Related papers: An Integer Programming Formulation for the Maximal…
Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…
The irregular strip-packing problem, also known as nesting or marker making, is defined as the automatic computation of a non-overlapping placement of a set of non-convex polygons onto a rectangular strip of fixed width and unbounded…
Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and Bound (B&B). A key factor influencing the performance of B&B solvers is…
We present PDLP, a practical first-order method for linear programming (LP) designed to solve large-scale LP problems. PDLP is based on the primal-dual hybrid gradient (PDHG) method applied to the minimax formulation of LP. PDLP…
Classifying orthogonal arrays is a well known important class of problems that asks for finding all non-isomorphic, non-negative integer solutions to a class of systems of constraints. Solved instances are scarce. We develop two new methods…
In this paper we present an algorithmic framework for solving a class of combinatorial optimization problems on graphs with bounded pathwidth. The problems are NP-hard in general, but solvable in linear time on this type of graphs. The…
Mixed-integer linear programming (MILP) is a powerful tool for addressing a wide range of real-world problems, but it lacks a clear structure for comparing instances. A reliable similarity metric could establish meaningful relationships…
We propose a new integer programming formulation for the problem of finding a maximum stable set of a graph based on representatives of stable sets. In addition, we investigate exact solutions provided by a Lagrangian decomposition of this…
The density matrix renormalization group (DMRG) approach is arguably the most successful method to numerically find ground states of quantum spin chains. It amounts to iteratively locally optimizing matrix-product states, aiming at better…
This paper build on our recent work where we presented a dual stochastic optimal control formulation of the nonlinear filtering problem [1]. The constraint for the dual problem is a backward stochastic differential equations (BSDE). The…
Although many real-world stochastic planning problems are more naturally formulated by hybrid models with both discrete and continuous variables, current state-of-the-art methods cannot adequately address these problems. We present the…
This paper is a follow-up to a previous work where we defined and generated the set of all possible compromises of multilevel multiobjective linear programming problems (ML-MOLPP). In this paper, we introduce a new algorithm to solve…
A general-purpose C++ software program called $\mathbb{CGPOPS}$ is described for solving multiple-phase optimal control problems using adaptive Gaussian quadrature collocation. The software employs a Legendre-Gauss-Radau direct orthogonal…
Solving (mixed) integer linear programs, (M)ILPs for short, is a fundamental optimization task. While hard in general, recent years have brought about vast progress for solving structurally restricted, (non-mixed) ILPs: $n$-fold, tree-fold,…
This study addresses a class of linear mixed-integer programming (MILP) problems that involve uncertainty in the objective function parameters. The parameters are assumed to form a random vector, whose probability distribution can only be…
We determine the maximal gap between the optimal values of an integer program and its linear programming relaxation, where the matrix and cost function are fixed but the right hand side is unspecified. Our formula involves irreducible…
The article provides a solution algorithm for the linear programming problem (LPP) with the latter being presented as an antagonistic matrix game so the game's further solution is based on the iterative method. The algorithm is presented as…
This paper studies the Graph-Connected Clique-Partitioning Problem (GCCP), a clustering optimization model in which units are characterized by both individual and relational data. This problem, introduced by Benati et al. (2017) under the…
Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…
In this paper, we design $MC^2$ algorithms for Mixed Integer and Linear Programming. By expressing a constrained optimisation as one of simulation from a Boltzmann distribution, we reformulate integer and linear programming as Monte Carlo…