Given a simple graph G = (V, E) with edge cost c ∈ ℝ^|E|, a positive integer h, source s ∈ V and terminal t ∈ V, the hop-constrained cheapest path problem (HCCP) seeks to find an s–t path of length at most h hops with the cheapest cost. This paper proposes a cut-based mixed … Read more
We study computational aspects of a key problem in robust statistics—the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large magnitudes. Although statistically attractive, penalized LTS is NP-hard, and existing mixed-integer optimization (MIO) formulations scale poorly due to weak relaxations and … Read more
We present a machine learning (ML) component designed to enhance the well-known branch-and-cut (B&C) framework for the symmetric traveling salesman problem (TSP) in which only the subtour elimination constraints (SECs) violated by previously found integer solutions are considered. The objective of the ML component is to identify which SECs, from a pool of candidates, will … Read more
In this paper, we present a reformulation technique for convex mixed-integer nonlinear programming (MINLP) problems with nonseparable quadratic terms. For each convex non-diagonal matrix that defines quadratic expressions in the problem, we show that an eigenvalue or LDLT decomposition can be performed to transform the quadratic expressions into convex additively separable constraints. The reformulated problem … Read more
Scenario-based optimization problems can be solved via Benders decomposition, which separates first-stage (master problem) decisions from second-stage (subproblem) recourse actions and iteratively refines the master problem with Benders cuts. In conventional Benders decomposition, all subproblems are solved at each iteration. For problems with many scenarios, solving only a selected subset can reduce computation. We quantify … Read more
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial computational resources for both training and deployment, typically with GPU parallelization. In this work, we take a different path by developing interpretable models that are … Read more
We study the ternary quadratic problem (TQP), a quadratic optimization problem with linear constraints where the variables take values in {0,±1}. While semidefinite programming (SDP) techniques are well established for {0,1}- and {±1}-valued quadratic problems, no dedicated integer semidefinite programming framework exists for the ternary case. In this paper, we introduce a ternary SDP formulation … Read more
We prove the NP-hardness, using Karp reductions, of some problems related to the correlation polytope and its corresponding cone, spanned by all of the n×n rank-one matrices over {0, 1}. The problems are: membership, rank of the decomposition, and a “relaxed rank” obtained from relaxing the zero-norm expression for the rank to an ℓ1 norm. … Read more
Electric power infrastructure faces increasing risk of damage and disruption due to wildfire. Operators of power grids in wildfire-prone regions must consider the potential impacts of unpredictable fires. However, traditional wildfire models do not effectively describe worst-case, or even high-impact, fire behavior. To address this issue, we propose a mixed-integer conic program to characterize an … Read more
Motivated by the need for reliable traffic management under fluctuating travel demand, we study the problem of determining the worst-case congestion in a multi-commodity traffic network subject to demand uncertainty. To this end, we stress-test a given network by identifying demand realizations and corresponding travelers’ route choices that maximize congestion. The users of the traffic … Read more