相关论文: Approximating the Gomory Mixed-Integer Cut Closure…
We present two novel applications of symmetries for mixed-integer linear programming. First we propose two variants of a new heuristic to improve the objective value of a feasible solution using symmetries. These heuristics can use either…
Mixed-integer optimization solvers often find optimal solutions early in the search, yet spend the majority of computation time proving optimality. We exploit this by learning when to terminate solvers early on distributions of similar…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the disjunctive proofs of optimality from prior solves to…
Mixed integer linear programming (MILP) is a powerful tool for planning and control problems because of its modeling capability and the availability of good solvers. However, for large models, MILP methods suffer computationally. In this…
Current state-of-the-art solvers for mixed-integer programming (MIP) problems are designed to perform well on a wide range of problems. However, for many real-world use cases, problem instances come from a narrow distribution. This has…
Given an undirected, weighted $n$-vertex graph $G = (V, E, w)$, a Gomory-Hu tree $T$ is a weighted tree on $V$ such that for any pair of distinct vertices $s, t \in V$, the Min-$s$-$t$-Cut on $T$ is also a Min-$s$-$t$-Cut on $G$. Computing…
In this paper, we analyze the iteration-complexity of Generalized Forward--Backward (GFB) splitting algorithm, as proposed in \cite{gfb2011}, for minimizing a large class of composite objectives $f + \sum_{i=1}^n h_i$ on a Hilbert space,…
A large number of real-world optimization problems can be formulated as Mixed Integer Linear Programs (MILP). MILP solvers expose numerous configuration parameters to control their internal algorithms. Solutions, and their associated costs…
In model predictive control (MPC) for hybrid systems, solving optimization problems efficiently and with guarantees on worst-case computational complexity is critical to satisfy the real-time constraints in these applications. These…
Optimal policies for partially observed Markov decision processes (POMDPs) are history-dependent: Decisions are made based on the entire history of observation. Memoryless policies, which take decisions based on the last observation only,…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
A mathematical programming model for a class of single machine family scheduling problem is described in this technical report, with the aim of comparing the performance in solving the scheduling problem by means of mathematical programming…
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 introduce an aggregation framework to address multi-stage stochastic programs with mixed-integer state variables and continuous local variables (MSILPs). Our aggregation framework imposes additional structure to the integer state…
Electromagnetic follow-up of gravitational wave detections is very resource intensive, taking up hours of limited observation time on dozens of telescopes. Creating more efficient schedules for follow-up will lead to a commensurate increase…
Maximizing oil production from gas-lifted oil wells entails solving Mixed-Integer Linear Programs (MILPs). As the parameters of the wells, such as the basic-sediment-to-water ratio and the gas-oil ratio, are updated, the problems must be…
We devise new cut sparsifiers that are related to the classical sparsification of Nagamochi and Ibaraki [Algorithmica, 1992], which is an algorithm that, given an unweighted graph $G$ on $n$ nodes and a parameter $k$, computes a subgraph…
In many operational contexts, solutions to NP-hard combinatorial optimization problems, modeled by means of Mixed-Integer Linear Programming (MILP), may become infeasible due to unpredictable disruptions. Typically, reoptimizing by solving…
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…