Integer Programming

Recycling Valid Inequalities for Robust Combinatorial Optimization with Budget Uncertainty

  • Christina Büsing
  • Timo Gersing
  • Arie M.C.A. Koster
    • Categories 0-1 Programming, Polyhedra, Robust Optimization Tags , , , ,

    Robust combinatorial optimization with budget uncertainty is one of the most popular approaches for integrating uncertainty into optimization problems. The existence of a compact reformulation for (mixed-integer) linear programs and positive complexity results give the impression that these problems are relatively easy to solve. However, the practical performance of the reformulation is quite poor when … Read more

    Exploiting user-supplied Decompositions inside Heuristics

  • Katrin Halbig
  • Adrian Göß
  • Dieter Weninger
    • Categories Integer Programming Tags , , , ,

    Numerous industrial fields, like supply chain management, face mixed-integer optimization problems on a regular basis. Such problems typically show a sparse structure and vary in size, as well as complexity. However, in order to satisfy customer demands, it is crucial to find good solutions to all such problems quickly. Current research often focuses on the … Read more

    The set partitioning problem in a quantum context

  • Rafael Farias Cacao
  • Lucas Ramos Cardoso Tinoco Cortez
  • Jackson Forner
  • Hamidreza Validi
  • Ismael de Farias
  • Illya V. Hicks
    • Categories (Mixed) Integer Linear Programming, Combinatorial Optimization, Integer Programming

    The set partitioning problem and its decision variant (i.e., the exact cover problem) are combinatorial optimization problems that were historically crucial in the quantum optimization community. This problem is also employed in the main problem of the branch-and-price approach in many real-world optimization problems, including, but not limited to, redistricting and scheduling. Motivated by recent … Read more

    Optimal Cross-Validation for Sparse Linear Regression

  • Ryan Cory-Wright
  • Andrés Gómez
    • Categories (Mixed) Integer Nonlinear Programming, Data Science Algorithms

    Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To select the sparsity and robustness of linear regressors, techniques like k-fold cross-validation are commonly used for hyperparameter tuning. However, cross-validation substantially increases the … Read more

    Distributionally Risk-Receptive and Robust Multistage Stochastic Integer Programs and Interdiction Models

  • Sumin Kang
  • Manish Bansal
    • Categories (Mixed) Integer Nonlinear Programming, Robust Optimization, Stochastic Programming Tags , , , , , ,

    In this paper, we study distributionally risk-receptive and distributionally robust (or risk-averse) multistage stochastic mixed-integer programs (denoted by DRR- and DRO-MSIPs). We present cutting plane-based and reformulation-based approaches for solving DRR- and DRO-MSIPs without and with decision-dependent uncertainty to optimality. We show that these approaches are finitely convergent with probability one. Furthermore, we introduce generalizations … Read more

    Using dual relaxations in multiobjective mixed-integer quadratic programming

  • Marianna De Santis
  • Gabriele Eichfelder
  • Daniele Patria
  • Leo Warnow
    • Categories (Mixed) Integer Nonlinear Programming, Multi-Criteria Optimization Tags , , ,

    We present a branch-and-bound method for multiobjective mixed-integer convex quadratic programs that computes a superset of efficient integer assignments and a coverage of the nondominated set. The method relies on outer approximations of the upper image set of continuous relaxations. These outer approximations are obtained addressing the dual formulations of specific subproblems where the values … Read more

    Mixed-Integer Programming for a Class of Robust Submodular Maximization Problems

  • Hsin-Yi Huang
  • Hao-Hsiang Wu
  • Simge Küçükyavuz
    • Categories (Mixed) Integer Linear Programming, Robust Optimization, Stochastic Programming

    We consider robust submodular maximization problems (RSMs), where given a set of \(m\) monotone submodular objective functions, the robustness is with respect to the worst-case (scaled) objective function. The model we consider generalizes two variants of robust submodular maximization problems in the literature, depending on the choice of the scaling vector. On one hand, by using … Read more

    Compressed Sensing: A Discrete Optimization Approach

  • Dimitris Bertsimas
  • Nicholas A. G. Johnson
    • Categories (Mixed) Integer Nonlinear Programming, Second-Order Cone Programming, Statistics Tags , , , ,

    We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. CS is a central problem in Statistics, Operations Research and Machine Learning which arises in applications such as signal processing, data compression, image reconstruction, and multi-label … Read more

    Outlier detection in regression: conic quadratic formulations

  • Andrés Gómez
  • José Neto
    • Categories (Mixed) Integer Nonlinear Programming, Statistics Tags , , ,

    In many applications, when building linear regression models, it is important to account for the presence of outliers, i.e., corrupted input data points. Such problems can be formulated as mixed-integer optimization problems involving cubic terms, each given by the product of a binary variable and a quadratic term of the continuous variables. Existing approaches in … Read more