We describe a method to generate cutting planes for quadratically constrained optimization problems. The method uses information from the simplex tableau of a linear relaxation of the problem in combination with McCormick estimators. The method is guaranteed to cut off a basic feasible solution of the linear relaxation that violates the quadratic constraints in the … Read more
In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity across diverse applications, including cancer treatment, algorithmic configuration, and chemical process optimization. In this domain, the combination of ML and OR often relies on representing the ML model output using Mixed Integer Programming (MIP) formulations. Numerous studies … Read more
This paper investigates linear programming based branch-and-bound using general disjunctions, also known as stabbing planes, for solving integer programs. We derive the first sub-exponential lower bound (in the encoding length \(L\) of the integer program) for the size of a general branch-and-bound tree for a particular class of (compact) integer programs, namely \(2^{\Omega(L^{1/12 -\epsilon})}\) for … Read more
CitationOjha, R., Chen, W., Zhang, H., Khir, R., Erera, A. & Van Hentenryck, P. (2023). Optimization-based Learning for Dynamic Load Planning in Trucking Service Networks.ArticleDownload View PDF
Recently, mixed-integer programming (MIP) techniques have been applied to learn optimal decision trees. Empirical research has shown that optimal trees typically have better out-of-sample performance than heuristic approaches such as CART. However, the underlying MIP formulations often suffer from weak linear programming (LP) relaxations. Many existing MIP approaches employ big-M constraints to ensure observations are … Read more
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
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
This mini survey covers optimization, heuristic, and sampling methods for political districting. CitationAccepted for publication in the Encyclopedia of Optimization (Springer, 3rd edition) edited by Panos M. Pardalos and Oleg A. Prokopyev. ArticleDownload View PDF
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
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 choose hyperparameters that control the sparsity level and amount of regularization, practitioners commonly use k-fold cross-validation. However, cross-validation substantially increases the computational cost … Read more