Sub-Exponential Lower Bounds for Branch-and-Bound with General Disjunctions via Interpolation

  • Max Gläser
  • Marc E. Pfetsch
    • Categories Integer Programming

    \(\) This paper investigates linear programming based branch-and-bound using general disjunctions, also known as stabbing planes, for solving integer programs. We derive the first sub-exponential lower bound (in the encoding length \(L\) of the integer program) for the size of a general branch-and-bound tree for a particular class of (compact) integer programs, namely \(2^{\Omega(L^{1/12 -\epsilon})}\) … Read more

    Inverse Optimization for Routing Problems

  • Pedro Zattoni Scroccaro
  • Peyman Mohajerin Esfahani
  • Bilge Atasoy
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Transportation

    We propose a method for learning decision-makers’ behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer of an unknown cost function. This cost function is to be learned through historical data, and in the context … Read more

    Robust Workforce Management with Crowdsourced Delivery

  • Chun Cheng
  • Melvyn Sim
  • Yue Zhao
    • Categories Robust Optimization, Transportation Tags , , ,

    We investigate how crowdsourced delivery platforms with both contracted and ad-hoc couriers can effectively manage their workforce to meet delivery demands amidst uncertainties. Our objective is to minimize the hiring costs of contracted couriers and the crowdsourcing costs of ad-hoc couriers while considering the uncertain availability and behavior of the latter. Due to the complication … Read more

    A Polynomial Algorithm for the Lossless Battery Charging Problem

  • James Ostrowski
    • Categories Applications - Science and Engineering, Energy, Network Optimization Tags , ,

    This study presents a polynomial time algorithm to solve the lossless battery charging problem. In this problem the optimal charging and discharging schedules are chosen to maximize total profit. Traditional solution approaches have relied on either approximations or exponential algorithms. By studying the optimality conditions of this problem, we are able to reduce it to … Read more

    Sharpness and well-conditioning of nonsmooth convex formulations in statistical signal recovery

  • Lijun Ding
  • Alex L. Wang
    • Categories Nonsmooth Optimization, Optimization in Data Science, Statistics Tags , , , , ,

    \(\) We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems where convex optimization problems are built from sampled observations. We begin by introducing a set of condition numbers related to sharpness in \(\ell_p\) or Schatten-p norms (\(p\in[1,2]\)) based on nonsmooth reformulations of a class of convex optimization problems, including sparse recovery, … Read more

    Provably Faster Gradient Descent via Long Steps

  • Benjamin Grimmer
    • Categories Convex Optimization, Semi-definite Programming Tags , , , , , ,

    This work establishes provably faster convergence rates for gradient descent in smooth convex optimization via a computer-assisted analysis technique. Our theory allows nonconstant stepsize policies with frequent long steps potentially violating descent by analyzing the overall effect of many iterations at once rather than the typical one-iteration inductions used in most first-order method analyses. We … Read more

    Optimization-based Learning for Dynamic Load Planning in Trucking Service Networks

  • Ritesh Ojha
  • Reem Khir
  • Alan L. Erera
    • Categories (Mixed) Integer Linear Programming, Production and Logistics, Transportation Tags , ,

    Citation Ojha, R., Chen, W., Zhang, H., Khir, R., Erera, A. & Van Hentenryck, P. (2023). Optimization-based Learning for Dynamic Load Planning in Trucking Service Networks. Article Download View Optimization-based Learning for Dynamic Load Planning in Trucking Service Networks

    Variational Theory and Algorithms for a Class of Asymptotically Approachable Nonconvex Problems

  • Hanyang Li
  • Ying Cui
    • Categories Nonlinear Optimization, Nonsmooth Optimization Tags , , ,

    We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of this class is that the inner function can be merely lower semicontinuous instead of continuously differentiable. It covers a range of … Read more

    Diagonal Partitioning Strategy Using Bisection of Rectangles and a Novel Sampling Scheme

  • Lakhdar Chiter
    • Categories Global Optimization Applications, Other Topics Tags

    In this paper we consider a global optimization problem, where the objective function is supposed to be Lipschitz-continuous with an unknown Lipschitz constant. Based on the recently introduced BIRECT (BIsection of RECTangles) algorithm, a new diagonal partitioning and sampling scheme is introduced. 0ur framework, called BIRECT-V (where V stands for vertices), combines bisection with sampling … Read more

    A novel UCB-based batch strategy for Bayesian optimization

  • Carmen-Ana Domínguez-Bravo
    • Categories Global Optimization, Multi-Criteria Optimization Tags , , ,

    The optimization of expensive black-box functions appears in many situations. Bayesian optimization methods have been successfully applied to solve these prob- lems using well-known single-point acquisition functions. Nowadays, the develop- ments in technology allow us to perform evaluations of some of these expensive function in parallel. Therefore, there is a need for batch infill criteria … Read more