cutting-plane algorithm

Copositive programming for mixed-binary quadratic optimization via Ising solvers

  • David E. Bernal
    • Categories (Mixed) Integer Nonlinear Programming, Cone Programming, Cutting Plane Approaches Tags , , , , ,

    Recent years have seen significant advances in quantum/quantum-inspired technologies capable of approximately searching for the ground state of Ising spin Hamiltonians. The promise of leveraging such technologies to accelerate the solution of difficult optimization problems has spurred an increased interest in exploring methods to integrate Ising problems as part of their solution process, with existing … Read more

    Cutting-plane algorithm for sparse estimation of the Cox proportional-hazards model

  • Hiroki Saishu
  • Kota Kudo
  • Yuichi Takano
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Statistics Tags , , , , ,

    Survival analysis is a family of statistical methods for analyzing event occurrence times. In this paper, we address the mixed-integer optimization approach to sparse estimation of the Cox proportional-hazards model for survival analysis. Specifically, we propose a high-performance cutting-plane algorithm based on reformulation of bilevel optimization for sparse estimation. This algorithm solves the upper-level problem … Read more