Machine Learning for K-adaptability in Two-stage Robust Optimization

Two-stage robust optimization problems constitute one of the hardest optimization problem classes.One of the solution approaches to this class of problems is K-adaptability. This approach simultaneously seeks the best partitioning of the uncertainty set of scenarios into K subsets, and optimizesdecisions corresponding to each of these subsets. In general case, it is solved using the … Read more

Bolstering Stochastic Gradient Descent with Model Building

Stochastic gradient descent method and its variants constitute the core optimization algorithms that achieve good convergence rates for solving machine learning problems. These rates are obtained especially when these algorithms are fine-tuned for the application at hand. Although this tuning process can require large computational costs, recent work has shown that these costs can be … Read more

Mixed-Integer Optimization with Constraint Learning

We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data using machine learning, and the trained models are embedded in an optimization formulation. We exploit the mixed-integer optimization-representability of many machine learning methods, including … Read more

Differential Privacy in Multi-Party Resource Sharing

This study examines a resource-sharing problem involving multiple parties that agree to use a set of capacities together. We start with modeling the whole problem as a mathematical program, where all parties are required to exchange information to obtain the optimal objective function value. This information bears private data from each party in terms of … Read more

Masking Primal and Dual Models for Data Privacy in Network Revenue Management

We study a collaborative revenue management problem where multiple decentralized parties agree to share some of their capacities. This collaboration is performed by constructing a large mathematical programming model available to all parties. The parties then use the solution of this model in their own capacity control systems. In this setting, however, the major concern … Read more

Bin Packing Problem with Time Dimension: An Application in Cloud Computing

Improving energy efficiency and lowering operational costs are the main challenges faced in systems with multiple servers. One prevalent objective in such systems is to minimize the number of servers required to process a given set of tasks under server capacity constraints. This objective leads to the well-known bin packing problem. In this study, we … Read more

Benders Decomposition and Column-and-Row Generation for Solving Large-Scale Linear Programs with Column-Dependent-Rows

In a recent work, Muter et al. (2013a) identified and characterized a general class of linear programming (LP) problems – known as problems with column-dependent-rows (CDR-problems). These LPs feature two sets of constraints with mutually exclusive groups of variables in addition to a set of structural linking constraints, in which variables from both groups appear … Read more

Approximating the Minimum Hub Cover Problem on Planar Graphs

We study an approximation algorithm with a performance guarantee to solve a new NP-hard optimization problem on planar graphs. The problem, which is referred to as the minimum hub cover problem, has recently been introduced to the literature to improve query processing over large graph databases. Planar graphs also arise in various graph query processing … Read more

Mathematical Programming Models Based on Hub Covers in Graph Query Processing

The use of graph databases for social networks, images, web links, pathways and so on, has been increasing at a fast pace and promotes the need for efficient graph query processing on such databases. In this study, we discuss graph query processing — referred to as graph matching — and an inherent optimization problem known … Read more

The Set Covering Problem Revisited: An Empirical Study of the Value of Dual Information

This paper investigates the role of dual information on the performances of heuristics designed for solving the set covering problem. After solving the linear programming relaxation of the problem, the dual information is used to obtain the two main approaches proposed here: (i) The size of the original problem is reduced and then the resulting … Read more