non-linear optimization

Learning for Spatial Branching: An Algorithm Selection Approach

  • Bissan Ghaddar
  • Ignacio Gómez-Casares
  • Julio González-Díaz
  • Brais González-Rodríguez
  • Beatriz Pateiro-López
  • Sofía Rodríguez-Ballesteros
    • Categories Nonlinear Optimization Tags , , , ,

    The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To bridge this gap, we develop a learning framework for spatial branching and show its efficacy in the context of … Read more

    A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints

  • Dimitris Bertsimas
  • Ryan Cory-Wright
  • Jean Pauphilet
    • Categories (Mixed) Integer Nonlinear Programming, Cutting Plane Approaches Tags , , ,

    We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, sparse principal component analysis and sparse learning problems. These problems exhibit logical relationships between continuous and discrete variables, which are usually reformulated linearly … Read more