Related papers: Intermediate integer programming representations u…
In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer…
The power of multivariate functions is their ability to model a wide variety of phenomena, but have the disadvantages that they lack an intuitive or interpretable representation, and often require a (very) large number of parameters. We…
We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…
It is important to design separation algorithms of low computational complexity in mixed integer programming. We study the separation problems of the two continuous knapsack polyhedra with divisible capacities. The two polyhedra are the…
We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cuts from a…
We propose a general algorithm of constructing an extended formulation for any given set of linear constraints with integer coefficients. Our algorithm consists of two phases: first construct a decision diagram $(V,E)$ that somehow…
In the 1970's, Balas introduced the concept of disjunctive programming, which is optimization over unions of polyhedra. One main result of his theory is that, given linear descriptions for each of the polyhedra to be taken in the union, one…
In this technical report, a new formulation for embedding a neural network into an optimization model is described. This formulation does not require binary variables to properly compute the output of the neural network for specific types…
Reductions combine collections of input values with an associative and often commutative operator to produce collections of results. When the same input value contributes to multiple outputs, there is an opportunity to reuse partial…
Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…
This paper presents an integer decomposition method. The method first writes an integer as a polynomial with 2 as variable that its coefficients are zero or one. Then, suppose that an integer is decomposed into product of such two…
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…
A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…
We consider the problem of uniform interpolation of functions with values in a complex inner product space of finite dimension. This problem can be casted within a modified weighted pluripotential theoretic framework. Indeed, in the…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
In pure integer linear programming it is often desirable to work with polyhedra that are full-dimensional, and it is well known that it is possible to reduce any polyhedron to a full-dimensional one in polynomial time. More precisely, using…
A Reduction -- an accumulation over a set of values, using an associative and commutative operator -- is a common computation in many numerical computations, including scientific computations, machine learning, computer vision, and…
It is well-known that the convex and concave envelope of a multilinear polynomial over a box are polyhedral functions. Exponential-sized extended and projected formulations for these envelopes are also known. We consider the convexification…
Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the…
Designing and implementing typed programming languages is hard. Every new type system feature requires extending the metatheory and implementation, which are often complicated and fragile. To ease this process, we would like to provide…