(Mixed) Integer Nonlinear Programming

Multistage Distributionally Robust Mixed-Integer Programming with Decision-Dependent Moment-Based Ambiguity Sets

  • Siqian Shen
  • Xian Yu
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization, Stochastic Programming Tags , , , ,

    We study multistage distributionally robust mixed-integer programs under endogenous uncertainty, where the probability distribution of stage-wise uncertainty depends on the decisions made in previous stages. We first consider two ambiguity sets defined by decision-dependent bounds on the first and second moments of uncertain parameters and by mean and covariance matrix that exactly match decision-dependent empirical … Read more

    Safe screening rules for L0-Regression

  • Alper Atamturk
  • Andrés Gómez
    • Categories (Mixed) Integer Nonlinear Programming, Statistics Tags , , ,

    We give safe screening rules to eliminate variables from regression with L0 regularization or cardinality constraint. These rules are based on guarantees that a feature may or may not be selected in an optimal solution. The screening rules can be computed from a convex relaxation solution in linear time, without solving the L0 optimization problem. … Read more

    Solving Binary-Constrained Mixed Complementarity Problems Using Continuous Reformulations

  • Steven A. Gabriel
  • Martin Schmidt
  • Marina Leal
    • Categories (Mixed) Integer Nonlinear Programming, Complementarity and Variational Inequalities, Transportation Tags , , ,

    Mixed complementarity problems are of great importance in practice since they appear in various fields of applications like energy markets, optimal stopping, or traffic equilibrium problems. However, they are also very challenging due to their inherent, nonconvex structure. In addition, recent applications require the incorporation of integrality constraints. Since complementarity problems often model some kind … Read more

    Mixed-Integer Optimal Control Problems with switching costs: A shortest path approach

  • Felix Bestehorn
  • Christoph Hansknecht
  • Christian Kirches
  • Paul Manns
    • Categories (Mixed) Integer Nonlinear Programming, Approximation Algorithms Tags , , , ,

    We investigate an extension of Mixed-Integer Optimal Control Problems (MIOCPs) by adding switching costs, which enables the penalization of chattering and extends current modeling capabilities. The decomposition approach, consisting of solving a partial outer convexification to obtain a relaxed solution and using rounding schemes to obtain a discrete-valued control can still be applied, but the … Read more

    Quantum Bridge Analytics II: Network Optimization and Combinatorial Chaining for Asset Exchange

  • Yu Du
  • Fred Glover
  • Gary Kochenberger
  • Moses Ma
    • Categories (Mixed) Integer Nonlinear Programming, Combinatorial Optimization, Network Optimization Tags , , , , ,

    Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable enhanced practical application of quantum computing in the future. This is the second of a two-part tutorial that surveys … Read more

    A Finitely Convergent Disjunctive Cutting Plane Algorithm for Bilinear Programming

  • Hamed Rahimian
  • Sanjay Mehrotra
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches, Quadratic Programming Tags , , , ,

    \(\) In this paper we present and analyze a finitely-convergent disjunctive cutting plane algorithm to obtain an \(\epsilon\)-optimal solution or detect infeasibility of a general nonconvex continuous bilinear program. While the cutting planes are obtained in a manner similar to Saxena, Bonami, and Lee [Math. Prog. 130: 359–413, 2011] and Fampa and Lee [J. Global … Read more

    Sequential Convexification of a Bilinear Set

  • Hamed Rahimian
  • Sanjay Mehrotra
    • Categories (Mixed) Integer Nonlinear Programming, Quadratic Programming Tags , , , ,

    We present a sequential convexification procedure to derive, in the limit, a set arbitrary close to the convex hull of $\epsilon$-feasible solutions to a general nonconvex continuous bilinear set. Recognizing that bilinear terms can be represented with a finite number nonlinear nonconvex constraints in the lifted matrix space, our procedure performs a sequential convexification with … Read more

    A Mixed-Integer PDE-Constrained Optimization Formulation for Electromagnetic Cloaking

  • Sven Leyffer
  • Todd S. Munson
  • Ryan Vogt
    • Categories (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Optimization of Systems modeled by PDEs Tags , , ,

    We formulate a mixed-integer partial-differential equation constrained optimization problem for designing an electromagnetic cloak governed by the 2D Helmholtz equation with absorbing boundary conditions. Our formulation is an alternative to the topology optimization formulation of electromagnetic cloaking design. We extend the formulation to include uncertainty with respect to the angle of the incidence wave, and … Read more

    On the convexification of constrained quadratic optimization problems with indicator variables

  • Andrés Gómez
  • Simge Küçükyavuz
  • Linchuan Wei
    • Categories (Mixed) Integer Nonlinear Programming, Quadratic Programming Tags , , , ,

    Motivated by modern regression applications, in this paper, we study the convexification of quadratic optimization problems with indicator variables and combinatorial constraints on the indicators. Unlike most of the previous work on convexification of sparse regression problems, we simultaneously consider the nonlinear objective, indicator variables, and combinatorial constraints. We prove that for a separable quadratic … Read more