Aleksandr M. Kazachkov Mixed-Integer Rounding (MIR) cuts are effective at improving the dual bound in Mixed-Integer Linear Programming (MIP). However, in practice, MIR cuts are separated heuristically rather than using optimization as the latter is prohibitively expensive. We present a hybrid cut generation framework in which we train a Machine Learning (ML) model to inform cut generation for … Read more
Disjunctive cutting planes can tighten a relaxation of a mixed-integer linear program. Traditionally, such cuts are obtained by solving a higher-dimensional linear program, whose additional variables cause the procedure to be computationally prohibitive. Adopting a V-polyhedral perspective is a practical alternative that enables the separation of disjunctive cuts via a linear program with only as … Read more
We introduce V-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts are applied recursively, causing numerical instability and “tailing off” of cut strength after several rounds. To mitigate these difficulties, the VPC framework offers … Read more
Quadratically-constrained quadratic programs (QCQPs) are optimization models whose remarkable expressiveness has made them a cornerstone of methodological research for nonconvex optimization problems. However, modern methods to solve a general QCQP fail to scale, encountering computational challenges even with just a few hundred variables. Specifically, a semidefinite programming (SDP) relaxation is typically employed, which provides strong … Read more
The generalized intersection cut (GIC) paradigm is a recent framework for generating cutting planes in mixed integer programming with attractive theoretical properties. We investigate this computationally unexplored paradigm and observe that a key hyperplane activation procedure embedded in it is not computationally viable. To overcome this issue, we develop a novel replacement to this procedure … Read more