5 papers
SDDmiP.jl: A Software Package with a Provably Convergent Benders Algorithm for Multi-Stage Stochastic Mixed-Integer Programming
Akul Bansal, Simge Küçükyavuz
We present an open-source software package that implements a provably convergent Benders-type decomposition algorithm for multistage stochastic integer programs. In addition to sta…
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…
Normalization of ReLU Dual for Cut Generation in Stochastic Mixed-Integer Programs
Akul Bansal, Simge Küçükyavuz
We study the Rectified Linear Unit (ReLU) dual, an existing dual formulation for stochastic programs that reformulates non-anticipativity constraints using ReLU functions to genera…
An Asymptotically Optimal Coordinate Descent Algorithm for Learning Bayesian Networks from Gaussian Models
Tong Xu, Simge Küçükyavuz, Ali Shojaie +1
This paper studies the problem of learning Bayesian networks from continuous observational data, generated according to a linear Gaussian structural equation model. We consider an…
Integer Programming for Learning Directed Acyclic Graphs from Non-identifiable Gaussian Models
Tong Xu, Armeen Taeb, Simge Küçükyavuz +1
We study the problem of learning directed acyclic graphs from continuous observational data, generated according to a linear Gaussian structural equation model. State-of-the-art st…