Related papers: Branching via Cutting Plane Selection: Improving H…
Most state-of-the-art branch-and-bound solvers for mixed-integer linear programming rely on limited-precision floating-point arithmetic and use numerical tolerances when reasoning about feasibility and optimality during their search. While…
Deriving a good variable selection strategy in branch-and-bound is essential for the efficiency of modern mixed-integer programming (MIP) solvers. With MIP branching data collected during the previous solution process, learning to branch…
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…
Machine learning is increasingly used to guide branch-and-cut (B&C) for mixed-integer linear programming by learning score-based policies for selecting branching variables and cutting planes. Many approaches train on local signals from…
We introduce the fastest known exact algorithm~for~the multiterminal cut problem with k terminals. In particular, we engineer existing as well as new data reduction rules. We use the rules within a branch-and-reduce framework and to boost…
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…
Resource Constrained Project Scheduling Problems (RCPSPs) without preemption are well-known NP-hard combinatorial optimization problems. A feasible RCPSP solution consists of a time-ordered schedule of jobs with corresponding execution…
The cutting plane approach to optimal matchings has been discussed by several authors over the past decades (e.g., Padberg and Rao '82, Grotschel and Holland '85, Lovasz and Plummer '86, Trick '87, Fischetti and Lodi '07) and its…
Chvatal-Gomory cutting planes (CG-cuts for short) are a fundamental tool in Integer Programming. Given any single CG-cut, one can derive an entire family of CG-cuts, by `iterating' its multiplier vector modulo one. This leads naturally to…
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…
Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the disjunctive proofs of optimality from prior solves to…
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…
Recently, cutting-plane methods such as GCP-CROWN have been explored to enhance neural network verifiers and made significant advances. However, GCP-CROWN currently relies on generic cutting planes (cuts) generated from external mixed…
Data-driven algorithm design is a paradigm that uses statistical and machine learning techniques to select from a class of algorithms for a computational problem an algorithm that has the best expected performance with respect to some…
A conflict graph represents logical relations between binary variables, and effective use of the graph can significantly accelerate branch-and-cut solvers for mixed-integer programming (MIP). In this paper we develop efficient parallel…
A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for…
While many classes of cutting-planes are at the disposal of integer programming solvers, our scientific understanding is far from complete with regards to cutting-plane selection, i.e., the task of selecting a portfolio of cutting-planes to…
We study a joint routing-assignment optimization problem in which a set of items must be paired one-to-one with a set of placeholders while simultaneously determining a Hamiltonian cycle that visits every node exactly once. Both the…
In recent years, there has been considerable interest in the transformative potential of additive manufacturing (AM) since it allows for producing highly customizable and complex components while reducing lead times and costs. The rise of…
The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…