Related papers: A computational study of cutting-plane methods for…
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 study a mixed integer linear program with m integer variables and k non-negative continuous variables in the form of the relaxation of the corner polyhedron that was introduced by Andersen, Louveaux, Weismantel and Wolsey [Inequalities…
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…
We study a class of integer bilevel programs with second-order cone constraints at the upper-level and a convex-quadratic objective function and linear constraints at the lower-level. We develop disjunctive cuts (DCs) to separate…
We consider a multi-objective risk-averse two-stage stochastic programming problem with a multivariate convex risk measure. We suggest a convex vector optimization formulation with set-valued constraints and propose an extended version of…
The twin support vector machine and its extensions have made great achievements in dealing with binary classification problems. However, it suffers from difficulties in effective solution of multi-classification and fast model selection.…
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 paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…
In this paper we present a complete iteration complexity analysis of inexact first order Lagrangian and penalty methods for solving cone constrained convex problems that have or may not have optimal Lagrange multipliers that close the…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization problems. Unlike the exact versions considered in literature,…
A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…
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…
Maintenance planning plays a key role in power system operations under uncertainty by helping system operators ensure a reliable and secure power grid. This paper studies a short-term condition-based integrated maintenance planning with…
Necessary optimality conditions in Lagrangian form and the sequential minimization framework are extended to mixed-integer nonlinear optimization, without any convexity assumptions. Building upon a recently developed notion of local…
Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…
Integer programming (IP) is a general optimization framework widely applicable to a variety of unstructured and structured problems arising in, e.g., scheduling, production planning, and graph optimization. As IP models many provably hard…
Mixed integer Model Predictive Control (MPC) problems arise in the operation of systems where discrete and continuous decisions must be taken simultaneously to compensate for disturbances. The efficient solution of mixed integer MPC…
In recent advances in solving the problem of transmission network expansion planning, the use of robust optimization techniques has been put forward, as an alternative to stochastic mathematical programming methods, to make the problem…
Test-time compute scaling, the practice of spending extra computation during inference via repeated sampling, search, or extended reasoning, has become a powerful lever for improving large language model performance. Yet deploying these…