Related papers: Adaptive Cut Selection in Mixed-Integer Linear Pro…
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…
We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…
While many classes of cutting-planes are at the disposal of integer programming solvers, our scientific understanding is far from complete with regards to cutting-plane selection, i.e., the task of selecting a portfolio of cutting-planes to…
Branch-and-cut is the most widely used algorithm for solving integer programs, employed by commercial solvers like CPLEX and Gurobi. Branch-and-cut has a wide variety of tunable parameters that have a huge impact on the size of the search…
Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
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 algorithm to solve this class…
The incorporation of cutting planes within the branch-and-bound algorithm, known as branch-and-cut, forms the backbone of modern integer programming solvers. These solvers are the foremost method for solving discrete optimization problems…
Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), as they significantly tighten the dual bounds and improve the solving performance. A key problem for cuts is when to stop cuts generation, which…
In this paper, we propose a multi-kernel classifier learning algorithm to optimize a given nonlinear and nonsmoonth multivariate classifier performance measure. Moreover, to solve the problem of kernel function selection and kernel…
An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when…
Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…
Designing faster algorithms for solving Mixed-Integer Linear Programming (MILP) problems is highly desired across numerous practical domains, as a vast array of complex real-world challenges can be effectively modeled as MILP formulations.…
Sparse cutting-planes are often the ones used in mixed-integer programing (MIP) solvers, since they help in solving the linear programs encountered during branch-&-bound more efficiently. However, how well can we approximate the integer…
The branch-and-cut algorithm is the method of choice to solve large scale integer programming problems in practice. A key ingredient of branch-and-cut is the use of cutting planes which are derived constraints that reduce the search space…
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…
Cutting-plane methods are well-studied localization(and optimization) algorithms. We show that they provide a natural framework to perform machinelearning ---and not just to solve optimization problems posed by machinelearning--- in…
Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…
The selection of branching variables is a key component of branch-and-bound algorithms for solving Mixed-Integer Programming (MIP) problems since the quality of the selection procedure is likely to have a significant effect on the size of…
The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…