相关论文: Integer linear programming supporting portfolio de…

We present new integer linear programming (ILP) models for NP-hard optimisation problems in instances of the Stable Marriage problem with Ties and Incomplete lists (SMTI) and its many-to-one generalisation, the Hospitals / Residents problem…

Enhancing existing transmission lines is a useful tool to combat transmission congestion and guarantee transmission security with increasing demand and boosting the renewable energy source. This study concerns the selection of lines whose…

The Student-Project Allocation problem with preferences over Projects (SPA-P) involves sets of students, projects and lecturers, where the students and lecturers each have preferences over the projects. In this context, we typically seek a…

There is a recent focus on designing architectures that have an Integer Linear Programming (ILP) layer within a neural model (referred to as Neural ILP in this paper). Neural ILP architectures are suitable for pure reasoning tasks that…

This paper proposes and analyzes two new policy learning methods: regularized policy gradient (RPG) and iterative policy optimization (IPO), for a class of discounted linear-quadratic control (LQC) problems over an infinite time horizon…

Mixed-integer linear programming (MILP) has been a fundamental problem in combinatorial optimization. Conventional MILP solving mainly relies on carefully designed heuristics embedded in the branch-and-bound framework. Driven by the strong…

We study the existence of polynomial kernels for the problem of deciding feasibility of integer linear programs (ILPs), and for finding good solutions for covering and packing ILPs. Our main results are as follows: First, we show that the…

Man-At-The-End (MATE) attackers are almighty adversaries against whom there exists no silver-bullet countermeasure. To raise the bar, a wide range of protection measures were proposed in the literature each of which adds resilience against…

Solving large-scale robust portfolio optimization problems is challenging due to the high computational demands associated with an increasing number of assets, the amount of data considered, and market uncertainty. To address this issue, we…

This paper deals with the maximum independent set (M.I.S.) problem, also known as the stable set problem. The basic mathematical programming model that captures this problem is an Integer Program (I.P.) with zero-one variables $x_j$ and…

Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…

We study the problem of solving Packing Integer Programs (PIPs) in the online setting, where columns in $[0,1]^d$ of the constraint matrix are revealed sequentially, and the goal is to pick a subset of the columns that sum to at most $B$ in…

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

This paper focuses on the application of quantitative portfolio management by using integer programming and clustering techniques. Investors seek to gain the highest profits and lowest risk in capital markets. A data-oriented analysis of US…

We study integer linear programs (ILP) of the form $\min\{c^\top x\ \vert\ Ax=b,l\le x\le u,x\in\mathbb Z^n\}$ and analyze their parameterized complexity with respect to their distance to the generalized matching problem, following the…

Floor planning is an important and difficult task in architecture. When planning office buildings, rooms that belong to the same organisational unit should be placed close to each other. This leads to the following NP-hard mathematical…

Large language models (LLMs) have recently seen widespread adoption in both academia and industry. As these models grow, they become valuable intellectual property (IP), reflecting substantial investments by their owners. The high cost of…

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…

Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an appropriate subset of the available classifiers, can lead to…

Integer programming (IP) is central to many combinatorial optimization tasks but remains challenging due to its NP-hard nature. A practical way to improve IP solvers is to manually design acceleration cuts, i.e., inequalities that speed up…