We consider the clique problem with multiple-choice constraints (CPMC) and characterize a case where it is possible to give an efficient description of the convex hull of its feasible solutions. This new special case, which we call staircase compatibility, generalizes common properties in several applications and allows for a linear description of the integer feasible … Read more
We study network models where flows cannot be split or merged when passing through certain nodes, i.e., for such nodes, each incoming arc flow must be matched to an outgoing arc flow of identical value. This requirement, which we call “no-split no-merge” (NSNM), appears in railroad applications where train compositions can only be modified at … Read more
Mixed-integer second-order cone optimization (MISOCO) has become very popular in the last decade. Various aspects of solving these problems in Branch and Conic Cut (BCC) algorithms have been studied in the literature. This study aims to fill a gap and provide a novel way to find feasible solutions early in the BCC algorithm. Such solutions … Read more
Extreme events such as disasters cause partial or total disruption of basic services such as water, energy, communication and transportation. In particular, roads can be damaged or blocked by debris, thereby obstructing access to certain affected areas. Thus, restoration of the damaged roads is necessary to evacuate victims and distribute emergency commodities to relief centers … Read more
Given a graph G and an interdiction budget k, the Maximum Clique Interdiction Problem asks to find a subset of at most k vertices to remove from G so that the size of the maximum clique in the remaining graph is minimized. This problem has applications in many areas, such as crime detection, prevention of … Read more
A general enhancement of the Benders’ decomposition algorithm can be achieved through the improved use of large neighbourhood search heuristics within mixed-integer programming solvers. While mixed-integer programming solvers are endowed with an array of large neighbourhood search heuristics, their use is typically limited to finding solutions to the Benders’ decomposition master problem, which may be … Read more
We investigate the complexity of deep neural networks (DNN) that represent piecewise linear (PWL) functions. In particular, we study the number of linear regions, i.e. pieces, that a PWL function represented by a DNN can attain, both theoretically and empirically. We present (i) tighter upper and lower bounds for the maximum number of linear regions … Read more
We present a new tool for generating cutting planes for NP-hard combinatorial optimisation problems. It is based on the concept of gadgets — small subproblems that are “glued” together to form hard problems — which we borrow from the literature on computational complexity. Using gadgets, we are able to derive huge (exponentially large) new families … Read more
In this paper, we present two new methods for solving convex mixed-integer nonlinear programming problems based on the outer approximation method. The first method is inspired by the level method and uses a regularization technique to reduce the step size when choosing new integer combinations. The second method combines ideas from both the level method … Read more
We analyze different ways of constructing binary extended formulations of polyhedral mixed-integer sets with bounded integer variables and compare their relative strength with respect to split cuts. We show that among all binary extended formulations where each bounded integer variable is represented by a distinct collection of binary variables, what we call “unimodular” extended formulations … Read more