Related papers: Solving a Class of Cut-Generating Linear Programs …
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…
Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…
In the recent years, branch-and-cut algorithms have been the target of data-driven approaches designed to enhance the decision making in different phases of the algorithm such as branching, or the choice of cutting planes (cuts). In…
Cutting-plane methods are well-studied localization(and optimization) algorithms. We show that they provide a natural framework to perform machinelearning ---and not just to solve optimization problems posed by machinelearning--- in…
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…
Logic-Based Benders Decomposition (LBBD) and its Branch-and-Cut variant, namely Branch-and-Check, enjoy an extensive applicability on a broad variety of problems, including scheduling. Although LBBD offers problem-specific cuts to impose…
Network adaptation is essential for the efficient operation of Cloud-RANs. Unfortunately, it leads to highly intractable mixed-integer nonlinear programming problems. Existing solutions typically rely on convex relaxation, which yield…
Many problems of interest for cyber-physical network systems can be formulated as Mixed-Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithmic framework to solve…
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for…
We present $\textit{Learn2Aggregate}$, a machine learning (ML) framework for optimizing the generation of Chv\'atal-Gomory (CG) cuts in mixed integer linear programming (MILP). The framework trains a graph neural network to classify useful…
Cutting planes for mixed-integer linear programs (MILPs) are typically computed in rounds by iteratively solving optimization problems, the so-called separation. Instead, we reframe the problem of finding good cutting planes as a continuous…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class…
We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut…
There has been a recent push in making machine learning models more interpretable so that their performance can be trusted. Although successful, these methods have mostly focused on the deep learning methods while the fundamental…
Branch-and-cut is the most widely used algorithm for solving integer programs, employed by commercial solvers like CPLEX and Gurobi. Branch-and-cut has a wide variety of tunable parameters that have a huge impact on the size of the search…
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…
The reconstruction of the history of evolutionary genome-wide events among a set of related organisms is of great biological interest. A simplified model that captures only content modifying operations was introduced recently. It allows the…