Related papers: Branching via Cutting Plane Selection: Improving H…
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…
An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…
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…
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…
Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…
We present a finitely convergent cutting-plane algorithm for solving a general mixed-integer convex program given an oracle for solving a general convex program. This method is extended to solve a family of two-stage mixed-integer convex…
We consider the problem of solving a family of parametric mixed-integer linear optimization problems where some entries in the input data change. We introduce the concept of cutting-plane layer (CPL), i.e., a differentiable cutting-plane…
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find…
There has been a recent interest in cutting planes generated from two or more rows of the optimal simplex tableau. One can construct examples of integer programs for which a single cutting plane generated from two rows dominates the entire…
Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…
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…
In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…
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…
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…
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 Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
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…