Results 1 to 10 of about 3,788,176 (279)
Sparse Poisson regression via mixed-integer optimization. [PDF]
PLoS ONE, 2021 We present a mixed-integer optimization (MIO) approach to sparse Poisson regression. The MIO approach to sparse linear regression was first proposed in the 1970s, but has recently received renewed attention due to advances in optimization algorithms and ...
Hiroki Saishu, Kota Kudo, Yuichi Takano
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Online Mixed-Integer Optimization in Milliseconds
INFORMS Journal on Computing, 2022 We propose a method to approximate the solution of online mixed-integer optimization (MIO) problems at very high speed using machine learning. By exploiting the repetitive nature of online optimization, we can greatly speed up the solution time. Our approach encodes the optimal solution into a small amount of information denoted as strategy using the ...
Dimitris J Bertsimas +1 more
exaly +5 more sources
A Survey on Mixed-Integer Programming Techniques in Bilevel Optimization
EURO Journal on Computational Optimization, 2021 Bilevel optimization is a field of mathematical programming in which some variables are constrained to be the solution of another optimization problem. As a consequence, bilevel optimization is able to model hierarchical decision processes.
Thomas Kleinert +3 more
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Presolving for Mixed-Integer Semidefinite Optimization
INFORMS Journal on Optimization, 2023 This paper provides a discussion and evaluation of presolving methods for mixed-integer semidefinite programs. We generalize methods from the mixed-integer linear case and introduce new methods that depend on the semidefinite condition. The methods considered include adding linear constraints, deriving bounds relying on 2 × 2 minors of the ...
Marc Pfetsch, Frédéric Matter
exaly +3 more sources
On the Complexity of Inverse Mixed Integer Linear Optimization [PDF]
SIAM Journal on Optimization, 2021 Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with the relationship of a particular inverse mixed integer linear optimization problem (MILP) to both the forward ...
Aykut Bulut, Ted K. Ralphs
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Applications of Stochastic Mixed-Integer Second-Order Cone Optimization
IEEE Access, 2022 Second-order cone programming problems are a tractable subclass of convex optimization problems that can be solved using polynomial algorithms. In the last decade, stochastic second-order cone programming problems have been studied, and efficient ...
Baha Alzalg, Hadjer Alioui
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Dyna, 2021 This paper addresses the optimal location and sizing of photovoltaic (PV) sources in isolated direct current (DC) electrical networks, considering time-varying load and renewable generation curves.
Alexander Molina +2 more
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Operations Research Perspectives, 2023 In the last decade, increasing costs and organizational concerns regarding the funding and allocation of financial resources have led to significant attention being given to financial flow and its effects on planning decisions throughout supply chain ...
Ehsan Badakhshan, Peter Ball
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Information complexity of mixed-integer convex optimization
Mathematical Programming, 2023 We investigate the information complexity of mixed-integer convex optimization under different types of oracles. We establish new lower bounds for the standard first-order oracle, improving upon the previous best known lower bound. This leaves only a lower order linear term (in the dimension) as the gap between the lower and upper bounds.
Amitabh Basu +3 more
openaire +4 more sources
Prescriptive price optimization using optimal regression trees
Operations Research Perspectives, 2023 This paper is concerned with prescriptive price optimization, which integrates machine learning models into price optimization to maximize future revenues or profits of multiple items.
Shunnosuke Ikeda +3 more
doaj +1 more source