A Framework for Adaptive Open-pit Mining Planning under Geological Uncertainty

Mine planning optimization aims at maximizing the profit obtained from extracting valuable ore. Beyond its theoretical complexity (the open-pit mining problem with capacity constraints reduces to a knapsack problem with precedence constraints, which is NP-hard), practical instances of the problem usually involve a large to very large number of decision variables, typically of the order … Read more

2×2-convexifications for convex quadratic optimization with indicator variables

In this paper, we study the convex quadratic optimization problem with indicator variables. For the bivariate case, we describe the convex hull of the epigraph in the original space of variables, and also give a conic quadratic extended formulation. Then, using the convex hull description for the bivariate case as a building block, we derive … Read more

Convex Hull Representations for Bounded Products of Variables

It is well known that the convex hull of {(x,y,xy)}, where (x,y) is constrained to lie in a box, is given by the Reformulation-Linearization Technique (RLT) constraints. Belotti et al. (2010) and Miller et al. (2011) showed that if there are additional upper and/or lower bounds on the product z=xy, then the convex hull can … Read more

On the exact separation of cover inequalities of maximum depth

We investigate the problem of exactly separating cover inequalities of maximum depth and we develop a pseudo-polynomial-time algorithm for this purpose. Compared to the standard method based on the maximum violation, computational experiments carried out on knapsack and multi-dimensional knapsack instances show that, with a cutting-plane method based on the maximum-depth criterion, we can optimize … Read more

Provable Overlapping Community Detection in Weighted Graphs

Community detection is a widely-studied unsupervised learning problem in which the task is to group similar entities together based on observed pairwise entity interactions. This problem has applications in diverse domains such is social network analysis and computational biology. There is a significant amount of literature studying this problem under the assumption that the communities … Read more

A primal-dual interior-point relaxation method with adaptively updating barrier for nonlinear programs

Based on solving an equivalent parametric equality constrained mini-max problem of the classic logarithmic-barrier subproblem, we present a novel primal-dual interior-point relaxation method for nonlinear programs. In the proposed method, the barrier parameter is updated in every step as done in interior-point methods for linear programs, which is prominently different from the existing interior-point methods … Read more

A mixed-integer programming formulation of the double row layout problem based on a linear extension of a partial order

The Double Row Layout Problem (DRLP) occurs in automated manufacturing environments, where machines arranged in a double-row layout, i.e. the machines are located on either side of a straight line corridor. The DRLP is how to minimize the total cost of transporting materials between machines. The problem is NP-Hard. In this paper, we give a … Read more

Solving the distance-based critical node problem

In critical node problems, the task is identify a small subset of so-called critical nodes whose deletion maximally degrades a network’s “connectivity” (however that is measured). Problems of this type have been widely studied, e.g., for limiting the spread of infectious diseases. However, existing approaches for solving them have typically been limited to networks having … Read more

Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimization

We consider the least squares regression problem, penalized with a combination of the L0 and L2 norms (a.k.a. L0 L2 regularization). Recent work presents strong evidence that the resulting L0-based estimators can outperform popular sparse learning methods, under many important high-dimensional settings. However, exact computation of L0-based estimators remains a major challenge. Indeed, state-of-the-art mixed … Read more

On the exact solution of prize-collecting Steiner tree problems

The prize-collecting Steiner tree problem (PCSTP) is a well-known generalization of the classic Steiner tree problem in graphs, with a large number of practical applications. It attracted particular interest during the 11th DIMACS Challenge in 2014, and since then, several PCSTP solvers have been introduced in the literature. Although these new solvers further, and often … Read more