Related papers: Tightening Discretization-based MILP Models for th…

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…

Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…

This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…

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…

Mixed-Integer Linear Programming (MILP) plays an important role across a range of scientific disciplines and within areas of strategic importance to society. The MILP problems, however, suffer from combinatorial complexity. Because of…

Biclustering techniques have been widely used to identify homogeneous subgroups within large data matrices, such as subsets of genes similarly expressed across subsets of patients. Mining a max-sum sub-matrix is a related but distinct…

Mixed-integer linear programs (MILPs) are extensively used to model practical problems such as planning and scheduling. A prominent method for solving MILPs is large neighborhood search (LNS), which iteratively seeks improved solutions…

This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…

This paper presents a solver-friendly logic-based mixed-integer nonlinear programming model (LB-MINLP) to solve economic dispatch (ED) problems considering disjoint operating zones and valve-point effects. A simultaneous consideration of…

Over the last few decades, existing Partial Differential Equation (PDE) solvers have demonstrated a tremendous success in solving complex, non-linear PDEs. Although accurate, these PDE solvers are computationally costly. With the advances…

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…

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…

A common challenge in real-time operations is deciding whether to re-solve an optimization problem or continue using an existing solution. While modern data platforms may collect information at high frequencies, many real-time operations…

We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…

The problem of minimizing a multilinear function of binary variables is a well-studied NP-hard problem. The set of solutions of the standard linearization of this problem is called the multilinear set. We study a cardinality constrained…

Finding point configurations, that yield the maximum polarization (Chebyshev constant) is gaining interest in the field of geometric optimization. In the present article, we study the problem of unconstrained maximum polarization on compact…

We address a challenging tank blending and scheduling problem regarding operations for a chemical plant. We model the problem as a nonconvex MIQCP, then approximate this model as a MILP using a discretization-based approach. We combine a…

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…