Jon Lee

On Augmentation Algorithms for Linear and Integer-Linear Programming: From Edmonds-Karp to Bland and Beyond

  • Jesús A. De Loera
  • Raymond Hemmecke
  • Jon Lee
    • Categories (Mixed) Integer Linear Programming, Linear Programming Tags , , , , , , , , ,

    Motivated by Bland’s linear-programming generalization of the renowned Edmonds-Karp efficient refinement of the Ford-Fulkerson maximum-flow algorithm, we discuss three closely-related natural augmentation rules for linear and integer-linear optimization. In several nice situations, we show that polynomially-many augmentation steps suffice to reach an optimum. In particular, when using “discrete steepest-descent augmentations” (i.e., directions with the best … Read more

    A First Course in Linear Optimization, version 3.0

  • Jon Lee
    • Categories (Mixed) Integer Linear Programming, Linear Programming, Other Topics Tags , ,

    This is the “front matter” of a new open-source book on Linear Optimization. The book and associated Matlab/AMPL/Mathematica programs are freely available from: https://sites.google.com/site/jonleewebpage/home/publications/#book Citation Jon Lee, “A First Course in Linear Optimization”, Third Edition, Reex Press, 2013-2017. Article Download View A First Course in Linear Optimization, version 3.0

    On feasibility based bounds tightening

  • Pietro Belotti
  • Sonia Cafieri
  • Jon Lee
  • Leo Liberti
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Theory Tags , , ,

    Mathematical programming problems involving nonconvexities are usually solved to optimality using a (spatial) Branch-and-Bound algorithm. Algorithmic efficiency depends on many factors, among which the widths of the bounding box for the problem variables at each Branch-and-Bound node naturally plays a critical role. The practically fastest box-tightening algorithm is known as FBBT (Feasibility-Based Bounds Tightening): an … Read more

    More Branch-and-Bound Experiments in Convex Nonlinear Integer Programming

  • Pierre Bonami
  • Jon Lee
  • Sven Leyffer
  • Andreas Wächter
    • Categories (Mixed) Integer Nonlinear Programming

    Branch-and-Bound (B&B) is perhaps the most fundamental algorithm for the global solution of convex Mixed-Integer Nonlinear Programming (MINLP) problems. It is well-known that carrying out branching in a non-simplistic manner can greatly enhance the practicality of B&B in the context of Mixed-Integer Linear Programming (MILP). No detailed study of branching has heretofore been carried out … Read more

    A Probing Algorithm for MINLP with Failure Prediction by SVM

  • Pietro Belotti
  • Jon Lee
  • Jeff Linderoth
  • Giacomo Nannicini
  • François Margot
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization

    Bound tightening is an important component of algorithms for solving nonconvex Mixed Integer Nonlinear Programs. A {\em probing} algorithm is a bound-tightening procedure that explores the consequences of restricting a variable to a subinterval with the goal of tightening its bounds. We propose a variant of probing where exploration is based on iteratively applying a … Read more

    Intractability of approximate multi-dimensional nonlinear optimization on independence systems

  • Shmuel Onn
  • Robert Weismantel
  • Jon Lee
    • Categories Approximation Algorithms, Graphs and Matroids, Multi-Criteria Optimization Tags , ,

    We consider optimization of nonlinear objective functions that balance $d$ linear criteria over $n$-element independence systems presented by linear-optimization oracles. For $d=1$, we have previously shown that an $r$-best approximate solution can be found in polynomial time. Here, using an extended Erdos-Ko-Rado theorem of Frankl, we show that for $d=2$, finding a $\rho n$-best solution … Read more

    Nonlinear Integer Programming

  • Raymond Hemmecke
  • Matthias Köppe
  • Jon Lee
  • Robert Weismantel
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Tags

    Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject to integrality requirements for the variables. This chapter is dedicated to this topic.  The primary goal is … Read more

    An algorithmic framework for MINLP with separable non-convexity

  • Claudia D'Ambrosio
  • Jon Lee
  • Andreas Wächter
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Tags , , , ,

    Global optimization algorithms, e.g., spatial branch-and-bound approaches like those implemented in codes such as BARON and COUENNE, have had substantial success in tackling complicated, but generally small scale, non-convex MINLPs (i.e., mixed-integer nonlinear programs having non-convex continuous relaxations). Because they are aimed at a rather general class of problems, the possibility remains that larger instances … Read more

    On convex relaxations of quadrilinear terms

  • Sonia Cafieri
  • Jon Lee
  • Leo Liberti
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Tags , , , , , , ,

    The best known method to find exact or at least epsilon-approximate solutions to polynomial programming problems is the spatial Branch-and-Bound algorithm, which rests on computing lower bounds to the value of the objective function to be minimized on each region that it explores. These lower bounds are often computed by solving convex relaxations of the … Read more