Related papers: Successive Fixing for Large-Scale SCUC Using First…

It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…

For clustering of an undirected graph, this paper presents an exact algorithm for the maximization of modularity density, a more complicated criterion to overcome drawbacks of the well-known modularity. The problem can be interpreted as the…

This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…

We investigate the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through a cardinality constraint. While Branch-and-Bound (BnB) frameworks can certify optimality using perspective…

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…

This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…

Accurate structural relaxation is critical for advanced materials design. Traditional approaches built on physics-derived first-principles calculations are computationally expensive, motivating the creation of machine-learning interatomic…

Linear superiorization (abbreviated: LinSup) considers linear programming (LP) problems wherein the constraints as well as the objective function are linear. It allows to steer the iterates of a feasibility-seeking iterative process toward…

Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…

A framework is developed for applying accelerated methods to general hyperbolic programming, including linear, second-order cone, and semidefinite programming as special cases. The approach replaces a hyperbolic program with a convex…

Mixed Integer Linear Programming (MILP) can be considered the backbone of the modern power system optimization process, with a large application spectrum, from Unit Commitment and Optimal Transmission Switching to verifying Neural Networks…

First-order primal-dual methods are appealing for their low memory overhead, fast iterations, and effective parallelization. However, they are often slow at finding high accuracy solutions, which creates a barrier to their use in…

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Linear programming (LP) is an extremely useful tool which has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

In an attempt to speed up the solution of the unit commitment (UC) problem, both machine-learning and optimization-based methods have been proposed to lighten the full UC formulation by removing as many superfluous line-flow constraints as…

With the growth of complexity and extent, large scale interconnected network systems, e.g. transportation networks or infrastructure networks, become more vulnerable towards external disruptions. Hence, managing potential disruptive events…

This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…

We study the problem of fine-tuning a language model (LM) for a target task by optimally using the information from $n$ auxiliary tasks. This problem has broad applications in NLP, such as targeted instruction tuning and data selection in…

Linear programming is the seminal optimization problem that has spawned and grown into today's rich and diverse optimization modeling and algorithmic landscape. This article provides an overview of the recent development of first-order…