Symmetry handling is a key technique for reducing the running time of branch-and-bound methods for solving mixed-integer linear programs. In this paper, we generalize the notion of (permutation) symmetries to mixed-integer semidefinite programs (MISDPs). We first discuss how symmetries of MISDPs can be automatically detected by finding automorphisms of a suitably colored auxiliary graph. Then … Read more
Symmetry in integer programs (IPs) can be exploited in order to reduce solving times. Usually only symmetries of the original IP are handled, but new symmetries may arise at some nodes of the branch-and-bound tree. While symmetry-handling inequalities (SHIs) can easily be used to handle original symmetries, handling sub-symmetries arising later on is more intricate. … Read more
We present a new algorithm for addressing nonconvex Mixed-Integer Nonlinear Programs (MINLPs) where the cost function is of nonlinear least squares form. We exploit this structure by leveraging a Gauss-Newton quadratic approximation of the original MINLP, leading to the formulation of a Mixed-Integer Quadratic Program (MIQP), which can be solved efficiently. The integer solution of the … Read more
The optimal design of large-scale energy systems can be found by posing the problem as an integrated multi-period planning and scheduling mathematical programming problem. Due to the complexity of the accompanying mathematical programming problem decomposition techniques are often required but they to are plagued with converge issues. To address these issues we have derived a … Read more
Decision trees are a widely used tool for interpretable machine learning. Multivariate decision trees employ hyperplanes at the branch nodes to route datapoints throughout the tree and yield more compact models than univariate trees. Recently, mixed-integer programming (MIP) has been applied to formulate the optimal decision tree problem. To strengthen MIP formulations, it is crucial … Read more
DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints and possibly additional monotonicity constraints. We propose valid linear inequalities for the epigraph of any DR-submodular function under the constraints. We further provide … Read more
We investigate some optimization models for meal delivery that stem from a collaboration with an Italian company mainly operating in Rome. The focus of this company is on top-end customers, and the company pursues high Quality of Service through a careful management of delays. We then design optimization models and algorithms for dispatching orders to … Read more
In this paper we study the Consistent Traveling Salesman Problem with positional consistency constraints (CTSP), where we seek to generate a set of routes with minimum cost, in which all the clients that are visited in several routes require total positional consistency, that is, they need to appear in the same relative position in all … Read more
Motivated by recent progress on online linear programming (OLP), we study the online decision making problem (ODMP) as a natural generalization of OLP. In ODMP, there exists a single decision maker who makes a series of decisions spread out over a total of \(T\) time stages. At each time stage, the decision maker makes a … Read more
DP is a complexity class that is the class of all languages that are the intersection of a language in NP and a language in co-NP, as coined by Papadimitriou and Yannakakis. In this paper, we will establish that, recognizing a facet for the knapsack polytope is DP-complete, as conjectured by Hartvigsen and Zemel in … Read more