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Column generation (CG) is a well-established method for solving large-scale linear programs. It involves iteratively optimizing a subproblem containing a subset of columns and using its dual solution to generate new columns with negative…

Optimization and Control · Mathematics 2024-05-21 Yunzhuang Shen , Yuan Sun , Xiaodong Li , Zhiguang Cao , Andrew Eberhard , Guangquan Zhang

We present a neural network-enhanced column generation (CG) approach for a parallel machine scheduling problem. The proposed approach utilizes an encoder-decoder attention model, namely the transformer and pointer architectures, to develop…

Machine Learning · Computer Science 2024-10-22 Amira Hijazi , Osman Ozaltin , Reha Uzsoy

A natural optimization model that formulates many online resource allocation and revenue management problems is the online linear program (LP) in which the constraint matrix is revealed column by column along with the corresponding…

Data Structures and Algorithms · Computer Science 2014-04-10 Shipra Agrawal , Zizhuo Wang , Yinyu Ye

Practical optimization problems may contain different kinds of difficulties that are often not tractable if one relies on a particular optimization method. Different optimization approaches offer different strengths that are good at…

Neural and Evolutionary Computing · Computer Science 2024-07-08 Ankur Sinha , Dhaval Pujara , Hemant Kumar Singh

Periodic timetabling for public transportation networks is typically modelled as a Periodic Event Scheduling Problem (PESP). Solving instances of the benchmark library PESPlib to optimality continues to pose a challenge. As a further…

Optimization and Control · Mathematics 2025-10-15 Stephanie Riedmüller , Niels Lindner

Coupled decompositions are a widely used tool for data fusion. As the volume of data increases, so does the dimensionality of matrices and tensors, highlighting the need for more efficient coupled decomposition algorithms. This paper…

Numerical Analysis · Mathematics 2026-04-22 Erna Begovic , Anita Carevic , Ivana Sain Glibic

We study the problems of multi-person pose segmentation in natural images and instance segmentation in biological images with crowded cells. We formulate these distinct tasks as integer programs where variables correspond to poses/cells. To…

Computer Vision and Pattern Recognition · Computer Science 2016-12-02 Shaofei Wang , Chong Zhang , Miguel A. Gonzalez-Ballester , Julian Yarkony

The CUR decomposition is a factorization of a low-rank matrix obtained by selecting certain column and row submatrices of it. We perform a thorough investigation of what happens to such decompositions in the presence of noise. Since CUR…

Numerical Analysis · Mathematics 2020-07-29 Keaton Hamm , Longxiu Huang

It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use…

Pricing of Securities · Quantitative Finance 2016-01-12 Robert Howley , Robert Storer , Juan Vera , Luis F. Zuluaga

Column generation (CG) is a powerful technique for solving optimization problems that involve a large number of variables or columns. This technique begins by solving a smaller problem with a subset of columns and gradually generates…

Neural and Evolutionary Computing · Computer Science 2024-07-03 Hongjie Xu , Yunzhuang Shen , Yuan Sun , Xiaodong Li

The strengthening of linear relaxations and bounds of mixed integer linear programs has been an active research topic for decades. Enumeration-based methods for integer programming like linear programming-based branch-and-bound exploit…

Optimization and Control · Mathematics 2023-03-29 François Lamothe , Alain Haït , Emmanuel Rachelson , Claudio Contardo , Bernard Gendron

Some airlines use the preferential bidding system to construct the schedules of their pilots. In this system, the pilots bid on the different activities and the schedules that lexicographically maximize the scores of the pilots according to…

Optimization and Control · Mathematics 2022-11-07 Nour ElHouda Tellache , Frédéric Meunier , Axel Parmentier

In this work, we present a complete hybrid classical-quantum algorithm involving a quantum sampler based on neutral atom platforms. This approach is inspired by classical column generation frameworks developed in the field of Operations…

Quantum Physics · Physics 2024-04-23 Wesley da Silva Coelho , Loïc Henriet , Louis-Paul Henry

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Optimization and Control · Mathematics 2024-03-05 Lucas Fuentes Valenzuela , Robin Brown , Marco Pavone

The Set Partitioning Problem is a combinatorial optimization problem with wide-ranging applicability, used to model various real-world tasks such as facility location and crew scheduling. However, real-world applications often require…

Optimization and Control · Mathematics 2025-03-24 Yasuyuki Ihara

We consider a fashion discounter distributing its many branches with integral multiples from a set of available lot-types. For the problem of approximating the branch and size dependent demand using those lots we propose a tailored exact…

Optimization and Control · Mathematics 2020-08-07 Miriam Kießling , Sascha Kurz , Jörg Rambau

A common problem in large-scale data analysis is to approximate a matrix using a combination of specifically sampled rows and columns, known as CUR decomposition. Unfortunately, in many real-world environments, the ability to sample…

Machine Learning · Statistics 2018-07-10 Urvashi Oswal , Swayambhoo Jain , Kevin S. Xu , Brian Eriksson

Given a fixed matrix, the problem of column subset selection requests a column submatrix that has favorable spectral properties. Most research from the algorithms and numerical linear algebra communities focuses on a variant called…

Numerical Analysis · Mathematics 2014-04-29 Joel A. Tropp

Bilevel programming can be used to formulate many problems in the field of power systems, such as strategic bidding. However, common reformulations of bilevel problems to mixed-integer linear programs make solving such problems hard, which…

Optimization and Control · Mathematics 2022-07-11 Eléa Prat , Spyros Chatzivasileiadis

Bilevel optimization has been widely used in decision-making process. However, there still lacks an efficient algorithm to determine an optimal solution of a bilevel optimization problem, especially for a large-size problem. To bridge the…

Optimization and Control · Mathematics 2016-05-18 Xuan Liu , Zuyi Li