arXiv subjects

Claudia D'Ambrosio

Publications and source records attributed to Claudia D'Ambrosio.

17 recordsLinked to original sources

arXiv2026

On leveraging constrained smooth additive regression models for global optimization

Many real-world decision-making processes rely on solving mixed-integer nonlinear programs (MINLPs). However, finding high-quality solutions to MINLPs is often computationally demanding, motivating the development of specialized algorithms to improve their tractability. In this work, we propose Mixed-Integer Smoothing Surrogate Optimization with Constraints (MISSOC), a novel optimization algorithm that builds and solves approximations of challenging MINLPs. MISSOC approximates complicating functions in an MINLP using smooth additive regression models with \unboldmath{$B-$}splines. Expert knowledge can be incorporated into the approximating functions through shape constraints related to bounds, monotonicity and curvature over the observed domain. A surrogate of the original problem is then obtained by replacing the original complicating functions with their approximations, making it more tractable in practice. MISSOC presents an innovative integration of statistical modeling into mathematical optimization and fills a gap in the literature by building surrogates that are both data-driven and knowledge-driven. The proposed algorithm is illustrated on the real-world Water Distribution Network problem and evaluated through a set of experiments that include benchmark instances and the real-world Hydro Unit Commitment problem. Together, they demonstrate that MISSOC handles MINLPs with integer variables and complicating functions appearing in the objective or in the constraints. MISSOC is evaluated with different state-of-the-art solvers and with the Sequential Convex MINLP (SC-MINLP) algorithm. The latter exploits the separable structure of the approximating functions, which are sums of piecewise univariate polynomials. The experiments show that MISSOC can obtain high-quality solutions for challenging MINLPs, particularly when used in combination with the SC-MINLP algorithm.

math.OC↗

arXiv2025

On a geometric graph-covering problem related to optimal safety-landing-site location

We propose integer-programming formulations for an optimal safety-landing site (SLS) location problem that arises in the design of urban air-transportation networks. We first develop a set-cover based approach for the case where the candidate location set is finite and composed of points, and we link the problems to solvable cases that have been studied. We then use a mixed-integer second-order cone program to model the situation where the locations of SLSs are restricted to convex sets only. Finally, we introduce strong fixing, which we found to be very effective in reducing the size of integer programs.

math.OC↗

arXiv2025

Optimal Risk Scores for Continuous Predictors

In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary datasets, where continuous predictor variables are discretized in a preprocessing step by using arbitrary thresholds, such as quantiles. In contrast, we allow the model to decide for each continuous predictor variable the particular threshold that is critical for prediction. The usefulness of the resulting optimization problem is tested in synthetic datasets.

math.OC↗

arXiv2024

Cutting planes for signomial programming

Cutting planes are of crucial importance when solving nonconvex nonlinear programs to global optimality, for example using the spatial branch-and-bound algorithms. In this paper, we discuss the generation of cutting planes for signomial programming. Many global optimization algorithms lift signomial programs into an extended formulation such that these algorithms can construct relaxations of the signomial program by outer approximations of the lifted set encoding nonconvex signomial term sets, i.e., hypographs, or epigraphs of signomial terms. We show that any signomial term set can be transformed into the subset of the difference of two concave power functions, from which we derive two kinds of valid linear inequalities. Intersection cuts are constructed using signomial term-free sets which do not contain any point of the signomial term set in their interior. We show that these signomial term-free sets are maximal in the nonnegative orthant, and use them to derive intersection sets. We then convexify a concave power function in the reformulation of the signomial term set, resulting in a convex set containing the signomial term set. This convex outer approximation is constructed in an extended space, and we separate a class of valid linear inequalities by projection from this approximation. We implement the valid inequalities in a global optimization solver and test them on MINLPLib instances. Our results show that both types of valid inequalities provide comparable reductions in running time, number of search nodes, and duality gap.

math.OC↗

arXiv2024

A comparison of formulations for aircraft deconfliction

In this work, we aim to compare different methods and formulations to solve a problem in air traffic management to global optimality. In particular, we focus on the aircraft deconfliction problem, where we are given n aircraft, their position at time 0, and their (straight) trajectories. We wish to identify and solve potential pairwise conflict by temporarily modifying the aircraft's trajectory. A pair of aircraft is in conflict when they do not respect a minimum, predefined safety distance. In general, conflicts could be solved both varying the aircraft's speed or trajectory, but in this paper we only consider the latter, more precisely heading-angle deviations. The problem has been formulated as a mixed integer nonlinear program (MINLP). We compare this formulation, solved by open-source MINLP solvers for global optimization, against a reformulation that shows a larger number of variables and constraints but only separable nonconvexities. We solve such a separable formulation with the same MINLP solvers or the Sequential Convex Mixed Integer Nonlinear Programming method. The separable formulation, despite being larger, facilitates some solvers in finding good-quality solutions.

