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Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

We introduce a unified framework for the study of multilevel mixed integer linear optimization problems and multistage stochastic mixed integer linear optimization problems with recourse. The framework highlights the common mathematical…

Optimization and Control · Mathematics 2021-04-20 Suresh Bolusani , Stefano Coniglio , Ted. K. Ralphs , Sahar Tahernejad

In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…

Optimization and Control · Mathematics 2022-05-03 Mohammad Javad Feizollahi

We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization…

Optimization and Control · Mathematics 2017-08-15 Alper Sen , Alper Atamturk , Philip Kaminsky

This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…

Artificial Intelligence · Computer Science 2021-07-05 Yunzhuang Shen , Yuan Sun , Andrew Eberhard , Xiaodong Li

Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…

Optimization and Control · Mathematics 2023-07-04 Cheng Chen , Ruitao Chen , Tianyou Li , Ruichen Ao , Zaiwen Wen

This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…

Artificial Intelligence · Computer Science 2022-03-08 Jiayi Zhang , Chang Liu , Junchi Yan , Xijun Li , Hui-Ling Zhen , Mingxuan Yuan

We propose an algorithm for generating explicit solutions of multiparametric mixed-integer convex programs to within a given suboptimality tolerance. The algorithm is applicable to a very general class of optimization problems, but is most…

Optimization and Control · Mathematics 2019-06-12 Danylo Malyuta , Behcet Acikmese

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…

Computation · Statistics 2024-06-18 Radoslav Harman , Samuel Rosa

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…

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…

Optimization and Control · Mathematics 2019-06-05 Andrea Testa , Alessandro Rucco , Giuseppe Notarstefano

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…

Quantum Physics · Physics 2024-04-17 Petros Ellinas , Samuel Chevalier , Spyros Chatzivasileiadis

We formulate the loop-free, binary superoptimization task as a stochastic search problem. The competing constraints of transformation correctness and performance improvement are encoded as terms in a cost function, and a Markov Chain Monte…

Performance · Computer Science 2012-11-06 Eric Schkufza , Rahul Sharma , Alex Aiken

Quantum computing offers an alternative paradigm for addressing combinatorial optimization problems compared to classical computing. Despite recent hardware improvements, the execution of empirical quantum optimization experiments at scales…

We design and implement a novel algorithm for computing a multilevel Monte Carlo (MLMC) estimator of the cumulative distribution function of a quantity of interest in problems with random input parameters or initial conditions. Our approach…

Numerical Analysis · Mathematics 2020-08-26 Søren Taverniers , Daniel M. Tartakovsky

Mixed Integer Linear Programs (MILPs) are essential tools for solving planning and scheduling problems across critical industries such as construction, manufacturing, and logistics. However, their widespread adoption is limited by long…

Machine Learning · Computer Science 2025-06-10 Xiaoke Wang , Batuhan Altundas , Zhaoxin Li , Aaron Zhao , Matthew Gombolay

In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…

Optimization and Control · Mathematics 2022-05-20 Sergey S. Ketkov , Andrei S. Shilov

In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…

Optimization and Control · Mathematics 2021-04-20 Sahar Tahernejad , Ted K. Ralphs , Scott T. DeNegre

For robots to successfully execute tasks assigned to them, they must be capable of planning the right sequence of actions. These actions must be both optimal with respect to a specified objective and satisfy whatever constraints exist in…

Robotics · Computer Science 2022-11-18 Alphonsus Adu-Bredu , Nikhil Devraj , Odest Chadwicke Jenkins
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