-purchase choice models and develop an exact solution methodology for the resulting assortment optimization problems, which we show are NP-hard to approximate. We introduce a hypergraph representation that captures…
Strategic bidding problems in electricity markets are widely studied in power systems, often by formulating complex bi-level optimization problems that are hard to solve. The state-of-the-art approach to solve such problems is to…
We propose a framework for the stability verification of Mixed-Integer Linear Programming (MILP) representable control policies. This framework compares a fixed candidate policy, which admits an efficient parameterization and can be…
We consider a class of optimal power flow (OPF) applications where some loads offer a modulation service in exchange for an activation fee. These applications can be modeled as multi-period formulations of the OPF with discrete variables…