相关论文: Small and Strong Formulations for Unions of Convex…
We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…
It is well known that selecting a good Mixed Integer Programming (MIP) formulation is crucial for an effective solution with state-of-the art solvers. While best practices and guidelines for constructing good formulations abound, there is…
An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…
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…
We present a new approach for modeling avoidance constraints in 2D environments, in which waypoints are assigned to obstacle-free polyhedral regions. Constraints of this form are often formulated as mixed-integer programming (MIP) problems…
We consider the convex quadratic optimization problem with indicator variables and arbitrary constraints on the indicators. We show that a convex hull description of the associated mixed-integer set in an extended space with a quadratic…
General methods of solving equations deal with solving N equations in N variables and the solutions are usually a set of discrete values. However, for problems with a softly broken symmetry these methods often first find a point which would…
We study generalised additive models, with shape restrictions (e.g. monotonicity, convexity, concavity) imposed on each component of the additive prediction function. We show that this framework facilitates a nonparametric estimator of each…
We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…
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…
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…
We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…
Mixed-integer mathematical programs are among the most commonly used models for a wide set of problems in Operations Research and related fields. However, there is still very little known about what can be expressed by small mixed-integer…
Expanding a lower-dimensional problem to a higher-dimensional space and then projecting back is often beneficial. This article rigorously investigates this perspective in the context of finite mixture models, namely how to improve inference…
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…
Extended resolution shows that auxiliary variables are very powerful in theory. However, attempts to exploit this potential in practice have had limited success. One reasonably effective method in this regard is bounded variable addition…
We establish that nonconvex definable parametric optimization problems with possibly nonsmooth objectives, inequality constraints, conic constraint systems, and non-unique primal and dual solutions admit an adjoint state formula under a…
The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem…
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…
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…