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While Mixed-integer linear programming (MILP) is NP-hard in general, practical MILP has received roughly 100--fold speedup in the past twenty years. Still, many classes of MILPs quickly become unsolvable as their sizes increase, motivating…

Machine Learning · Computer Science 2023-05-29 Ziang Chen , Jialin Liu , Xinshang Wang , Jianfeng Lu , Wotao Yin

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…

Optimization and Control · Mathematics 2021-10-11 Zeren Huang , Kerong Wang , Furui Liu , Hui-ling Zhen , Weinan Zhang , Mingxuan Yuan , Jianye Hao , Yong Yu , Jun Wang

We study an incremental network design problem, where in each time period of the planning horizon an arc can be added to the network and a maximum flow problem is solved, and where the objective is to maximize the cumulative flow over the…

Discrete Mathematics · Computer Science 2014-12-12 Thomas Kalinowski , Dmytro Matsypura , Martin W. P. Savelsbergh

Mixed integer Model Predictive Control (MPC) problems arise in the operation of systems where discrete and continuous decisions must be taken simultaneously to compensate for disturbances. The efficient solution of mixed integer MPC…

Optimization and Control · Mathematics 2024-04-09 Ilias Mitrai , Prodromos Daoutidis

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov

While almost all existing works which optimally solve just-in-time scheduling problems propose dedicated algorithmic approaches, we propose in this work mixed integer formulations. We consider a single machine scheduling problem that aims…

Data Structures and Algorithms · Computer Science 2021-02-15 Anne-Elisabeth Falq , Pierre Fouilhoux , Safia Kedad-Sidhoum

Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…

Mixed Integer Linear Programming (MILP) is essential for modeling complex decision-making problems but faces challenges in computational tractability and requires expert formulation. Current deep learning approaches for MILP focus on…

Machine Learning · Computer Science 2025-02-24 Sirui Li , Janardhan Kulkarni , Ishai Menache , Cathy Wu , Beibin Li

We analyze different ways of constructing binary extended formulations of mixed-integer problems with bounded integer variables and compare their relative strength with respect to split cuts. We show that among all binary extended…

Optimization and Control · Mathematics 2018-01-08 Sanjeeb Dash , Oktay Gunluk , Robert Hildebrand

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 propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Luigi Russo , Siddharth H. Nair , Luigi Glielmo , Francesco Borrelli

By exploiting the correlation between the structure and the solution of Mixed-Integer Linear Programming (MILP), Machine Learning (ML) has become a promising method for solving large-scale MILP problems. Existing ML-based MILP solvers…

Machine Learning · Computer Science 2025-01-03 Yixuan Li , Can Chen , Jiajun Li , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

A key ingredient in branch and bound (B&B) solvers for mixed-integer programming (MIP) is the selection of branching variables since poor or arbitrary selection can affect the size of the resulting search trees by orders of magnitude. A…

Optimization and Control · Mathematics 2020-08-31 Daniel Anderson , Pierre Le Bodic , Kerri Morgan

Mixed integer predictive control deals with optimizing integer and real control variables over a receding horizon. The mixed integer nature of controls might be a cause of intractability for instances of larger dimensions. To tackle this…

Optimization and Control · Mathematics 2010-03-16 Dario Bauso

Model reduction, which aims to learn a simpler model of the original mixed integer linear programming (MILP), can solve large-scale MILP problems much faster. Most existing model reduction methods are based on variable reduction, which…

Machine Learning · Computer Science 2026-02-04 Jiajun Li , Yixuan Li , Ran Hou , Yu Ding , Shisi Guan , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

We consider the embedding of piecewise-linear deep neural networks (ReLU networks) as surrogate models in mixed-integer linear programming (MILP) problems. A MILP formulation of ReLU networks has recently been applied by many authors to…

Optimization and Control · Mathematics 2022-01-10 Bjarne Grimstad , Henrik Andersson

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…

Machine Learning · Statistics 2020-05-14 Sina Aghaei , Andres Gomez , Phebe Vayanos

We study cyclic binary strings with bounds on the lengths of the intervals of consecutive ones and zeros. This is motivated by scheduling problems where such binary strings can be used to represent the state (on/off) of a machine. In this…

Optimization and Control · Mathematics 2018-09-07 Thomas Kalinowski , Tomas Lidén , Hamish Waterer

Energy systems planning models identify least-cost strategies for expansion and operation of energy systems and provide decision support for investment, planning, regulation, and policy. Most are formulated as linear programming (LP) or…

Optimization and Control · Mathematics 2025-01-08 Anna Jacobson , Filippo Pecci , Nestor Sepulveda , Qingyu Xu , Jesse Jenkins