cutting planes

Solving Multi-Follower Mixed-Integer Bilevel Problems with Binary Linking Variables

  • Vladimir Stadnichuk
  • Arie M.C.A. Koster
    • Categories (Mixed) Integer Linear Programming, Cutting Plane Approaches, Network Optimization Tags , , , ,

    We study multi-follower bilevel optimization problems with binary linking variables where the second level consists of many independent integer-constrained subproblems. This problem class not only generalizes many classical interdiction problems but also arises naturally in many network design problems where the second-level subproblems involve complex routing decisions of the actors involved. We propose a novel … Read more

    Cut-based Conflict Analysis in Mixed Integer Programming

  • Gioni Mexi
  • Felipe Serrano
  • Ambros Gleixner
  • Timo Berthold
    • Categories (Mixed) Integer Linear Programming, 0-1 Programming, Integer Programming Tags , , , , ,

    For almost two decades, mixed integer programming (MIP) solvers have used graph- based conflict analysis to learn from local infeasibilities during branch-and-bound search. In this paper, we improve MIP conflict analysis by instead using reasoning based on cuts, inspired by the development of conflict-driven solvers for pseudo- Boolean optimization. Phrased in MIP terminology, this type … Read more

    A graphical framework for global optimization of mixed-integer nonlinear programs

  • Danial Davarnia
    • Categories (Mixed) Integer Nonlinear Programming, Global Optimization Applications, Global Optimization Theory Tags , , , , ,

    While mixed-integer linear programming and convex programming solvers have advanced significantly over the past several decades, solution technologies for general mixed-integer nonlinear programs (MINLPs) have yet to reach the same level of maturity. Various problem structures across different application domains remain challenging to model and solve using modern global solvers, primarily due to the lack … Read more

    A Decomposition Algorithm for Distributionally Robust Chance-Constrained Programs with Polyhedral Ambiguity Set

  • Hamed Rahimian
    • Categories Stochastic Programming Tags , , ,

    In this paper, we study a distributionally robust optimization approach to chance-constrained stochastic programs to hedge against uncertainty in the distributions of the random parameters. We consider a general polyhedral ambiguity set under finite support and study Wasserstein ambiguity set, total variation distance ambiguity set, and moment-based ambiguity set as examples for our computations. We … Read more

    A computational study of cutting-plane methods for multi-stage stochastic integer programs

  • Akul Bansal
  • Simge Küçükyavuz
    • Categories Stochastic Programming Tags , ,

    We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders’, (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer L-shaped cuts correspond to one of the optimal solutions of the Lagrangian dual problem, and, therefore, belong to the class of Lagrangian … Read more

    Relaxation strength for multilinear optimization: McCormick strikes back

  • Matthias Walter
    • Categories (Mixed) Integer Linear Programming, Nonlinear Optimization, Polyhedra Tags , , , , ,

    We consider linear relaxations for multilinear optimization problems. In a recent paper, Khajavirad proved that the extended flower relaxation is at least as strong as the relaxation of any recursive McCormick linearization (Operations Research Letters 51 (2023) 146-152). In this paper we extend the result to more general linearizations, and present a simpler proof. Moreover, … Read more

    A proof system for certifying symmetry and optimality reasoning in integer programming

  • Jasper van Doornmalen
  • Leon Eifler
  • Ambros Gleixner
  • Christopher Hojny
    • Categories (Mixed) Integer Linear Programming Tags , , , ,

    We present a proof system for establishing the correctness of results produced by optimization algorithms, with a focus on mixed-integer programming (MIP). Our system generalizes the seminal work of Bogaerts, Gocht, McCreesh, and Nordström (2022) for binary programs to handle any additional difficulties arising from unbounded and continuous variables, and covers a broad range of … Read more

    Cutting planes from the simplex tableau for quadratically constrained optimization problems

  • Mustafa Vora
  • Ashutosh Mahajan
    • Categories Cutting Plane Approaches, Global Optimization Tags , ,

    We describe a method to generate cutting planes for quadratically constrained optimization problems. The method uses information from the simplex tableau of a linear relaxation of the problem in combination with McCormick estimators. The method is guaranteed to cut off a basic feasible solution of the linear relaxation that violates the quadratic constraints in the … Read more

    Safe and Verified Gomory Mixed Integer Cuts in a Rational MIP Framework

  • Leon Eifler
  • Ambros Gleixner
    • Categories (Mixed) Integer Linear Programming Tags , , ,

    This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible is to employ large-scale symbolic computations. Instead it is often possible to use safe directed rounding methods, e.g., to generate provably … Read more

    On Supervalid Inequalities for Binary Interdiction Games

  • Ningji Wei
  • Jose L. Walteros
    • Categories Combinatorial Optimization, Cutting Plane Approaches, Integer Programming Tags , , ,

    Supervalid inequalities are a specific type of constraints often used within the branch-and-cut framework to strengthen the linear relaxation of mixed-integer programs. These inequalities share the particular characteristic of potentially removing feasible integer solutions as long as they are already dominated by an incumbent solution. This paper focuses on supervalid inequalities for solving binary interdiction … Read more