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In this paper, we study chance constrained mixed integer program with consideration of recourse decisions and their incurred cost, developed on a finite discrete scenario set. Through studying a non-traditional bilinear mixed integer…

最优化与控制 · 数学 2016-10-05 Bo Zeng , Yu An , Ludwig Kuznia

The power of multivariate functions is their ability to model a wide variety of phenomena, but have the disadvantages that they lack an intuitive or interpretable representation, and often require a (very) large number of parameters. We…

数值分析 · 计算机科学 2018-05-23 Philippe Dreesen , Jeroen De Geeter , Mariya Ishteva

We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…

计算机视觉与模式识别 · 计算机科学 2015-05-05 Alexander Shekhovtsov

It is important to design separation algorithms of low computational complexity in mixed integer programming. We study the separation problems of the two continuous knapsack polyhedra with divisible capacities. The two polyhedra are the…

最优化与控制 · 数学 2019-07-09 Wei-Kun Chen , Yu-Hong Dai

We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cuts from a…

组合数学 · 数学 2012-06-28 Egon Balas , Andrea Qualizza

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…

数据结构与算法 · 计算机科学 2023-09-07 Yuta Kurokawa , Ryotaro Mitsuboshi , Haruki Hamasaki , Kohei Hatano , Eiji Takimoto , Holakou Rahmanian

In the 1970's, Balas introduced the concept of disjunctive programming, which is optimization over unions of polyhedra. One main result of his theory is that, given linear descriptions for each of the polyhedra to be taken in the union, one…

最优化与控制 · 数学 2010-07-08 Rüdiger Stephan

In this technical report, a new formulation for embedding a neural network into an optimization model is described. This formulation does not require binary variables to properly compute the output of the neural network for specific types…

最优化与控制 · 数学 2024-02-06 Héctor G. -de-Alba , Andres Tellez , Cipriano Santos , Emmanuel Gómez

Reductions combine collections of input values with an associative and often commutative operator to produce collections of results. When the same input value contributes to multiple outputs, there is an opportunity to reuse partial…

编程语言 · 计算机科学 2024-12-19 Louis Narmour , Tomofumi Yuki , Sanjay Rajopadhye

Integer Linear Programming (ILP) has a broad range of applications in various areas of artificial intelligence. Yet in spite of recent advances, we still lack a thorough understanding of which structural restrictions make ILP tractable.…

离散数学 · 计算机科学 2020-03-17 Pavel Dvořák , Eduard Eiben , Robert Ganian , Dušan Knop , Sebastian Ordyniak

This paper presents an integer decomposition method. The method first writes an integer as a polynomial with 2 as variable that its coefficients are zero or one. Then, suppose that an integer is decomposed into product of such two…

数论 · 数学 2020-12-15 Puyun Gao

We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…

最优化与控制 · 数学 2018-07-03 Dajun Yue , Jiyao Gao , Bo Zeng , Fengqi You

A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…

最优化与控制 · 数学 2021-06-30 Fatma Kılınç-Karzan , Simge Küçükyavuz , Dabeen Lee

We consider the problem of uniform interpolation of functions with values in a complex inner product space of finite dimension. This problem can be casted within a modified weighted pluripotential theoretic framework. Indeed, in the…

复变函数 · 数学 2025-04-10 Ludovico Bruni Bruno , Federico Piazzon

We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…

最优化与控制 · 数学 2026-05-29 Vinit Ranjan , Jisun Park , Stefano Gualandi , Andrea Lodi , Bartolomeo Stellato

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…

最优化与控制 · 数学 2024-02-06 Alberto Del Pia

A Reduction -- an accumulation over a set of values, using an associative and commutative operator -- is a common computation in many numerical computations, including scientific computations, machine learning, computer vision, and…

编程语言 · 计算机科学 2021-02-11 Cambridge Yang , Eric Atkinson , Michael Carbin

It is well-known that the convex and concave envelope of a multilinear polynomial over a box are polyhedral functions. Exponential-sized extended and projected formulations for these envelopes are also known. We consider the convexification…

最优化与控制 · 数学 2021-06-14 Yibo Xu , Warren Adams , Akshay Gupte

Several techniques were proposed to model the Piecewise linear (PWL) functions, including convex combination, incremental and multiple choice methods. Although the incremental method was proved to be very efficient, the attention of the…

最优化与控制 · 数学 2018-02-13 Mutaz Tuffaha , Jan Tommy Gravdahl

Designing and implementing typed programming languages is hard. Every new type system feature requires extending the metatheory and implementation, which are often complicated and fragile. To ease this process, we would like to provide…

编程语言 · 计算机科学 2020-08-18 Jana Dunfield