Related papers: Learning Cut Generating Functions for Integer Prog…
In mixed-integer programming (MIP) solvers, cutting planes are essential for Branch-and-Cut (B&C) algorithms as they reduce the search space and accelerate the solving process. Traditional methods rely on hard-coded heuristics for cut plane…
Mixed-integer programming (MIP) provides a powerful framework for optimization problems, with Branch-and-Cut (B&C) being the predominant algorithm in state-of-the-art solvers. The efficiency of B&C critically depends on heuristic policies…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
Machine learning is increasingly used to guide branch-and-cut (B&C) for mixed-integer linear programming by learning score-based policies for selecting branching variables and cutting planes. Many approaches train on local signals from…
We investigate new methods for generating Lagrangian cuts to solve two-stage stochastic integer programs. Lagrangian cuts can be added to a Benders reformulation, and are derived from solving single scenario integer programming subproblems…
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…
In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…
The construction of cut trees (also known as Gomory-Hu trees) for a given graph enables the minimum-cut size of the original graph to be obtained for any pair of vertices. Cut trees are a powerful back-end for graph management and mining,…
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…
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…
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…
We consider a fractional 0-1 programming problem arising in manufacturing. The problem consists in clustering of machines together with parts processed on these machines into manufacturing cells so that intra-cell processing of parts is…
The use of Lagrangian cuts proves effective in enhancing the lower bound of the master problem within the execution of benders-type algorithms, particularly in the context of two-stage stochastic programs. However, even the process of…
We present a version of GMI (Gomory mixed-integer) cuts in a way so that they are derived with respect to a "dual form" mixed-integer optimization problem and applied on the standard-form primal side as columns, using the primal simplex…
Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…
The classical branch-and-bound algorithm for the integer feasibility problem has exponential worst case complexity. We prove that it is surprisingly efficient on reformulated problems, in which the columns of the constraint matrix are…
Branch and cut is the dominant paradigm for solving a wide range of mathematical programming problems -- linear or nonlinear -- combining efficient search (via branch and bound) and relaxation-tightening procedures (via cutting planes, or…
An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when…
Deterministic computer simulations are often used as a replacement for complex physical experiments. Although less expensive than physical experimentation, computer codes can still be time-consuming to run. An effective strategy for…
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…