Related papers: A Sequential Benders-based Mixed-Integer Quadratic…
Given the limitations of current hardware, the theoretical gains promised by quantum computing remain unrealized across practical applications. But the gap between theory and hardware is closing, assisted by developments in quantum…
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…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
In this paper, a class of general nonlinear programming problems with inequality and equality constraints is discussed. Firstly, the original problem is transformed into an associated simpler equivalent problem with only inequality…
In this paper, we consider the network slicing problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and allocate network resources to meet diverse…
In this article, a globally convergent sequential quadratic programming (SQP) method is developed for multi-objective optimization problems with inequality type constraints. A feasible descent direction is obtained using a linear…
In this paper, we present efficient solutions for the nonlinear program (NLP) associated with nonlinear model predictive control (NMPC) by leveraging the linear parameter-varying (LPV) embedding of nonlinear models and sequential quadratic…
We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…
Small-scale Mixed-Integer Quadratic Programming (MIQP) problems often arise in embedded control and estimation applications. Driven by the need for algorithmic simplicity to target computing platforms with limited memory and computing…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
Mixed-integer convex quadratic programs with indicator variables (MIQP) encompass a wide range of applications, from statistical learning to energy, finance, and logistics. The outer approximation (OA) algorithm has been proven efficient in…
Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…
The current bottleneck of globally solving mixed-integer (non-convex) quadratically constrained problem (MIQCP) is still to construct strong but computationally cheap convex relaxations, especially when dense quadratic functions are…
This paper focuses on the design of sequential quadratic optimization (commonly known as SQP) methods for solving large-scale nonlinear optimization problems. The most computationally demanding aspect of such an approach is the computation…
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…
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…
In this paper, we consider the network slicing (NS) problem which attempts to map multiple customized virtual network requests (also called services) to a common shared network infrastructure and manage network resources to meet diverse…
We propose a quantum-classical hybrid method for solving large-scale mixed-integer quadratic problems (MIQP). Although extended Benders decomposition is effective for MIQP, its master problem which handles the integer and quadratic…
Quadratically constrained quadratic programs (QCQPs) are ubiquitous in optimization: Such problems arise in applications from operations research, power systems, signal processing, chemical engineering, and portfolio theory, among others.…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…