Mixed-Integer Linear Optimization

A Multi-Reference Relaxation Enforced Neighborhood Search Heuristic in SCIP

  • Suresh Bolusani
  • Gioni Mexi
  • Mathieu Besançon
  • Mark Turner
    • Categories (Mixed) Integer Linear Programming, Branch and Cut Algorithms, Optimization Software and Modeling Systems Tags , , ,

    This paper proposes and evaluates a Multi-Reference Relaxation Enforced Neighborhood Search (MRENS) heuristic within the SCIP solver. This study marks the first integration and evaluation of MRENS in a full-fledged MILP solver, specifically coupled with the recently-introduced Lagromory separator for generating multiple reference solutions. Computational experiments on the MIPLIB 2017 benchmark set show that MRENS, … Read more

    Mixed-Integer Linear Optimization for Cardinality-Constrained Random Forests

  • Jan Pablo Burgard
  • Maria Eduarda Pinheiro
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, Optimization in Data Science Tags , , , ,

    Random forests are among the most famous algorithms for solving classification problems, in particular for large-scale data sets. Considering a set of labeled points and several decision trees, the method takes the majority vote to classify a new given point. In some scenarios, however, labels are only accessible for a proper subset of the given … Read more

    Mixed-Integer Linear Optimization for Semi-Supervised Optimal Classification Trees

  • Jan Pablo Burgard
  • Maria Eduarda Pinheiro
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, Optimization in Data Science Tags , ,

    Decision trees are one of the most famous methods for solving classification problems, mainly because of their good interpretability properties. Moreover, due to advances in recent years in mixed-integer optimization, several models have been proposed to formulate the problem of computing optimal classification trees. The goal is, given a set of labeled points, to split … Read more

    Democratization of Complex-Problem Solving to Enhance Participation, Transparency, Accountability, and Fairness: An Optimization Perspective

  • Mikhail Bragin
  • Karmel S. Shehadeh
    • Categories (Mixed) Integer Linear Programming, Integer Programming Tags , , , , , ,

    Operations in critical areas of importance to society, such as healthcare, transportation and logistics, power systems, and emergency response, profoundly affect multiple stakeholders with diverse perspectives. These operations are often modeled using discrete programming methods to capture the various decision-making factors through centrally-selected objectives and constraints. Unfortunately, centralized modeling and solution methodologies may overlook the … Read more

    Gas Transport Network Optimization: Mixed-Integer Nonlinear Models

  • Falk M. Hante
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming, Applications - Science and Engineering Tags , , ,

    Although modern societies strive towards energy systems that are entirely based on renewable energy carriers, natural gas is still one of the most important energy sources. This became even more obvious in Europe with Russia’s 2022 war against the Ukraine and the resulting stop of gas supplies from Russia. Besides that it is very important … Read more

    On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems

  • Christian Biefel
  • Martin Schmidt
    • Categories (Mixed) Integer Linear Programming, Complementarity and Variational Inequalities Tags , , ,

    We consider adjustable robust linear complementarity problems and extend the results of Biefel et al.~(2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an adjustable robust solution of a given linear complementarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem. Article … Read more

    Minimizing delays of patient transports with incomplete information: A modeling approach based on the Vehicle Routing Problem

  • Dennis Adelhütte
  • Kristin Braun
  • Frauke Liers
  • Sebastian Tschuppik
    • Categories Applications - OR and Management Sciences, Robust Optimization Tags , , , ,

    We investigate a challenging task in ambulatory care, the minimizing of delays of patient transports. In practice, a limited number of vehicles is available for non-rescue transports. Furthermore, the dispatcher rarely has access to complete information when establishing a transport plan for dispatching the vehicles. If additional transport is requested on demand then schedules need … Read more