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In this paper we generalize N-fold integer programs and two-stage integer programs with N scenarios to N-fold 4-block decomposable integer programs. We show that for fixed blocks but variable N, these integer programs are polynomial-time…

Optimization and Control · Mathematics 2015-05-14 Raymond Hemmecke , Matthias Köppe , Robert Weismantel

Scheduling problems are fundamental in combinatorial optimization. Much work has been done on approximation algorithms for NP-hard cases, but relatively little is known about exact solutions when some part of the input is a fixed parameter.…

Data Structures and Algorithms · Computer Science 2018-01-09 Dušan Knop , Martin Koutecký

We study the parameterized complexity of algorithmic problems whose input is an integer set $A$ in terms of the doubling constant $C := |A + A|/|A|$, a fundamental measure of additive structure. We present evidence that this new…

Data Structures and Algorithms · Computer Science 2024-07-26 Tim Randolph , Karol Węgrzycki

Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…

Optimization and Control · Mathematics 2024-08-06 Beste Basciftci , Shabbir Ahmed , Nagi Gebraeel

We consider so-called $N$-fold integer programs (IPs) of the form $\max\{c^T x : Ax = b, \ell \leq x \leq u, x \in \mathbb Z^{nt}\}, where $A \in \mathbb Z^{(r+sn)\times nt} consists of $n$ arbitrary matrices $A^{(i)} \in \mathbb Z^{r\times…

Data Structures and Algorithms · Computer Science 2024-07-11 David Fischer , Julian Golak , Matthias Mnich

In the Integer Quadratic Programming problem input is an n*n integer matrix Q, an m*n integer matrix A and an m-dimensional integer vector b. The task is to find a vector x in Z^n, minimizing x^TQx, subject to Ax <= b. We give a fixed…

Data Structures and Algorithms · Computer Science 2017-04-11 Daniel Lokshtanov

In this article we study a broad class of integer programming problems in variable dimension. We show that these so-termed {\em n-fold integer programming problems} are polynomial time solvable. Our proof involves two heavy ingredients…

Optimization and Control · Mathematics 2008-07-24 Jesús A. De Loera , Raymond Hemmecke , Shmuel Onn , Robert Weismantel

The theory of $n$-fold integer programming has been recently emerging as an important tool in parameterized complexity. The input to an $n$-fold integer program (IP) consists of parameter $A$, dimension $n$, and numerical data of binary…

Data Structures and Algorithms · Computer Science 2021-02-25 Martin Koutecký , Asaf Levin , Shmuel Onn

We study the general integer programming problem where the number of variables $n$ is a variable part of the input. We consider two natural parameters of the constraint matrix $A$: its numeric measure $a$ and its sparsity measure $d$. We…

Optimization and Control · Mathematics 2022-08-01 Friedrich Eisenbrand , Christoph Hunkenschröder , Kim-Manuel Klein , Martin Koutecký , Asaf Levin , Shmuel Onn

We consider integer programming problems $\max \{ c^T x : \mathcal{A} x = b, l \leq x \leq u, x \in \mathbb{Z}^{nt}\}$ where $\mathcal{A}$ has a (recursive) block-structure generalizing "$n$-fold integer programs" which recently received…

Discrete Mathematics · Computer Science 2018-02-20 Friedrich Eisenbrand , Christoph Hunkenschröder , Kim-Manuel Klein

We consider so called $2$-stage stochastic integer programs (IPs) and their generalized form of multi-stage stochastic IPs. A $2$-stage stochastic IP is an integer program of the form $\max \{ c^T x \mid Ax = b, l \leq x \leq u, x \in…

Data Structures and Algorithms · Computer Science 2019-02-22 Kim-Manuel Klein

Multistage stochastic optimization problems are, by essence, complex as their solutions are indexed both by stages and by uncertainties. Their large scale nature makes decomposition methods appealing, like dynamic programming which is a…

Optimization and Control · Mathematics 2023-05-01 Pierre Carpentier , Jean-Philippe Chancelier , Michel de Lara , Thomas Martin , Tristan Rigaut

Recently a strong connection has been shown between the tractability of integer programming (IP) with bounded coefficients on the one side and the structure of its constraint matrix on the other side. To that end, integer linear programming…

Computational Complexity · Computer Science 2020-12-02 Eduard Eiben , Robert Ganian , Dušan Knop , Sebastian Ordyniak , Michał Pilipczuk , Marcin Wrochna

In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…

Optimization and Control · Mathematics 2025-07-01 Giovanni Pantuso , Mike Hewitt

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to approximate the…

Optimization and Control · Mathematics 2022-01-04 Warren B Powell , Saeed Ghadimi

We consider the problem of solving integer programs of the form $\min \{\,c^\intercal x\ \colon\ Ax=b, x\geq 0\}$, where $A$ is a multistage stochastic matrix in the following sense: the primal treedepth of $A$ is bounded by a parameter…

Data Structures and Algorithms · Computer Science 2020-12-23 Jana Cslovjecsek , Friedrich Eisenbrand , Michał Pilipczuk , Moritz Venzin , Robert Weismantel

A stochastic program typically involves several parameters, including deterministic first-stage parameters and stochastic second-stage elements that serve as input data. These programs are re-solved whenever any input parameter changes.…

Optimization and Control · Mathematics 2026-03-16 Chhavi Sharma , Harsha Gangammanavar

We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is…

Computational Complexity · Computer Science 2020-08-04 Jana Cslovjecsek , Friedrich Eisenbrand , Christoph Hunkenschröder , Lars Rohwedder , Robert Weismantel

Decision making needs to take an uncertain environment into account. Over the last decades, robust optimization has emerged as a preeminent method to produce solutions that are immunized against uncertainty. The main focus in robust…

Optimization and Control · Mathematics 2021-02-11 Marc Goerigk , Michael Hartisch

We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…

Optimization and Control · Mathematics 2021-04-20 Suresh Bolusani , Stefano Coniglio , Ted. K. Ralphs , Sahar Tahernejad
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