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We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius…

Optimization and Control · Mathematics 2023-06-21 Moïse Blanchard , Junhui Zhang , Patrick Jaillet

Clustering is one of the most fundamental tools in data science and machine learning, and k-means clustering is one of the most common such methods. There is a variety of approximate algorithms for the k-means problem, but computing the…

Optimization and Control · Mathematics 2024-02-22 Martin Ryner , Jan Kronqvist , Johan Karlsson

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…

Optimization and Control · Mathematics 2022-04-18 Maria-Florina Balcan , Siddharth Prasad , Tuomas Sandholm , Ellen Vitercik

Given a separation oracle for a convex set $K \subset \mathbb{R}^n$ that is contained in a box of radius $R$, the goal is to either compute a point in $K$ or prove that $K$ does not contain a ball of radius $\epsilon$. We propose a new…

Data Structures and Algorithms · Computer Science 2020-04-10 Haotian Jiang , Yin Tat Lee , Zhao Song , Sam Chiu-wai Wong

The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their…

Optimization and Control · Mathematics 2021-03-18 Ksenia Bestuzheva , Ambros Gleixner , Stefan Vigerske

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…

Optimization and Control · Mathematics 2014-05-09 Santanu S. Dey , Marco Molinaro , Qianyi Wang

We provide a polynomial time cutting plane algorithm based on split cuts to solve integer programs in the plane. We also prove that the split closure of a polyhedron in the plane has polynomial size.

Optimization and Control · Mathematics 2020-11-12 Amitabh Basu , Michele Conforti , Marco Di Summa , Hongyi Jiang

Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…

Optimization and Control · Mathematics 2024-12-11 Xuefeng Zhang , Liangyu Chen , Zhengfeng Yang , Zhenbing Zeng

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…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton

A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…

Optimization and Control · Mathematics 2018-02-09 Bin Yu , John E. Mitchell , Jong-Shi Pang

This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…

Optimization and Control · Mathematics 2024-11-07 Wenzhi Gao , Dongdong Ge , Chunlin Sun , Yinyu Ye

Cut-generating linear programs (CGLPs) play a key role as a separation oracle to produce valid inequalities for the feasible region of mixed-integer programs. When incorporated inside branch-and-bound, the cutting planes obtained from CGLPs…

Optimization and Control · Mathematics 2023-11-01 Atefeh Rajabalizadeh , Danial Davarnia

Integer programming (IP) is a general optimization framework widely applicable to a variety of unstructured and structured problems arising in, e.g., scheduling, production planning, and graph optimization. As IP models many provably hard…

Machine Learning · Computer Science 2020-07-22 Yunhao Tang , Shipra Agrawal , Yuri Faenza

We introduce $\mathcal{V}$-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts…

Optimization and Control · Mathematics 2024-02-20 Egon Balas , Aleksandr M. Kazachkov

We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cuts from a…

Combinatorics · Mathematics 2012-06-28 Egon Balas , Andrea Qualizza

This paper investigates learning-augmented algorithms for smooth integer programs, covering canonical problems such as MAX-CUT and MAX-k-SAT. We introduce a framework that incorporates a predictive oracle to construct a linear surrogate of…

Data Structures and Algorithms · Computer Science 2026-02-04 Hao-Yuan He , Ming Li

Benson's outer approximation algorithm and its variants are the most frequently used methods for solving linear multiobjective optimization problems. These algorithms have two intertwined components: one-dimensional linear optimization one…

Optimization and Control · Mathematics 2019-03-21 Laszlo Csirmaz

Cutting planes are a key ingredient to successfully solve mixed-integer linear programs. For specific problems, their strength is often theoretically assessed by showing that they are facet-defining for the corresponding mixed-integer hull.…

Discrete Mathematics · Computer Science 2020-11-13 Matthias Walter

In this paper we consider a general problem set-up for a wide class of convex and robust distributed optimization problems in peer-to-peer networks. In this set-up convex constraint sets are distributed to the network processors who have to…

Systems and Control · Computer Science 2013-12-02 Mathias Bürger , Giuseppe Notarstefano , Frank Allgöwer

This paper studies binary quadratic programs in which the objective is defined by a Euclidean distance matrix, subject to a general polyhedral constraint set. This class of nonconcave maximisation problems includes the capacitated,…

Optimization and Control · Mathematics 2023-09-19 Hoa T. Bui , Sandy Spiers , Ryan Loxton