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This work attempts to combine the strengths of two major technologies that have matured over the last three decades: global mixed-integer nonlinear optimization and branch-and-price. We consider a class of generally nonconvex mixed-integer…
In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…
Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with…
In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and…
Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
Decision trees are powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…
Sequential quadratic programming and sequential convex programming efficiently solve nonlinear programs (NLPs) by linearizing inner nonlinearities while preserving the outer convex structure. This paper introduces a sequential mixed-integer…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…
Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…
Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines learning methods on solver heuristics has shown potential to overcome this issue allowing for applications…
This applied research article explores the application of Mixed-Integer Linear Programming (MILP) to address line-balancing challenges in the garment industry, focusing on optimizing production processes under multiple constraints. By…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
While mixed-integer linear programming and convex programming solvers have advanced significantly over the past several decades, solution technologies for general mixed-integer nonlinear programs (MINLPs) have yet to reach the same level of…
Combinatorial sequential decision making problems are typically modeled as mixed integer linear programs (MILPs) and solved via branch and bound (B&B) algorithms. The inherent difficulty of modeling MILPs that accurately represent…
This paper explores reoptimization techniques for solving sequences of similar mixed integer programs (MIPs) more effectively. Traditionally, these MIPs are solved independently, without capitalizing on information from previously solved…
Handling uncertainty is critical for ensuring reliable decision-making in intelligent systems. Modern neural networks are known to be poorly calibrated, resulting in predicted confidence scores that are difficult to use. This article…
Large language models (LLMs) have shown impressive few-shot generalization on many tasks via in-context learning (ICL). Despite their success in showing such emergent abilities, the scale and complexity of larger models also lead to…