4 papers
Chvátal-Gomory Rounding of Eigenvector Inequalities for QCQPs
Santanu S. Dey, Nan Jiang, Aleksandr Kazachkov +2
We introduce and analyze a class of valid inequalities for nonconvex quadratically constrained optimization problems (QCQPs) which we call Eigen-CG inequalities. These inequalities…
Parametric Disjunctive Cuts for Sequences of Mixed Integer Linear Optimization Problems
Shannon Kelley, Aleksandr M. Kazachkov, Ted Ralphs
Many applications require solving sequences of related mixed-integer linear programs. We introduce a class of parametric disjunctive inequalities (PDIs), obtained by reusing the di…
Approximating value functions via corner Benders' cuts
Matheus J. Ota, Ricardo Fukasawa, Aleksandr M. Kazachkov
We introduce a novel technique to generate Benders' cuts from a conic relaxation ("corner") derived from a basis of a higher-dimensional polyhedron that we aim to outer approximate…
Machine Learning for Optimization-Based Separation of Mixed-Integer Rounding Cuts
Oscar Guaje, Arnaud Deza, Aleksandr M. Kazachkov +1
Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in t…