We consider the problem of computing the optimal solution and objective of a linear program under linearly changing linear constraints. The problem studied is given by $\min c^t x \text{ s.t } Ax + \lambda Dx \leq b$ where $\lambda$ belongs to a set of predefined values $\Lambda$. Based on the information given by a … Read more
The restarted primal-dual hybrid gradient method (rPDHG) is a first-order method that has recently received significant attention for its computational effectiveness in solving linear program (LP) problems. Despite its impressive practical performance, the theoretical iteration bounds for rPDHG can be exponentially poor. To shrink this gap between theory and practice, we show that rPDHG achieves … Read more
The traveling salesman problem is a widely studied classical combinatorial problem for which there are several integer linear formulations. In this work, we consider the Miller-Tucker-Zemlin (MTZ), Desrochers-Laporte (DL) and Single Commodity Flow (SCF) formulations. We argue that the choice of some parameters of these formulations is arbitrary and, therefore, there are families of formulations … Read more
The primal-dual interior point method (IPM) is widely regarded as the most efficient IPM variant for linear optimization. In this paper, we demonstrate that the improved stability of the pure primal IPM can allow speedups relative to a primal-dual solver, particularly as the IPM approaches convergence. The stability of the primal scaling matrix makes it … Read more
Understanding the variation of the optimal value with respect to change in the data is an old problem of mathematical optimisation. This paper focuses on the linear problem f(λ) = min ctx such that (A+λD)x ≤ b, where λ is an unknown parameter that varies within an interval and D is a matrix modifying the … Read more
The restarted primal-dual hybrid gradient method (rPDHG) has recently emerged as an important tool for solving large-scale linear programs (LPs). For LPs with unique optima, we present an iteration bound of \(\widetilde{O}\left(\kappa\Phi\cdot\ln\left(\frac{\|w^*\|}{\varepsilon}\right)\right)\), where \(\varepsilon\) is the target tolerance, \(\kappa\) is the standard matrix condition number, \(\|w^*\|\) is the norm of the optimal solution, and \(\Phi\) … Read more
Given a family of linear constraints and a linear objective function one can consider whether to apply a Linear Programming (LP) algorithm or use a Linear Superiorization (LinSup) algorithm on this data. In the LP methodology one aims at finding a point that fulfills the constraints and has the minimal value of the objective function … Read more
We consider solving huge-scale instances of (convex) conic linear optimization problems, at the scale where matrix-factorization-free methods are attractive or necessary. The restarted primal-dual hybrid gradient method (rPDHG) — with heuristic enhancements and GPU implementation — has been very successful in solving huge-scale linear programming (LP) problems; however its application to more general conic convex … Read more
In this work, we study the metric Steiner Tree problem on graphs focusing on computing lower bounds for the integrality gap of the bi-directed cut (BCR) formulation and introducing a novel formulation, the Complete Metric (CM) model, specifically designed to address the weakness of the BCR formulation on metric instances. A key contribution of our … Read more
The concept of counterfactual explanations (CE) has emerged as one of the important concepts to understand the inner workings of complex AI systems. In this paper, we translate the idea of CEs to linear optimization and propose, motivate, and analyze three different types of CEs: strong, weak, and relative. While deriving strong and weak CEs … Read more