Mathieu Besançon

A Multi-Reference Relaxation Enforced Neighborhood Search Heuristic in SCIP

  • Suresh Bolusani
  • Gioni Mexi
  • Mathieu Besançon
  • Mark Turner
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Optimization Software and Modeling Systems Tags , , ,

    This paper proposes and evaluates a Multi-Reference Relaxation Enforced Neighborhood Search (MRENS) heuristic within the SCIP solver. This study marks the first integration and evaluation of MRENS in a full-fledged MILP solver, specifically coupled with the recently-introduced Lagromory separator for generating multiple reference solutions. Computational experiments on the MIPLIB 2017 benchmark set show that MRENS, … Read more

    The MIP Workshop 2023 Computational Competition on Reoptimization

  • Suresh Bolusani
  • Mathieu Besançon
  • Ambros Gleixner
  • Timo Berthold
  • Claudia D'Ambrosio
  • Gonzalo Muñoz
  • Joseph Paat
  • Dimitri Thomopulos
    • Categories Combinatorial Optimization, Integer Programming, Optimization Software and Modeling Systems Tags , , , ,

    This paper describes the computational challenge developed for a computational competition held in 2023 for the 20th anniversary of the Mixed Integer Programming Workshop. The topic of this competition was reoptimization, also known as warm starting, of mixed integer linear optimization problems after slight changes to the input data for a common formulation. The challenge … Read more

    The SCIP Optimization Suite 9.0

  • Suresh Bolusani
  • Mathieu Besançon
  • Ksenia Bestuzheva
  • Antonia Chmiela
  • Joao Dionisio
  • Tim Donkiewicz
  • Jasper van Doornmalen
  • Leon Eifler
  • Mohammed Ghannam
  • Ambros Gleixner
  • Christoph Graczyk
  • Katrin Halbig
  • Ivo Hedtke
  • Alexander Hoen
  • Christopher Hojny
  • Rolf van der Hulst
  • Dominik Kamp
  • Thorsten Koch
  • Kevin Kofler
  • Jurgen Lentz
  • Julian Manns
  • Gioni Mexi
  • Erik Mühmer
  • Marc E. Pfetsch
  • Franziska Schlösser
  • Felipe Serrano
  • Yuji Shinano
  • Mark Turner
  • Stefan Vigerske
  • Dieter Weninger
  • Liding Xu
    • Categories Integer Programming, Linear, Cone and Semidefinite Programming, Optimization Software and Modeling Systems Tags , , , , , , , , ,

    The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a … Read more

    The SCIP Optimization Suite 8.0

  • Ksenia Bestuzheva
  • Mathieu Besançon
  • Wei-Kun Chen
  • Antonia Chmiela
  • Tim Donkiewicz
  • Jasper van Doornmalen
  • Leon Eifler
  • Oliver Gaul
  • Gerald Gamrath
  • Ambros Gleixner
  • Leona Gottwald
  • Christoph Graczyk
  • Katrin Halbig
  • Alexander Hoen
  • Christopher Hojny
  • Rolf van der Hulst
  • Thorsten Koch
  • Marco E. Lübbecke
  • Stephen J. Maher
  • Frederic Matter
  • Erik Mühmer
  • Benjamin Müller
  • Marc E. Pfetsch
  • Daniel Rehfeldt
  • Steffan Schlein
  • Franziska Schlösser
  • Felipe Serrano
  • Yuji Shinano
  • Boro Sofranac
  • Mark Turner
  • Stefan Vigerske
  • Fabian Wegscheider
  • Philipp Wellner
  • Dieter Weninger
  • Jakob Witzig
    • Categories Branch and Cut Algorithms, Integer Programming, Optimization Software and Modeling Systems Tags , , , , , , , , ,

    The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

    FrankWolfe.jl: a high-performance and flexible toolbox for Frank-Wolfe algorithms and Conditional Gradients

  • Mathieu Besançon
  • Alejandro Carderera
  • Sebastian Pokutta
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Optimization Software and Modeling Systems Tags , ,

    We present FrankWolfe.jl, an open-source implementation of several popular Frank-Wolfe and Conditional Gradients variants for first-order constrained optimization. The package is designed with flexibility and high-performance in mind, allowing for easy extension and relying on few assumptions regarding the user-provided functions. It supports Julia’s unique multiple dispatch feature, and interfaces smoothly with generic linear optimization … Read more

    Near-optimal Robust Bilevel Optimization

  • Miguel F. Anjos
  • Mathieu Besançon
  • Luce Brotcorne
    • Categories (Mixed) Integer Nonlinear Programming, Complementarity and Variational Inequalities, Robust Optimization Tags , , , , , ,

    Bilevel optimization studies problems where the optimal response to a second mathematical optimization problem is integrated in the constraints. Such structure arises in a variety of decision-making problems in areas such as market equilibria, policy design or product pricing. We introduce near-optimal robustness for bilevel problems, protecting the upper-level decision-maker from bounded rationality at the … Read more