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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…

Optimization and Control · Mathematics 2026-03-30 Taotao He , Zhongqi Wu , Yating Zhang

We study a two-stage mixed-integer linear program (MILP) with more than 1 million binary variables in the second stage. We develop a two-level approach by constructing a semi-coarse model (coarsened with respect to variables) and a coarse…

Optimization and Control · Mathematics 2015-04-20 Fu Lin , Sven Leyffer , Todd Munson

Rapidly evolving artificial intelligence and machine learning applications require ever-increasing computational capabilities, while monolithic 2D design technologies approach their limits. Heterogeneous integration of smaller chiplets…

This paper proposes a hybrid quantum-classical algorithm to solve a fundamental power system problem called unit commitment (UC). The UC problem is decomposed into a quadratic subproblem, a quadratic unconstrained binary optimization (QUBO)…

Quantum Physics · Physics 2022-04-19 Reza Mahroo , Amin Kargarian

In an attempt to speed up the solution of the unit commitment (UC) problem, both machine-learning and optimization-based methods have been proposed to lighten the full UC formulation by removing as many superfluous line-flow constraints as…

Optimization and Control · Mathematics 2022-03-15 Álvaro Porras , Salvador Pineda , Juan M. Morales , Asunción Jiménez-Cordero

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…

Machine Learning · Computer Science 2020-11-09 Haoran Zhu , Pavankumar Murali , Dzung T. Phan , Lam M. Nguyen , Jayant R. Kalagnanam

A novel perspective on the design of robust model predictive control (MPC) methods is presented, whereby closed-loop constraint satisfaction is ensured using recursive feasibility of the MPC optimization. Necessary and sufficient conditions…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Anilkumar Parsi , Marcell Bartos , Amber Srivastava , Sebastien Gros , Roy S. Smith

In this paper, we investigate the constraint typology of mixed-integer linear programming MILP formulations. MILP is a commonly used mathematical programming technique for modelling and solving real-life scheduling, routing, planning,…

Artificial Intelligence · Computer Science 2021-03-02 Vicky Mak-Hau , John Yearwood , William Moran

This paper presents a mixed-integer linear programming formulation for the multi-mode resource-constrained project scheduling problem with uncertain activity durations. We consider a two-stage robust optimisation approach and find solutions…

Optimization and Control · Mathematics 2022-03-15 Matthew Bold , Marc Goerigk

Mixed-Integer Quadratic Programming (MIQP) has been identified as a suitable approach for finding an optimal solution to the behavior planning problem with low runtimes. Logical constraints and continuous equations are optimized alongside.…

Robotics · Computer Science 2021-01-14 Klemens Esterle , Tobias Kessler , Alois Knoll

The widespread uncertainties have made the interaction between wind power and power grid more complicated and difficult to model and handle. This paper proposes an approach for the solution of unit commitment (UC) problem incorporating…

Systems and Control · Electrical Eng. & Systems 2020-01-06 Fang Zhai , Libao Shi

We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the…

Optimization and Control · Mathematics 2019-03-04 Ross Anderson , Joey Huchette , Christian Tjandraatmadja , Juan Pablo Vielma

This paper presents a method to certify the computational complexity of a standard Branch and Bound method for solving Mixed-Integer Quadratic Programming (MIQP) problems defined as instances of a multi-parametric MIQP. Beyond previous…

Systems and Control · Electrical Eng. & Systems 2022-04-06 Shamisa Shoja , Daniel Arnström , Daniel Axehill

The deepening penetration of renewable energy is challenging how power system operators cope with the associated variability and uncertainty in the unit commitment problem. Given its computational complexity, several optimization-based…

Systems and Control · Electrical Eng. & Systems 2022-08-26 Mohamed Awadalla , François Bouffard

This paper presents an efficient approach for the evaluation of multi-parametric mixed integer quadratic programming (mp-MIQP) solutions, occurring for instance in control problems involving discrete time hybrid systems with quadratic cost.…

Optimization and Control · Mathematics 2014-07-08 Alexander Fuchs , Daniel Axehill , Manfred Morari

Constructing uncertainty sets as unions of multiple subsets has emerged as an effective approach for creating compact and flexible uncertainty representations in data-driven robust optimization (RO). This paper focuses on two separate…

Optimization and Control · Mathematics 2025-02-18 Yun Li , Neil Yorke-Smith , Tamas Keviczky

The conventional approach to solving the unit commitment problem involves discrete intervals at an hourly scale, particularly when integrating frequency dynamics to formulate a frequency-constrained unit commitment. To overcome this…

Systems and Control · Electrical Eng. & Systems 2024-05-07 Mohammad Rajabdorri , Enrique Lobato , Lukas Sigrist , Jamshid Aghaei

This paper addresses the problem of tightening the mixed-integer linear programming (MILP) formulation for continuous piecewise linear (CPWL) approximations of data sets in arbitrary dimensions. The MILP formulation leverages the…

Optimization and Control · Mathematics 2026-01-08 Quentin Ploussard , Xiang Li , Matija Pavičević

To contribute to a smart grid, the unit commitment and dispatch (UCD) is a very important problem to be revisited in the future microgrid environment. In this paper, the UCD problem is studied by taking account of both traditional thermal…

Optimization and Control · Mathematics 2018-12-27 Fangyuan Li , Jiahu Qin , Yu Kang

This brief deals with the satisfaction of the daily cooling demand by a hybrid system that consists of a vapour-compression refrigeration cycle and a thermal energy storage (TES) unit, based on phase change materials. The addition of the…

Optimization and Control · Mathematics 2024-02-08 G. Bejarano , D. Rodríguez , J. M. Lemos , M. Vargas , M. G. Ortega
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