Related papers: On the ReLU Lagrangian Cuts for Stochastic Mixed I…

Bayesian modelling enables us to accommodate complex forms of data and make a comprehensive inference, but the effect of partial misspecification of the model is a concern. One approach in this setting is to modularize the model, and…

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Mixed-Integer Linear Programming (MILP) plays an important role across a range of scientific disciplines and within areas of strategic importance to society. The MILP problems, however, suffer from combinatorial complexity. Because of…

We introduce a variant of Multicut Decomposition Algorithms (MuDA), called CuSMuDA (Cut Selection for Multicut Decomposition Algorithms), for solving multistage stochastic linear programs that incorporates a class of cut selection…

We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

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…

Resource Constrained Project Scheduling Problems (RCPSPs) without preemption are well-known NP-hard combinatorial optimization problems. A feasible RCPSP solution consists of a time-ordered schedule of jobs with corresponding execution…

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…

Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), as they significantly tighten the dual bounds and improve the solving performance. A key problem for cuts is when to stop cuts generation, which…

Multistage stochastic programming is a powerful tool allowing decision-makers to revise their decisions at each stage based on the realized uncertainty. However, in practice, organizations are not able to be fully flexible, as decisions…

We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…

Slow running or straggler tasks can significantly reduce computation speed in distributed computation. Recently, coding-theory-inspired approaches have been applied to mitigate the effect of straggling, through embedding redundancy in…

Slicing is a program analysis technique originally developed for imperative languages. It facilitates understanding of data flow and debugging. This paper discusses slicing of Constraint Logic Programs. Constraint Logic Programming (CLP) is…

Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…

This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…

Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…

The distributed operating room (OR) scheduling problem aims to find an assignment of surgeries to ORs across collaborating hospitals that share their waiting lists and ORs. We propose a stochastic extension of this problem where surgery…

Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned…

The 'exact subgraph' approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…

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…