Spatial branching for a special class of convex MIQO problems

In the branch-and-bound algorithm, branching is the key step to deal with the nonconvexity of the problem. For Mixed Integer Linear Optimization (MILO) problems and, in general, Mixed Integer Nonlinear Optimization (MINLO) problems whose continuous relaxation is convex, branching on integer and binary variables suffices, because fixing all integer variables yields a convex relaxation. General, … Read more

Learning for Spatial Branching: An Algorithm Selection Approach

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