math.OC↗

arXiv2024

Formulations of the continuous set-covering problem on networks: a comparative study

We study the continuous set covering problem on networks and propose several new MILP formulations and valid inequalities. In contrast to state-of-the-art formulations, the new formulations only use edges to index installed points, and the formulation sizes are smaller. The covering conditions can be represented as multivariate piecewise linear concave constraints, which we formulate as disjunctive systems. We propose three MILP formulations based on indicator constraint, big-M, and disjunctive programming techniques for modeling the disjunctive system. Finally, we give a classification of new and old formulations, and conduct experiments to compare them computationally.

math.OC↗

arXiv2024

The Algorithm Configuration Problem

The field of algorithmic optimization has significantly advanced with the development of methods for the automatic configuration of algorithmic parameters. This article delves into the Algorithm Configuration Problem, focused on optimizing parametrized algorithms for solving specific instances of decision/optimization problems. We present a comprehensive framework that not only formalizes the Algorithm Configuration Problem, but also outlines different approaches for its resolution, leveraging machine learning models and heuristic strategies. The article categorizes existing methodologies into per-instance and per-problem approaches, distinguishing between offline and online strategies for model construction and deployment. By synthesizing these approaches, we aim to provide a clear pathway for both understanding and addressing the complexities inherent in algorithm configuration.

cs.AI↗

arXiv2024

Learning to Configure Mathematical Programming Solvers by Mathematical Programming

We discuss the issue of finding a good mathematical programming solver configuration for a particular instance of a given problem, and we propose a two-phase approach to solve it. In the first phase we learn the relationships between the instance, the configuration and the performance of the configured solver on the given instance. A specific difficulty of learning a good solver configuration is that parameter settings may not all be independent; this requires enforcing (hard) constraints, something that many widely used supervised learning methods cannot natively achieve. We tackle this issue in the second phase of our approach, where we use the learnt information to construct and solve an optimization problem having an explicit representation of the dependency/consistency constraints on the configuration parameter settings. We discuss computational results for two different instantiations of this approach on a unit commitment problem arising in the short-term planning of hydro valleys. We use logistic regression as the supervised learning methodology and consider CPLEX as the solver of interest.

math.OC↗

arXiv2024

A learning-based mathematical programming formulation for the automatic configuration of optimization solvers

We propose a methodology, based on machine learning and optimization, for selecting a solver configuration for a given instance. First, we employ a set of solved instances and configurations in order to learn a performance function of the solver. Secondly, we formulate a mixed-integer nonlinear program where the objective/constraints explicitly encode the learnt information, and which we solve, upon the arrival of an unknown instance, to find the best solver configuration for that instance, based on the performance function. The main novelty of our approach lies in the fact that the configuration set search problem is formulated as a mathematical program, which allows us to a) enforce hard dependence and compatibility constraints on the configurations, and b) solve it efficiently with off-the-shelf optimization tools.

math.OC↗

arXiv2023

The MIP Workshop 2023 Computational Competition on Reoptimization

This paper describes the computational challenge developed for a computational competition held in 2023 for the $20^{\textrm{th}}$ anniversary of the Mixed Integer Programming Workshop. The topic of this competition was reoptimization, also known as warm starting, of mixed integer linear optimization problems after slight changes to the input data for a common formulation. The challenge was to accelerate the proof of optimality of the modified instances by leveraging the information from the solving processes of previously solved instances, all while creating high-quality primal solutions. Specifically, we discuss the competition's format, the creation of public and hidden datasets, and the evaluation criteria. Our goal is to establish a methodology for the generation of benchmark instances and an evaluation framework, along with benchmark datasets, to foster future research on reoptimization of mixed integer linear optimization problems.

math.OC↗

arXiv2023

Branch and Price for Submodular Bin Packing

The Submodular Bin Packing (SMBP) problem asks for packing unsplittable items into a minimal number of bins for which the capacity utilization function is submodular. SMBP is equivalent to chance-constrained and robust bin packing problems under various conditions. SMBP is a hard binary nonlinear programming optimization problem. In this paper, we propose a branch-and-price algorithm to solve this problem. The resulting price subproblems are submodular knapsack problems, and we propose a tailored exact branch-and-cut algorithm based on a piece-wise linear relaxation to solve them. To speed up column generation, we develop a hybrid pricing strategy to replace the exact pricing algorithm with a fast pricing heuristic. We test our algorithms on instances generated as suggested in the literature. The computational results show the efficiency of our branch-and-price algorithm and the proposed pricing techniques.

