A new interior-point approach for large two-stage stochastic problems

Two-stage stochastic models give rise to very large optimization problems. Several approaches have been devised for efficiently solving them, including interior-point methods (IPMs). However, using IPMs, the linking columns associated to first-stage decisions cause excessive fill-in for the solution of the normal equations. This downside is usually alleviated if variable splitting is applied to first-stage … Read more

Polyhedral Approximation Strategies in Nonconvex Mixed-Integer Nonlinear Programming

Different versions of polyhedral outer approximation is used by many algorithms for mixed-integer nonlinear programming (MINLP). While it has been demonstrated that such methods work well for convex MINLP, extending them to solve also nonconvex problems has been challenging. One solver based on outer linearization of the nonlinear feasible set of MINLP problems is the … Read more

Improving solve times of stable matching problems through preprocessing

We present new theory, heuristics and algorithms for preprocessing instances of the Stable Marriage with Ties and Incomplete lists (SMTI), the Hospitals/Residents with Ties (HRT), and the Worker-Firms with Ties (WFT) problems. We show that instances of these problems can be preprocessed by removing from the preference lists of some agents entries that correspond to … Read more

A Strictly Contractive Peaceman-Rachford Splitting Method for the Doubly Nonnegative Relaxation of the Minimum Cut Problem

The minimum cut problem, MC, and the special case of the vertex separator problem, consists in partitioning the set of nodes of a graph G into k subsets of given sizes in order to minimize the number of edges cut after removing the k-th set. Previous work on this topic uses eigenvalue, semidefinite programming, SDP, … Read more

Two-row and two-column mixed-integer presolve using hash-based pairing methods

In state-of-the-art mixed-integer programming solvers, a large array of reduction techniques are applied to simplify the problem and strengthen the model formulation before starting the actual branch-and-cut phase. Despite their mathematical simplicity, these methods can have significant impact on the solvability of a given problem. However, a crucial property for employing presolving techniques successfully is … Read more

MIPLIB 2017: Data-Driven Compilation of the 6th Mixed-Integer Programming Library

We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of 5,721 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, these sets were compiled using … Read more

A Comparison of Nonsmooth, Nonconvex, Constrained Optimization Solvers for the Design of Time-Delay Compensators

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as constrained optimization problems often involves objective and constraint functions that are both nonconvex and nonsmooth, both of which present significant challenges … Read more

Largest Small n-Polygons: Numerical Results and Conjectured Optima

LSP(n), the largest small polygon with n vertices, is defined as the polygon of unit diameter that has maximal area A(n). Finding the configuration LSP(n) and the corresponding A(n) for even values n >= 6 is a long-standing challenge that leads to an interesting class of nonlinear optimization problems. We present numerical solution estimates for … Read more

Outer Approximation With Conic Certificates For Mixed-Integer Convex Problems

A mixed-integer convex (MI-convex) optimization problem is one that becomes convex when all integrality constraints are relaxed. We present a branch-and-bound LP outer approximation algorithm for an MI-convex problem transformed to MI-conic form. The polyhedral relaxations are refined with K* cuts} derived from conic certificates for continuous primal-dual conic subproblems. Under the assumption that all … Read more

A Review and Comparison of Solvers for Convex MINLP

In this paper, we present a review of deterministic software for solving convex MINLP problems as well as a comprehensive comparison of a large selection of commonly available solvers. As a test set, we have used all MINLP instances classified as convex in the problem library MINLPLib, resulting in a test set of 366 convex … Read more