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In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…

Discrete Mathematics · Computer Science 2021-12-28 David Nizard , Nicolas Dupin , Dominique Quadri

The Multiple-Depot Vehicle Scheduling Problem (MDVSP) is very important in the planning process of transport systems. It consists in assigning a set of trips to a set of vehicles in order to minimize a certain total cost. We introduce three…

Optimization and Control · Mathematics 2020-05-01 Emanuel Florentin Olariu , Cristian Frasinaru

We present a new mixed integer formulation for the discrete informative path planning problem in random fields. The objective is to compute a budget constrained path while collecting measurements whose linear estimate results in minimum…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Shamak Dutta , Nils Wilde , Stephen L. Smith

Decentralized planning in uncertain environments is a complex task generally dealt with by using a decision-theoretic approach, mainly through the framework of Decentralized Partially Observable Markov Decision Processes (DEC-POMDPs).…

Artificial Intelligence · Computer Science 2014-01-17 Raghav Aras , Alain Dutech

This work introduces a multidimensional generalization of the maximum bisection problem. A mixed integer linear programming formulation is proposed with the proof of its correctness. The numerical tests, made on the randomly generated…

Discrete Mathematics · Computer Science 2015-06-26 Zoran Maksimovic

We develop an optimization framework for identifying ideal Mixed Binary Linear Programs (MBLP) which is linear when using known input data and nonconvex quadratic over parametric input data. These techniques are applied to various…

Optimization and Control · Mathematics 2024-07-09 Jamie Fravel , Robert Hildebrand

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 algorithmic framework to solve…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

We present a new algorithmic framework for grouped variable selection that is based on discrete mathematical optimization. While there exist several appealing approaches based on convex relaxations and nonconvex heuristics, we focus on…

Methodology · Statistics 2021-10-19 Hussein Hazimeh , Rahul Mazumder , Peter Radchenko

The problem of computing an exact experimental design that is optimal for the least-squares estimation of the parameters of a regression model is considered. We show that this problem can be solved via mixed-integer linear programming…

Computation · Statistics 2024-06-18 Radoslav Harman , Samuel Rosa

A standard quadratic program is an optimization problem that consists of minimizing a (nonconvex) quadratic form over the unit simplex. We focus on reformulating a standard quadratic program as a mixed integer linear programming problem. We…

Optimization and Control · Mathematics 2018-10-05 Jacek Gondzio , E. Alper Yildirim

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…

Machine Learning · Computer Science 2023-05-29 Ziang Chen , Jialin Liu , Xinshang Wang , Jianfeng Lu , Wotao Yin

Mixed Integer Linear Programs (MILP) are well known to be NP-hard (Non-deterministic Polynomial-time hard) problems in general. Even though pure optimization-based methods, such as constraint generation, are guaranteed to provide an optimal…

Optimization and Control · Mathematics 2022-07-18 Asunción Jiménez-Cordero , Juan Miguel Morales , Salvador Pineda

Dealing with multi-objective problems by using generation methods has some interesting advantages since it provides the decision-maker with the complete information about the set of non-dominated points (Pareto front) and a clear overview…

Optimization and Control · Mathematics 2022-09-09 Mariana Mesquita-Cunha , José Rui Figueira , Ana Paula Barbosa-Póvoa

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…

Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…

Optimization and Control · Mathematics 2026-02-03 Zayn Wang

Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…

Optimization and Control · Mathematics 2024-12-11 Xuefeng Zhang , Liangyu Chen , Zhengfeng Yang , Zhenbing Zeng

We study the problem of optimal multi-robot path planning on graphs MPP over four distinct minimization objectives: the makespan (last arrival time), the maximum (single-robot traveled) distance, the total arrival time, and the total…

Robotics · Computer Science 2015-07-14 Jingjin Yu , Steven M. LaValle

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

We consider the problem of allocating multiple heterogeneous resources geographically and over time to meet demands that require some subset of the available resource types simultaneously at a specified time, location, and duration. The…

Optimization and Control · Mathematics 2022-06-15 Arden Baxter , Pinar Keskinocak , Mohit Singh

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder