Related papers: Continuous cutting plane algorithms in integer pro…
Mixed integer linear programming (MILP) is a powerful tool for planning and control problems because of its modeling capability and the availability of good solvers. However, for large models, MILP methods suffer computationally. In this…
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…
We study an abstract setting for cutting planes for integer programming called the infinite group problem. In this abstraction, cutting planes are computed via cut generating function that act on the simplex tableau. In this function space,…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with…
In this paper, we present an analysis of the strength of sparse cutting-planes for mixed integer linear programs (MILP) with sparse formulations. We examine three kinds of problems: packing problems, covering problems, and more general…
Despite the success of branch-and-cut methods for solving mixed integer bilevel linear optimization problems (MIBLPs) in practice, there are still gaps in both the theory and practice surrounding these methods. In the first part of this…
In connection with the needs of solving optimization problems, the development of conditional minimization methods with convenient numerical implementation continues to attract the attention of mathematicians. In this monograph we propose…
This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…
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…
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…
In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…
Many operations related optimization problems involve repeatedly solving similar mixed integer linear programming (MILP) instances with the same constraint matrix but differing objective coefficients and right-hand-side values. The goal of…
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on…
This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…
Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…
By exploiting the correlation between the structure and the solution of Mixed-Integer Linear Programming (MILP), Machine Learning (ML) has become a promising method for solving large-scale MILP problems. Existing ML-based MILP solvers…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…