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This work develops a class of relaxations in between the big-M and convex hull formulations of disjunctions, drawing advantages from both. The proposed "P-split" formulations split convex additively separable constraints into P partitions…

Optimization and Control · Mathematics 2021-02-01 Jan Kronqvist , Ruth Misener , Calvin Tsay

This paper introduces a class of mixed-integer formulations for trained ReLU neural networks. The approach balances model size and tightness by partitioning node inputs into a number of groups and forming the convex hull over the partitions…

Optimization and Control · Mathematics 2021-10-22 Calvin Tsay , Jan Kronqvist , Alexander Thebelt , Ruth Misener

An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…

Optimization and Control · Mathematics 2017-12-05 Joey Huchette , Juan Pablo Vielma

The p-center problem consists in selecting p centers among M to cover N clients, such that the maximal distance between a client and its closest selected center is minimized. For this problem we propose two new and compact integer…

Optimization and Control · Mathematics 2023-02-10 Zacharie Ales , Sourour Elloumi

We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…

Optimization and Control · Mathematics 2023-09-19 Shaoning Han , Andrés Gómez

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products…

Optimization and Control · Mathematics 2018-03-09 James Luedtke , Claudia D'Ambrosio , Jeff Linderoth , Jonas Schweiger

We present a new approach for modeling avoidance constraints in 2D environments, in which waypoints are assigned to obstacle-free polyhedral regions. Constraints of this form are often formulated as mixed-integer programming (MIP) problems…

Optimization and Control · Mathematics 2024-11-20 Raul Garcia , Illya V. Hicks , Joey Huchette

In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…

Optimization and Control · Mathematics 2022-09-07 Andres Gomez , Weijun Xie

We address the aircraft conflict resolution problem in air traffic control. We introduce new mixed-integer programming formulations for aircraft conflict resolution with speed, heading and altitude control which are based on disjunctive…

Optimization and Control · Mathematics 2020-08-28 Fernando H. C. Dias , Hassan Hijazi , David Rey

We consider the k-disjoint-clique problem. The input is an undirected graph G in which the nodes represent data items, and edges indicate a similarity between the corresponding items. The problem is to find within the graph k disjoint…

Optimization and Control · Mathematics 2013-12-03 Brendan P. W. Ames , Stephen A. Vavasis

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be modeled by a new class of combinatorial disjunctive…

Optimization and Control · Mathematics 2023-05-01 Bochuan Lyu , Illya V. Hicks , Joey Huchette

Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the disjunctive proofs of optimality from prior solves to…

Optimization and Control · Mathematics 2025-11-21 Shannon Kelley , Aleksandr M. Kazachkov , Ted Ralphs

We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…

Optimization and Control · Mathematics 2022-11-29 Linchuan Wei , Alper Atamtürk , Andrés Gómez , Simge Küçükyavuz

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

Optimization and Control · Mathematics 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

Analyzing the worst-case performance of deep neural networks against input perturbations amounts to solving a large-scale non-convex optimization problem, for which several past works have proposed convex relaxations as a promising…

Machine Learning · Computer Science 2022-07-11 Shaoru Chen , Eric Wong , J. Zico Kolter , Mahyar Fazlyab

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-20 David Rey , Hassan Hijazi

We study the generalization of split, k-branch split, and intersection cuts from Mixed Integer Linear Programming to the realm of Mixed Integer Nonlinear Programming. Constructing such cuts requires calculating the convex hull of the…

Optimization and Control · Mathematics 2014-06-12 Sina Modaresi , Mustafa R. Kılınç , Juan Pablo Vielma

A tight continuous relaxation is a crucial factor in solving mixed integer formulations of many NP-hard combinatorial optimization problems. The (weighted) max $k$-cut problem is a fundamental combinatorial optimization problem with…

Optimization and Control · Mathematics 2023-08-04 Ramin Fakhimi , Hamidreza Validi , Illya V. Hicks , Tamás Terlaky , Luis F. Zuluaga

We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal…

Optimization and Control · Mathematics 2015-11-17 Guoyin Li , Ting Kei Pong
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