相关论文: A new approach for solving mixed integer DC progra…

In this paper, we develop new discrete relaxations for nonlinear expressions in factorable programming. We utilize specialized convexification results as well as composite relaxations to develop mixed-integer programming (MIP) relaxations.…

We propose a dual dynamic integer programming (DDIP) framework for solving multi-scale mixed-integer model predictive control (MPC) problems. Such problems arise in applications that involve long horizons and/or fine temporal…

The paper presents a new approach to solve multifacility location problems, which is based on mixed integer programming and algorithms for minimizing differences of convex (DC) functions. The main challenges for solving the multifacility…

We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…

We study mixed-integer programming (MIP) relaxation techniques for the solution of non convex mixed-integer quadratically constrained quadratic programs (MIQCQPs). We present MIP relaxation methods for non convex continuous variable…

Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines data-driven methods on solver heuristics has shown potential to overcome this issue allowing for…

This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…

We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…

In this paper we consider minimization of a difference-of-convex (DC) function with and without linear constraints. We first study a smooth approximation of a generic DC function, termed difference-of-Moreau-envelopes (DME) smoothing, where…

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…

We present a unifying framework for generating extended formulations for the polyhedral outer approximations used in algorithms for mixed-integer convex programming (MICP). Extended formulations lead to fewer iterations of outer…

In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as…

We propose the formulation of convex Generalized Disjunctive Programming (GDP) problems using conic inequalities leading to conic GDP problems. We then show the reformulation of conic GDPs into Mixed-Integer Conic Programming (MICP)…

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…

Model predictive control problems for constrained hybrid systems are usually cast as mixed-integer optimization problems (MIP). However, commercial MIP solvers are designed to run on desktop computing platforms and are not suited for…

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for…

The relaxation complexity rc(X) of the set of integer points X contained in a polyhedron is the minimal number of inequalities needed to formulate a linear optimization problem over X without using auxiliary variables. Besides its relevance…

We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…

Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…