Related papers: A fast approximate column-and-constraint generatio…
Two-stage stochastic programs with binary recourse are challenging to solve and efficient solution methods for such problems have been limited. In this work, we generalize an existing binary decision diagram-based (BDD-based) approach of…
In this paper, we propose a new stochastic column-block gradient descent method for solving nonlinear systems of equations. It has a descent direction and holds an approximately optimal step size obtained through an optimization problem. We…
In this paper, we propose a robust sample generation scheme to construct informative triplets. The proposed hard sample generation is a two-stage synthesis framework that produces hard samples through effective positive and negative sample…
Column generation is a widely used decomposition technique for large-scale linear programs, but it often suffers from slow convergence due to poor initial dual estimates and dual oscillations. Stabilization techniques such as smoothing and…
The Bus Driver Scheduling Problem (BDSP) is a combinatorial optimization problem with the goal to design shifts to cover prearranged bus tours. The objective takes into account the operational cost as well as the satisfaction of drivers.…
The unbounded knapsack problem with bounded weights is a variant of the well-studied variant of the traditional binary knapsack problem; key changes being the relaxation of the binary constraint and allowing the unit weights of each item to…
Given a hypergraph $H$, the Minimum Connectivity Inference problem asks for a graph on the same vertex set as $H$ with the minimum number of edges such that the subgraph induced by every hyperedge of $H$ is connected. This problem has…
In this study, the periodic train timetabling problem is formulated using a time-space graph formulation. Three solution methods are proposed and compared where solutions are built by what we define as a dive-and-cut-and-price procedure. An…
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
This paper introduces a novel two-stage machine learning-based surrogate modeling framework to address inverse problems in scientific and engineering fields. In the first stage of the proposed framework, a machine learning model termed the…
We consider an important problem in the shipping industry known as the liner shipping fleet repositioning problem (LSFRP). We examine a public data set for this problem including many instances which have not previously been solved to…
In this paper, we study the nurse rostering problem that considers multiple units and many soft time-related constraints. An efficient branch and price solution approach that relies on a fast algorithm to solve the pricing subproblem of the…
We investigate the recoverable robust single machine scheduling problem under interval uncertainty. In this setting, jobs have first-stage processing times p and second-stage processing times q and we aim to find a first-stage and…
We study the multi-level bottleneck assignment problem (MBA), which has important applications in scheduling and quantitative finance. Given a weight matrix, the task is to rearrange entries in each column such that the maximum sum of…
This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…
This paper presents a novel robust trajectory optimization method for constrained nonlinear dynamical systems subject to unknown bounded disturbances. In particular, we seek optimal control policies that remain robustly feasible with…
While deep generative models~(DGMs) have demonstrated remarkable success in capturing complex data distributions, they consistently fail to learn constraints that encode domain knowledge and thus require constraint integration. Existing…
We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in arXiv:2112.13138 [math.OC]. We first present a simple counterexample where the original conditions…
Generative models hold great promise for accelerating material discovery but are often limited by their inflexible single-stage generative process in designing valid and diverse materials. To address this, we propose a two-stage generative…