Related papers: Applying a Random-Key Optimizer on Mixed Integer P…
Directly solving large-scale Integer Linear Programs (ILPs) using traditional solvers is slow due to their NP-hard nature. While recent frameworks based on Large Neighborhood Search (LNS) can accelerate the solving process, their…
This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible…
Integer programming (IP) is an NP-hard combinatorial optimization problem that is widely used to represent a diverse set of real-world problems spanning multiple fields, such as finance, engineering, logistics, and operations research. It…
This paper analyses the feasible sets structure of general mixed integer linear programs (MIPs) and its relationship with the existence of a finite cardinality test set which can be applied in augmentation algorithms. We derive and…
Error-Correcting Output Codes (ECOCs) offer a principled approach for combining simple binary classifiers into multiclass classifiers. In this paper, we investigate the problem of designing optimal ECOCs to achieve both nominal and…
Existing neural methods for the Travelling Salesman Problem (TSP) mostly aim at finding a single optimal solution. To discover diverse yet high-quality solutions for Multi-Solution TSP (MSTSP), we propose a novel deep reinforcement learning…
Integer programming (IP) is a general optimization framework widely applicable to a variety of unstructured and structured problems arising in, e.g., scheduling, production planning, and graph optimization. As IP models many provably hard…
Integer programming problems (IPs) are challenging to be solved efficiently due to the NP-hardness, especially for large-scale IPs. To solve this type of IPs, Large neighborhood search (LNS) uses an initial feasible solution and iteratively…
We propose a novel high-dimensional linear regression estimator: the Discrete Dantzig Selector, which minimizes the number of nonzero regression coefficients subject to a budget on the maximal absolute correlation between the features and…
Scheduling precedence-constrained tasks under shared renewable resources is central to modern computing platforms. The Resource Investment Problem (RIP) models this setting by minimizing the cost of provisioned renewable resources under…
We consider exact deterministic mixed-integer programming (MIP) reformulations of distributionally robust chance-constrained programs (DR-CCP) with random right-hand sides over Wasserstein ambiguity sets. The existing MIP formulations are…
Many real world optimization problems are formulated as mixed-variable optimization problems (MVOPs) which involve both continuous and discrete variables. MVOPs including dimensional variables are characterized by a variable-size search…
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…
Combinatorial Optimization (CO) addresses many important problems, including the challenging Maximum Independent Set (MIS) problem. Alongside exact and heuristic solvers, differentiable approaches have emerged, often using continuous…
The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an uncertainty set of demand models that the firm expects could be…
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.…
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
Despite the abundance of benchmark problems for optimization algorithms, there is a notable scarcity of such problems in multidisciplinary design optimization (MDO). To address this gap, we introduce a novel methodology that enables the…
We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…
Combinatorial optimization problems are typically NP-hard, and thus very challenging to solve. In this paper, we present the random key cuckoo search (RKCS) algorithm for solving the famous Travelling Salesman Problem (TSP). We used a…