decision diagrams

A Graphical Global Optimization Framework for Parameter Estimation of Statistical Models with Nonconvex Regularization Functions

  • Danial Davarnia
    • Categories (Mixed) Integer Nonlinear Programming, Branch and Cut Algorithms, Global Optimization Theory Tags , , , ,

    Optimization problems with norm-bounding constraints appear in various applications, from portfolio optimization to machine learning, feature selection, and beyond. A widely used variant of these problems relaxes the norm-bounding constraint through Lagrangian relaxation and moves it to the objective function as a form of penalty or regularization term. A challenging class of these models uses … Read more

    A Decision Diagram Approach for the Parallel Machine Scheduling Problem with Chance Constraints

  • Nicolás Casassus
  • Margarita P Castro
  • Gustavo Angulo
    • Categories Branch and Cut Algorithms, Scheduling, Stochastic Programming Tags , ,

    The Chance-Constrained Parallel Machine Scheduling Problem (CC-PMSP) assigns jobs with uncertain processing times to machines, ensuring that each machine’s availability constraints are met with a certain probability. We present a decomposition approach where the master problem assigns jobs to machines, and the subproblems schedule the jobs on each machine while verifying the solution’s feasibility under … Read more

    Column Elimination: An Iterative Approach to Solving Integer Programs

  • Anthony Karahalios
  • Willem-Jan van Hoeve
    • Categories Branch and Cut Algorithms, Dynamic Programming, Integer Programming Tags , , , , ,

    We present column elimination as a general framework for solving (large-scale) integer programming problems. In this framework, solutions are represented compactly as paths in a directed acyclic graph. Column elimination starts with a relaxed representation, that may contain infeasible paths, and solves a constrained network flow over the graph to find a solution. It then … 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

    An Introduction to Decision Diagrams for Optimization

  • Willem-Jan van Hoeve
    • Categories Combinatorial Optimization, Dynamic Programming, Integer Programming Tags , , , , , ,

    This tutorial provides an introduction to the use of decision diagrams for solving discrete optimization problems. A decision diagram is a graphical representation of the solution space, representing decisions sequentially as paths from a root node to a target node. By merging isomorphic subgraphs (or equivalent subproblems), decision diagrams can compactly represent an exponential solution … Read more

    Column Elimination for Capacitated Vehicle Routing Problems

  • Anthony Karahalios
  • Willem-Jan van Hoeve
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Dynamic Programming Tags , , ,

    We introduce a column elimination procedure for the capacitated vehicle routing problem. Our procedure maintains a decision diagram to represent a relaxation of the set of feasible routes, over which we define a constrained network flow. The optimal solution corresponds to a collection of paths in the decision diagram and yields a dual bound. The … Read more

    Solving Unsplittable Network Flow Problems with Decision Diagrams

  • Hosseinali Salemi
  • Danial Davarnia
    • Categories (Mixed) Integer Linear Programming, Network Optimization, Transportation Tags , , ,

    In unsplittable network flow problems, certain nodes must satisfy a combinatorial requirement that the incoming arc flows cannot be split or merged when routed through outgoing arcs. This so-called “no-split no-merge” requirement arises in unit train scheduling where train consists should remain intact at stations that lack necessary equipment and manpower to attach/detach them. Solving … Read more

    Dual Bounds from Decision Diagram-Based Route Relaxations: An Application to Truck-Drone Routing

  • Z Tang
  • Willem-Jan van Hoeve
    • Categories Integer Programming, Transportation Tags , , , ,

    For vehicle routing problems, strong dual bounds on the optimal value are needed to develop scalable exact algorithms, as well as to evaluate the performance of heuristics. In this work, we propose an iterative algorithm to compute dual bounds motivated by connections between decision diagrams (DDs) and dynamic programming (DP) models used for pricing in … Read more

    Decision Diagrams for Discrete Optimization: A Survey of Recent Advances

  • Margarita P Castro
  • Andre Augusto Cire
  • J. Christopher Beck
    • Categories Combinatorial Optimization, Integer Programming, Network Optimization Tags ,

    In the last decade, decision diagrams (DDs) have been the basis for a large array of novel approaches for modeling and solving optimization problems. Many techniques now use DDs as a key tool to achieve state-of-the-art performance within other optimization paradigms, such as integer programming and constraint programming. This paper provides a survey of the … Read more

    On the Structure of Decision Diagram-Representable Mixed Integer Programs with Application to Unit Commitment

  • Hosseinali Salemi
  • Danial Davarnia
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Energy Tags , , ,

    Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed integer programs (MIPs) such as those appearing in energy applications has been lacking. More broadly, the question on which … Read more