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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.…

最优化与控制 · 数学 2024-06-18 Taotao He , Mohit Tawarmalani

We present a novel relaxation framework for general mixed-integer nonlinear programming (MINLP) grounded in computational geometry. Our approach constructs polyhedral relaxations by convexifying finite sets of strategically chosen points,…

最优化与控制 · 数学 2026-03-20 Haisheng Zhu , Taotao He , Mohit Tawarmalani

This paper introduces a novel algorithm for Mixed-Integer Nonlinear Programming (MINLP) problems with multilinear interpolations of look-up tables. These problems arise when objective or constraints contain black-box functions only known at…

Given a nonlinear, univariate, bounded, and differentiable function $f(x)$, this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of $f(x)$ and its…

最优化与控制 · 数学 2021-04-30 Kaarthik Sundar , Sujeevraja Sanjeevi , Harsha Nagarajan

The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical…

最优化与控制 · 数学 2019-12-03 Benjamin Müller , Gonzalo Muñoz , Maxime Gasse , Ambros Gleixner , Andrea Lodi , Felipe Serrano

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…

最优化与控制 · 数学 2016-06-02 Miles Lubin , Emre Yamangil , Russell Bent , Juan Pablo Vielma

This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…

最优化与控制 · 数学 2025-10-01 Christopher Montez , Sujeevraja Sanjeevi , Kaarthik Sundar

We study mixed-integer programming formulations for the piecewise linear lower and upper bounds (in other words, piecewise linear relaxations) of nonlinear functions that can be modeled by a new class of combinatorial disjunctive…

最优化与控制 · 数学 2023-05-01 Bochuan Lyu , Illya V. Hicks , Joey Huchette

In this work, we propose a two-stage approach to strengthen piecewise McCormick relaxations for mixed-integer nonlinear programs (MINLP) with multi-linear terms. In the first stage, we exploit Constraint Programing (CP) techniques to…

系统与控制 · 计算机科学 2016-06-21 Harsha Nagarajan , Mowen Lu , Emre Yamangil , Russell Bent

In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…

最优化与控制 · 数学 2019-02-05 Harsha Nagarajan , Mowen Lu , Site Wang , Russell Bent , Kaarthik Sundar

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…

最优化与控制 · 数学 2022-03-14 Gennadiy Averkov , Christopher Hojny , Matthias Schymura

In this paper, we present a mixed-integer linear programming (MILP) formulation of a piecewise, polyhedral relaxation (PPR) of a multilinear term using its convex hull representation. Based on the solution of the PPR, we also present a MILP…

最优化与控制 · 数学 2020-12-07 Kaarthik Sundar , Harsha Nagarajan , Jeff Linderoth , Site Wang , Russell Bent

As dynamical systems equipped with neural network controllers (neural feedback systems) become increasingly prevalent, it is critical to develop methods to ensure their safe operation. Verifying safety requires extending control theoretic…

系统与控制 · 电气工程与系统科学 2026-04-15 I. Samuel Akinwande , Chelsea Sidrane , Mykel J. Kochenderfer , Clark Barrett

In this paper, we present convex hull formulations for a mixed-integer, multilinear term/function (MIMF) that features products of multiple continuous and binary variables. We develop two equivalent convex relaxations of an MIMF and study…

最优化与控制 · 数学 2019-02-20 Harsha Nagarajan , Kaarthik Sundar , Hassan Hijazi , Russell Bent

We propose a novel compact linear programming (LP) relaxation for binary sub-modular MRF in the context of object segmentation. Our model is obtained by linearizing an $l_1^+$-norm derived from the quadratic programming (QP) form of the MRF…

计算机视觉与模式识别 · 计算机科学 2014-04-10 Junyan Wang , Sai-Kit Yeung

Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving,…

最优化与控制 · 数学 2022-11-29 Renan Spencer Trindade , Claudia D'Ambrosio , Antonio Frangioni , Claudio Gentile

This article presents an arithmetic, called superposition relaxation, for bracketing the graph of a multivariate factorable function on a compact domain between a pair of underestimating and overestimating functions that are both separable.…

数值分析 · 数学 2026-05-12 Yanlin Zha , Mario Eduardo Villanueva , Boris Houska , Benoît Chachuat

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

最优化与控制 · 数学 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

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…

最优化与控制 · 数学 2023-11-09 Frank de Meijer , Renata Sotirov

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…

最优化与控制 · 数学 2023-08-21 Benjamin Beach , Robert Burlacu , Andreas Bärmann , Lukas Hager , Robert Hildebrand
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