Related papers: Learning Cuts via Enumeration Oracles
We study the structure of the set of all possible affine hyperplane sections of a convex polytope. We present two different cell decompositions of this set, induced by hyperplane arrangements. Using our decomposition, we bound the number of…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
We suppose the existence of an oracle which solves any semidefinite programming (SDP) problem satisfying Slater's condition simultaneously at its primal and dual sides. We note that such an oracle might not be able to directly solve general…
Partial differential equation (PDE)-constrained optimization, where an optimization problem is subject to PDE constraints, arises in various applications such as design, control, and inference. Solving such problems is computationally…
The Maximum Cut (MaxCut) problem is NP-Complete, and obtaining its optimal solution is NP-hard in the worst case. As a result, heuristic-based algorithms are commonly used, though their design often requires significant domain expertise.…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is considered one of the…
We tackle robust optimization problems under objective uncertainty in the oracle model, i.e., when the deterministic problem is solved by an oracle. The oracle-based setup is favorable in many situations, e.g., when a compact formulation of…
In this paper, we propose a cutting plane algorithm based on DC (Difference-of-Convex) programming and DC cut for globally solving Mixed-Binary Linear Program (MBLP). We first use a classical DC programming formulation via the exact…
We prove global convergence of a bundle trust region algorithm for non-smooth non-convex optimization, where cutting planes are generated by oracles respecting four basic rules. The benefit is that convergence theory applies to a large…
There is an increasing interest in quantum algorithms for optimization problems. Within convex optimization, interior-point methods and other recently proposed quantum algorithms are non-trivial to implement on noisy quantum devices. Here,…
We introduce a general technique to create an extended formulation of a mixed-integer program. We classify the integer variables into blocks, each of which generates a finite set of vector values. The extended formulation is constructed by…
In practice, non-specialized interior point algorithms often cannot utilize the massively parallel compute resources offered by modern many- and multi-core compute platforms. However, efficient distributed solution techniques are required,…
A high-order quadrature algorithm is presented for computing integrals over curved surfaces and volumes whose geometry is implicitly defined by the level sets of (one or more) multivariate polynomials. The algorithm recasts the implicitly…
This paper presents the first generic bi-objective binary linear branch-and-cut algorithm. Studying the impact of valid inequalities in solution and objective spaces, two cutting frameworks are proposed. The multi-point separation problem…
Recently, Kronqvist et al.~\cite{KronqvistLundellWesterlund2016} rediscovered the supporting hyperplane algorithm of Veinott~\cite{Veinott1967} and demonstrated its computational benefits for solving convex mixed-integer nonlinear programs.…
We introduce an efficient combination of polyhedral analysis and predicate partitioning. Template polyhedral analysis abstracts numerical variables inside a program by one polyhedron per control location, with a priori fixed directions for…
We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…
We study the complexity of computing the projection of an arbitrary $d$-polytope along $k$ orthogonal vectors for various input and output forms. We show that if $d$ and $k$ are part of the input (i.e. not a constant) and we are interested…
This paper presents an algorithmic study of a class of covering mixed-integer linear programming problems which encompasses classic cover problems, including multidimensional knapsack, facility location and supplier selection problems. We…