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Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
While Mixed-integer linear programming (MILP) is NP-hard in general, practical MILP has received roughly 100--fold speedup in the past twenty years. Still, many classes of MILPs quickly become unsolvable as their sizes increase, motivating…
We propose an approach based on quadratic approximations for solving general Mixed-Integer Nonlinear Programming (MINLP) problems. Specifically, our approach entails the global approximation of the epigraphs of constraint functions by means…
In numerical linear algebra, considerable effort has been devoted to obtaining faster algorithms for linear systems whose underlying matrices exhibit structural properties. A prominent success story is the method of generalized nested…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
This work attempts to combine the strengths of two major technologies that have matured over the last three decades: global mixed-integer nonlinear optimization and branch-and-price. We consider a class of generally nonconvex mixed-integer…
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…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
We study the problem of scheduling a general computational DAG on multiple processors in a 2-level memory hierarchy. This setting is a natural generalization of several prominent models in the literature, and it simultaneously captures…
The floor layout problem (FLP) tasks a designer with positioning a collection of rectangular boxes on a fixed floor in such a way that minimizes total communication costs between the components. While several mixed integer programming (MIP)…
We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…
In optimization problems, often equations and inequalities are represented using if-else (implication) construct which is known to be equivalent to a disjunction. Such statements are modeled and incorporated in an optimization problem using…
Mixed-integer nonlinear programmings (MINLPs) are powerful formulation tools for task planning. However, it suffers from long solving time especially for large scale problems. In this work, we first formulate the task planning problem for…
We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…
Gas networks are used to transport natural gas, which is an important resource for both residential and industrial customers throughout the world. The gas network design problem is generally modelled as a nonconvex mixed-integer nonlinear…
Mixed integer bilinear programs (MIBLPs) offer tools to resolve robotics motion planning problems with orthogonal rotation matrices or static moment balance, but require long solving times. Recent work utilizing data-driven methods has…
This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…