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This paper discusses a new method to solve definite integrals using artificial neural networks. The objective is to build a neural network that would be a novel alternative to pre-established numerical methods and with the help of a…
We introduce a new class of optimization problems called integer Minkowski programs. The formulation of such problems involves finitely many integer variables and nonlinear constraints involving functionals defined on families of discrete…
Integer linear programming (ILP) is an elegant approach to solve linear optimization problems, naturally described using integer decision variables. Within the context of physics-inspired machine learning applied to chemistry, we…
Min, Veeravalli, and Barlas have recently proposed strategies to minimize the overall execution time of one or several divisible loads on a heterogeneous linear network, using one or more installments. We show on a very simple example that…
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find…
We consider feasibility of linear integer programs in the context of verification systems such as SMT solvers or theorem provers. Although satisfiability of linear integer programs is decidable, many state-of-the-art solvers neglect…
Solving a decision theory problem usually involves finding the actions, among a set of possible ones, which optimize the expected reward, possibly accounting for the uncertainty of the environment. In this paper, we introduce the…
We consider challenging dynamic programming models where the associated Bellman equation, and the value and policy iteration algorithms commonly exhibit complex and even pathological behavior. Our analysis is based on the new notion of…
Interval linear programming provides a tool for solving real-world optimization problems under interval-valued uncertainty. Instead of approximating or estimating crisp input data, the coefficients of an interval program may perturb…
Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…
While most methods for solving mixed-integer optimization problems compute a single optimal solution, a diverse set of near-optimal solutions can often lead to improved outcomes. We present a new method for finding a set of diverse…
The problem of inferring an inductive invariant for verifying program safety can be formulated in terms of binary classification. This is a standard problem in machine learning: given a sample of good and bad points, one is asked to find a…
We are witnessing an increasing use of data-driven predictive models to inform decisions. As decisions have implications for individuals and society, there is increasing pressure on decision makers to be transparent about their decision…
We consider integer and linear programming problems for which the linear constraints exhibit a (recursive) block-structure: The problem decomposes into independent and efficiently solvable sub-problems if a small number of constraints is…
Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…
With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same…
Under some mild Markov assumptions it is shown that the problem of designing optimal sequential tests for two simple hypotheses can be formulated as a linear program. The result is derived by investigating the Lagrangian dual of the…
This paper investigates sequencing policies for file reading requests in linear storage devices, such as magnetic tapes. Tapes are the technology of choice for long-term storage in data centers due to their low cost and reliability.…
For multiparametric mixed-integer convex programming problems such as those encountered in hybrid model predictive control, we propose an algorithm for generating a feasible partition of a subset of the parameter space. The result is a…