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Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
Efficient branching policies are essential for accelerating Mixed Integer Linear Programming (MILP) solvers. Their design has long relied on hand-crafted heuristics, and now machine learning has emerged as a promising paradigm to automate…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
Following the recent push for trustworthy AI, there has been an increasing interest in developing contrastive explanation techniques for optimisation, especially concerning the solution of specific decision-making processes formalised as…
We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving…
In transmission networks, power flows and network topology are deeply intertwined due to power flow physics. Recent literature shows that a specific more hierarchical network structure can effectively inhibit the propagation of line…
Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…
Combinatorial optimisation problems framed as mixed integer linear programmes (MILPs) are ubiquitous across a range of real-world applications. The canonical branch-and-bound algorithm seeks to exactly solve MILPs by constructing a search…
In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…
Integer linear programming (ILP) is an elegant approach to solve linear optimization problems, naturally described using integer decision variables. Within the context of physics-inspired machine learning applied to chemistry, we…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Many problems of interest for cyber-physical network systems can be formulated as Mixed Integer Linear Programs in which the constraints are distributed among the agents. In this paper we propose a distributed algorithm to solve this class…
Efficient algorithms and solvers are required to provide optimal or near-optimal solutions quickly and enable organizations to react promptly to dynamic situations such as supply chain disruptions or changing customer demands.…
In connection with the needs of solving optimization problems, the development of conditional minimization methods with convenient numerical implementation continues to attract the attention of mathematicians. In this monograph we propose…
Mixed-integer linear programming (MILP) is one of the most popular mathematical formulations with numerous applications. In practice, improving the performance of MILP solvers often requires a large amount of high-quality data, which can be…
We consider the problem of minimizing the makespan on batch processing identical machines, subject to compatibility constraints, where two jobs are compatible if they can be processed simultaneously in a same batch. These constraints are…
Recent growing complexity in space missions has led to an active research field of space logistics and mission design. This research field leverages the key ideas and methods used to handle complex terrestrial logistics to tackle space…
We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…
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…
In this paper we introduce Clause Cuts: linear inequalities obtained from clauses that are logically implied by a CNF formula, resembling strengthened no-good cuts. With these cuts, we tighten mixed-integer linear programming (MILP)…