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Recent work has shown potential in using Mixed Integer Programming (MIP) solvers to optimize certain aspects of neural networks (NNs). However the intriguing approach of training NNs with MIP solvers is under-explored.…
This is Part II of a study on mixed-integer programming (MIP) relaxation techniques for the solution of non-convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We set the focus on MIP relaxation methods for…
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…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
Mixed Binary Quadratic Programs (MBQPs) are an important and complex set of problems in combinatorial optimization. As solving large-scale combinatorial optimization problems is challenging, primal heuristics have been developed to quickly…
Models involving hybrid systems are versatile in their application but difficult to optimize efficiently due to their combinatorial nature. This work presents a method to cope with hybrid optimal control problems which, in contrast to…
We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution…
When implementing model predictive control (MPC) for hybrid systems with a linear or a quadratic performance measure, a mixed-integer linear program (MILP) or a mixed-integer quadratic program (MIQP) needs to be solved, respectively, at…
Quadratic programming (QP) is a well-studied fundamental NP-hard optimization problem which optimizes a quadratic objective over a set of linear constraints. In this paper, we reformulate QPs as a mixed-integer linear problem (MILP). This…
Indefinite quadratic programs (QPs) are known to be very difficult to be solved to global optimality, so are linear programs with linear complementarity constraints. Treating the former as a subclass of the latter, this paper presents a…
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…
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…
This paper proposes a Heaviside composite optimization approach and presents a progressive (mixed) integer programming (PIP) method for solving multi-class classification and multi-action treatment problems with constraints. A Heaviside…
A group of satellites, with either homogeneous or heterogeneous orbital characteristics and/or hardware specifications, can undertake a reconfiguration process due to variations in operations pertaining to Earth observation missions. This…
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameters are handled by continuous relaxation and rounding…
Mixed-integer programming (MIP) extends linear programming by incorporating both continuous and integer decision variables, making it widely used in production planning, logistics scheduling, and resource allocation. However, MIP remains…
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…
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…
The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…
Autonomous vehicle (AV) motion planning problems often involve non-convex constraints, which present a major barrier to applying model predictive control (MPC) in real time on embedded hardware. This paper presents an approach for…