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math.OC2026
Convexification of mixed-integer quadratic optimization via decision diagrams
Soobin Choi, Salar Fattahi, Andres Gomez +2
We study mixed-integer quadratic optimization (MIQO) problems with indicator variables. We propose a unified framework, based on decision diagrams, that serves both to solve the as…
math.OC2026
Coordinate Optimality Reformulation for Mixed-Integer Convex Programs with Indicators
Tong Xu, Salar Fattahi, Andrés Gómez +1
We consider mixed-integer convex optimization problems in which binary indicators control continuous variables. We introduce the \emph{Coordinate Optimality Reformulation} (CORe) f…
math.OC2021
A Graph-based Decomposition Method for Convex Quadratic Optimization with Indicators
Peijing Liu, Salar Fattahi, Andrés Gómez +1
In this paper, we consider convex quadratic optimization problems with indicator variables when the matrix defining the quadratic term in the objective is sparse. We use a grap…