We describe a method to generate cutting planes for quadratically constrained optimization problems. The method uses information from the simplex tableau of a linear relaxation of the problem in combination with McCormick estimators. The method is guaranteed to cut off a basic feasible solution of the linear relaxation that violates the quadratic constraints in the … Read more
In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity across diverse applications, including cancer treatment, algorithmic configuration, and chemical process optimization. In this domain, the combination of ML and OR often relies on representing the ML model output using Mixed Integer Programming (MIP) formulations. Numerous studies … Read more
This paper investigates linear programming based branch-and-bound using general disjunctions, also known as stabbing planes, for solving integer programs. We derive the first sub-exponential lower bound (in the encoding length \(L\) of the integer program) for the size of a general branch-and-bound tree for a particular class of (compact) integer programs, namely \(2^{\Omega(L^{1/12 -\epsilon})}\) for … Read more
We propose a method for learning decision-makers’ behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer of an unknown cost function. This cost function is to be learned through historical data, and in the context … Read more
We investigate how crowdsourced delivery platforms with both contracted and ad-hoc couriers can effectively manage their workforce to meet delivery demands amidst uncertainties. Our objective is to minimize the hiring costs of contracted couriers and the crowdsourcing costs of ad-hoc couriers while considering the uncertain availability and behavior of the latter. Due to the complication … Read more
This study presents a polynomial time algorithm to solve the lossless battery charging problem. In this problem the optimal charging and discharging schedules are chosen to maximize total profit. Traditional solution approaches have relied on either approximations or exponential algorithms. By studying the optimality conditions of this problem, we are able to reduce it to … Read more
We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems where convex optimization problems are built from sampled observations. We begin by introducing a set of condition numbers related to sharpness in \(\ell_p\) or Schatten-p norms (\(p\in[1,2]\)) based on nonsmooth reformulations of a class of convex optimization problems, including sparse recovery, low-rank … Read more
This work establishes provably faster convergence rates for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating descent by analyzing the overall effect of many iterations at once rather than the typical one-iteration inductions used in most first-order method analyses. We … Read more
CitationOjha, R., Chen, W., Zhang, H., Khir, R., Erera, A. & Van Hentenryck, P. (2023). Optimization-based Learning for Dynamic Load Planning in Trucking Service Networks.ArticleDownload View PDF
We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of this class is that the inner function may fail to be locally Lipschitz continuous. It covers a range of important yet … Read more