Binary Integer Program Reformulation: A Set System Approximation Approach

This paper presents a generic reformulation framework for binary integer programs (BIPs) without imposing additional specifications for the objective function or constraints. To facilitate such generality, we introduce a set system approximation theory designed to identify the tightest inner and outer approximations for any binary solution space using special types of set systems. This development … Read more

On Coupling Constraints in Linear Bilevel Optimization

It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and without coupling constraints w.r.t. their complexity-theoretical hardness. In this note, we prove that, although there is a clear difference between these … Read more

Solution methods for partial inverse combinatorial optimization problems in which weights can only be increased

Partial inverse combinatorial optimization problems are bilevel optimization problems in which the leader aims to incentivize the follower to include a given set of elements in the solution of their combinatorial problem. If the set of required elements defines a complete follower solution, the inverse combinatorial problem is solvable in polynomial time as soon as … Read more

On the power of linear programming for K-means clustering

In a previous work, we introduced a new linear programming (LP) relaxation for K-means clustering. In this paper, we further investigate the theoretical properties of this relaxation. We focus on K-means clustering with two clusters, which is an NP-hard problem. As evident from our numerical experiments with both synthetic and real-world data sets, the proposed … Read more

Branch and Price for the Length-Constrained Cycle Partition Problem

The length-constrained cycle partition problem (LCCP) is a graph optimization problem in which a set of nodes must be partitioned into a minimum number of cycles. Every node is associated with a critical time and the length of every cycle must not exceed the critical time of any node in the cycle. We formulate LCCP … Read more

Robust support vector machines via conic optimization

We consider the problem of learning support vector machines robust to uncertainty. It has been established in the literature that typical loss functions, including the hinge loss, are sensible to data perturbations and outliers, thus performing poorly in the setting considered. In contrast, using the 0-1 loss or a suitable non-convex approximation results in robust … Read more

Optimization Over Trained Neural Networks: Taking a Relaxing Walk

Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However, solving these formulations soon becomes difficult as the network size grows due to the weak linear relaxation and dense constraint matrix. We have seen … Read more

Tactical workforce sizing and scheduling decisions for last-mile delivery

We tackle the problems of workforce sizing and shift scheduling of a logistic operator delivering parcels in the last-mile segment of the supply chain. Our working hypothesis is that the relevant decisions are affected by two main trade-offs: workforce size and shift stability. A large workforce is able to deal with demand fluctuations but incurs … Read more

Mixed-Integer Linear Optimization for Semi-Supervised Optimal Classification Trees

Decision trees are one of the most famous methods for solving classification problems, mainly because of their good interpretability properties. Moreover, due to advances in recent years in mixed-integer optimization, several models have been proposed to formulate the problem of computing optimal classification trees. The goal is, given a set of labeled points, to split … Read more

Integrating Public Transport in Sustainable Last-Mile Delivery: Column Generation Approaches

We tackle the problem of coordinating a three-echelon last-mile delivery system. In the first echelon, trucks transport parcels from distribution centres outside the city to public transport stops. In the second echelon, the parcels move on public transport and reach the city centre. In the third echelon, zero-emission vehicles pick up the parcels at public … Read more