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We apply multivariate Lagrange interpolation to synthesize polynomial quantitative loop invariants for probabilistic programs. We reduce the computation of an quantitative loop invariant to solving constraints over program variables and…

Software Engineering · Computer Science 2015-07-29 Yu-Fang Chen , Chih-Duo Hong , Bow-Yaw Wang , Lijun Zhang

The cutting-plane approach to integer programming was initiated more that 40 years ago: Gomory introduced the corner polyhedron as a relaxation of a mixed integer set in tableau form and Balas introduced intersection cuts for the corner…

Optimization and Control · Mathematics 2017-01-25 Amitabh Basu , Michele Conforti , Marco Di Summa

We introduce $\mathcal{V}$-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts…

Optimization and Control · Mathematics 2024-02-20 Egon Balas , Aleksandr M. Kazachkov

We present a framework for constructing strong mixed-integer programming formulations for logical disjunctive constraints. Our approach is a generalization of the logarithmically-sized formulations of Vielma and Nemhauser for SOS2…

Optimization and Control · Mathematics 2018-05-25 Joey Huchette , Juan Pablo Vielma

This work introduces a multidimensional generalization of the maximum bisection problem. A mixed integer linear programming formulation is proposed with the proof of its correctness. The numerical tests, made on the randomly generated…

Discrete Mathematics · Computer Science 2015-06-26 Zoran Maksimovic

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

Optimization and Control · Mathematics 2024-06-07 Christoph Buchheim

Given a straight-line program whose output is a polynomial function of the inputs, we present a new algorithm to compute a concise representation of that unknown function. Our algorithm can handle any case where the unknown function is a…

Symbolic Computation · Computer Science 2014-12-16 Andrew Arnold , Mark Giesbrecht , Daniel S. Roche

Disjunctive cutting planes can tighten a relaxation of a mixed-integer linear program. Traditionally, such cuts are obtained by solving a higher-dimensional linear program, whose additional variables cause the procedure to be…

Optimization and Control · Mathematics 2023-03-02 Aleksandr M. Kazachkov , Egon Balas

Mixed-integer quadratic programming is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of…

Discrete Mathematics · Computer Science 2014-07-21 Alberto Del Pia , Santanu S. Dey , Marco Molinaro

There is often a significant trade-off between formulation strength and size in mixed integer programming (MIP). When modeling convex disjunctive constraints (e.g. unions of convex sets), adding auxiliary continuous variables can sometimes…

Optimization and Control · Mathematics 2018-03-13 Juan Pablo Vielma

We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and…

Optimization and Control · Mathematics 2017-01-03 Matthias Köppe , Maurice Queyranne , Christopher Thomas Ryan

This paper presents a mixed-integer quadratic programming formulation of an existing data-driven approach to computational elasticity. This formulation is suitable for application of a standard mixed-integer programming solver, which finds…

Optimization and Control · Mathematics 2019-09-17 Yoshihiro Kanno

Chance-constrained programming is a widely used framework for decision-making under uncertainty, yet its mixed-integer reformulations involve nonconvex mixing sets with a knapsack constraint, leading to weak relaxations and computational…

Optimization and Control · Mathematics 2025-10-22 Danial Davarnia , Hamed Rahimian

The concept of representing a polytope that is associated with some combinatorial optimization problem as a linear projection of a higher-dimensional polyhedron has recently received increasing attention. In this paper (written for the…

Combinatorics · Mathematics 2011-04-07 Volker Kaibel

Generalizing both mixed-integer linear optimization and convex optimization, mixed-integer convex optimization possesses broad modeling power but has seen relatively few advances in general-purpose solvers in recent years. In this paper, we…

Optimization and Control · Mathematics 2017-09-18 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

Circuits and extended formulations are classical concepts in linear programming theory. The circuits of a polyhedron are the elementary difference vectors between feasible points and include all edge directions. We study the connection…

Optimization and Control · Mathematics 2023-08-04 Steffen Borgwardt , Matthias Brugger

This paper establishes an extended representation theorem for unit-root VARs. A specific algebraic technique is devised to recover stationarity from the solution of the model in the form of a cointegrating transformation. Closed forms of…

Econometrics · Economics 2021-02-23 Mario Faliva , Maria Grazia Zoia

Cutting-planes are one of the most important building blocks for solving large-scale integer programming (IP) problems to (near) optimality. The majority of cutting plane approaches rely on explicit rules to derive valid inequalities that…

Optimization and Control · Mathematics 2024-01-26 Daniel Thuerck , Boro Sofranac , Marc E. Pfetsch , Sebastian Pokutta

Deep learning has made significant breakthroughs in various fields of artificial intelligence. Advantages of deep learning include the ability to capture highly complicated features, weak involvement of human engineering, etc. However, it…

Software Engineering · Computer Science 2014-09-12 Lili Mou , Ge Li , Yuxuan Liu , Hao Peng , Zhi Jin , Yan Xu , Lu Zhang

We prove that any mixed-integer linear extended formulation for the matching polytope of the complete graph on $n$ vertices, with a polynomial number of constraints, requires $\Omega(\sqrt{\sfrac{n}{\log n}})$ many integer variables. By…

Optimization and Control · Mathematics 2022-06-27 Robert Hildebrand , Robert Weismantel , Rico Zenklusen