Optimization Software and Modeling Systems

PyEPO: A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming

  • Bo Tang
  • Elias B. Khalil
    • Categories Optimization Software and Modeling Systems Tags , ,

    In deterministic optimization, it is typically assumed that all parameters of the problem are fixed and known. In practice, however, some parameters may be a priori unknown but can be estimated from historical data. A typical predict-then-optimize approach separates predictions and optimization into two stages. Recently, end-to-end predict-then-optimize has become an attractive alternative. In this … Read more

    BilevelJuMP.jl: Modeling and Solving Bilevel Optimization in Julia

  • Joaquim Dias Garcia
  • Guilherme Bodin
  • Alexandre Street
    • Categories Complementarity and Variational Inequalities, Modeling Languages and Systems, Optimization Software and Modeling Systems Tags , , , ,

    In this paper we present BilevelJuMP, a new Julia package to support bilevel optimization within the JuMP framework. The package is a Julia library that enables the user to describe both upper and lower-level optimization problems using the JuMP algebraic syntax. Due to the generality and flexibility our library inherits from JuMP’s syntax, our package … Read more

    Automatic Reformulations for Convex Mixed-Integer Nonlinear Optimization: Perspective and Separability

  • Meenarli Sharma
  • Ashutosh Mahajan
    • Categories (Mixed) Integer Nonlinear Programming, Optimization Software and Modeling Systems Tags , , , ,

    Tight reformulations of combinatorial optimization problems like Convex Mixed-Integer Nonlinear Programs (MINLPs) enable one to solve these problems faster by obtaining tight bounds on the optimal value. We consider two techniques for reformulation: perspective reformulation and separability detection. We develop routines for the automatic detection of problem structures suitable for these reformulations and implement new … Read more

    Distributed Projections onto a Simplex

  • Yongzheng Dai
  • Chen Chen
    • Categories Linear, Cone and Semidefinite Programming, Parallel Algorithms Tags , , ,

    Projecting a vector onto a simplex is a well-studied problem that arises in a wide range of optimization problems. Numerous algorithms have been proposed for determining the projection; however, all but one of these algorithms are serial. We address this gap by developing a method that preprocesses the input vector by decomposing and distributing it … Read more

    Parallel Dual Dynamic Integer Programming for Large-Scale Hydrothermal Unit-Commitment

  • Bruno Colonetti
  • Erlon Finardi
  • Victor M. Zavala
  • Samuel Brito
    • Categories Dynamic Programming, Parallel Algorithms, Scheduling Tags , , ,

    Unit commitment has been at the center of power system operation for well over 50 years. Yet, this problem cannot be considered solved due to its size and complexity. Today, operators rely on off-the-shelf optimization solvers to tackle this challenging problem, and often resort to simplifications to make the problem more tractable and solvable in … Read more

    Metaheuristic, Models and Software for the Heterogeneous Fleet Pickup and Delivery Problem with Split Loads

  • Diogenes Gasque
  • Pedro Munari
    • Categories Meta Heuristics, Optimization Software and Modeling Systems, Transportation Tags , , , ,

    This paper addresses a rich variant of the vehicle routing problem (VRP) that involves pickup and delivery activities, customer time windows, heterogeneous fleet, multiple products and the possibility of splitting a customer demand among several routes. This variant generalizes traditional VRP variants by incorporating features that are commonly found in practice. We present two mixed-integer … Read more

    Using an Analytical Computational-Geometry Library to Model Nonoverlap and Boundary-Distance Constraints and their Application to Packing Poly-Bézier Shapes

  • Paul Morton
    • Categories Applications - Science and Engineering, Bound-constrained Optimization, Optimization Software and Modeling Systems Tags , , , , , , , , , , ,

    In this paper we will show how to model nonoverlap as well as uniform and nonuniform boundary-distance constraints between poly-Bézier shapes using an analytical computational-geometry library. We then use this capability to develop, implement and analyze analytical-optimization solutions to minimum-area rectangular-boundary packing-problems as well as minimum-area one- and two-dimensional puzzle-piece packing-problems. In the process, we … Read more

    The SCIP Optimization Suite 8.0

  • Ksenia Bestuzheva
  • Mathieu Besançon
  • Wei-Kun Chen
  • Antonia Chmiela
  • Tim Donkiewicz
  • Jasper van Doornmalen
  • Leon Eifler
  • Oliver Gaul
  • Gerald Gamrath
  • Ambros Gleixner
  • Leona Gottwald
  • Christoph Graczyk
  • Katrin Halbig
  • Alexander Hoen
  • Christopher Hojny
  • Rolf van der Hulst
  • Thorsten Koch
  • Marco E. Lübbecke
  • Stephen J. Maher
  • Frederic Matter
  • Erik Mühmer
  • Benjamin Müller
  • Marc E. Pfetsch
  • Daniel Rehfeldt
  • Steffan Schlein
  • Franziska Schlösser
  • Felipe Serrano
  • Yuji Shinano
  • Boro Sofranac
  • Mark Turner
  • Stefan Vigerske
  • Fabian Wegscheider
  • Philipp Wellner
  • Dieter Weninger
  • Jakob Witzig
    • Categories Branch and Cut Algorithms, Integer Programming, Optimization Software and Modeling Systems Tags , , , , , , , , ,

    The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type … Read more

    OPM, a collection of Optimization Problems in Matlab

  • Serge Gratton
  • Philippe L. Toint
    • Categories Bound-constrained Optimization, Optimization Software Benchmark, Unconstrained Optimization Tags , , ,

    OPM is a small collection of CUTEst unconstrained and bound-constrained nonlinear optimization problems, which can be used in Matlab for testing optimization algorithms directly (i.e. without installing additional software). Article Download View OPM, a collection of Optimization Problems in Matlab

    Scalable Parallel Nonlinear Optimization with PyNumero and Parapint

  • Jose Rodriguez
  • Robert Parker
  • Carl D. Laird
  • Bethany Nicholson
  • John D. Siirola
  • Michael Lee Bynum
    • Categories Nonlinear Optimization, Parallel Algorithms Tags ,

    We describe PyNumero, an open-source, object-oriented programming framework in Python that supports rapid development of performant parallel algorithms for structured nonlinear programming problems (NLP’s) using the Message Passing Interface (MPI). PyNumero provides three fundamental building blocks for developing NLP algorithms: a fast interface for calculating first and second derivatives with the AMPL Solver Library (ASL), … Read more