math.OC↗

arXiv2023

Optimal Battery Charge Scheduling For Revenue Stacking Under Operational Constraints Via Energy Arbitrage

As the share of variable renewable energy sources increases in the electricity mix, new solutions are needed to build a flexible and reliable grid. Energy arbitrage with battery storage systems supports renewable energy integration into the grid by shifting demand and increasing the overall utilization of power production systems. In this paper, we propose a mixed integer linear programming model for energy arbitrage on the day-ahead market, that takes into account operational and availability constraints of asset owners willing to get an additional revenue stream from their storage asset. This approach optimally schedules the charge and discharge operations associated with the most profitable trading strategy, and achieves between 80% and 90% of the maximum obtainable profits considering one-year time horizons using the prices of electricity in multiple European countries including Germany, France, Italy, Denmark, and Spain.

math.OC↗

arXiv2022

Comparing perspective reformulations for piecewise-convex optimization

Our study is motivated by the solution of Mixed-Integer Non-Linear Programming (MINLP) problems with separable non-convex functions via the Sequential Convex MINLP technique, an iterative method whose main characteristic is that of solving, for bounding purposes, piecewise-convex MINLP relaxations obtained by identifying the intervals in which each univariate function is convex or concave and then relaxing the concave parts with piecewise-linear relaxations of increasing precision. This process requires the introduction of new binary variables for the activation of the intervals where the functions are defined. In this paper we compare the three different standard formulations for the lower bounding subproblems and we show, both theoretically and computationally, that -- unlike in the piecewise-linear case -- they are not equivalent when the perspective reformulation is applied to reinforce the formulation in the segments where the original functions are convex.

math.OC↗

arXiv2020

Learning Discontinuous Piecewise Affine Fitting Functions using Mixed Integer Programming for Segmentation and Denoising

Piecewise affine functions are widely used to approximate nonlinear and discontinuous functions. However, most, if not all existing models only deal with fitting continuous functions. In this paper, we investigate the problem of fitting a discontinuous piecewise affine function to given data that lie in an orthogonal grid, where no restriction on the partition is enforced (i.e., its geometric shape can be nonconvex). This is useful for segmentation and denoising when data corresponding to images. We propose a novel Mixed Integer Program (MIP) formulation for the piecewise affine fitting problem, where binary variables determine the location of break-points. To obtain consistent partitions (i.e. image segmentation), we include multi-cut constraints in the formulation. Since the resulting problem is $\mathcal{NP}$-hard, two techniques are introduced to improve the computation. One is to add facet-defining inequalities to the formulation and the other to provide initial integer solutions using a special heuristic algorithm. We conduct extensive experiments by some synthetic images as well as real depth images, and the results demonstrate the feasibility of our model.

math.OC↗

arXiv2018

Strong Convex Nonlinear Relaxations of the Pooling Problem

We investigate new convex relaxations for the pooling problem, a classic nonconvex production planning problem in which input materials are mixed in intermediate pools, with the outputs of these pools further mixed to make output products meeting given attribute percentage requirements. Our relaxations are derived by considering a set which arises from the formulation by considering a single product, a single attibute, and a single pool. The convex hull of the resulting nonconvex set is not polyhedral. We derive valid linear and convex nonlinear inequalities for the convex hull, and demonstrate that different subsets of these inequalities define the convex hull of the nonconvex set in three cases determined by the parameters of the set. Computational results on literature instances and newly created larger test instances demonstrate that the inequalities can significantly strengthen the convex relaxation of the pq-formulation of the pooling problem, which is the relaxation known to have the strongest bound.

math.OC↗

arXiv2017

Random projections for trust region subproblems

The trust region method is an algorithm traditionally used in the field of derivative free optimization. The method works by iteratively constructing surrogate models (often linear or quadratic functions) to approximate the true objective function inside some neighborhood of a current iterate. The neighborhood is called "trust region in the sense that the model is trusted to be good enough inside the neighborhood. Updated points are found by solving the corresponding trust region subproblems. In this paper, we describe an application of random projections to solving trust region subproblems approximately.

math.OC↗

arXiv2016

New error measures and methods for realizing protein graphs from distance data

The interval Distance Geometry Problem (iDGP) consists in finding a realization in $\mathbb{R}^K$ of a simple undirected graph $G=(V,E)$ with nonnegative intervals assigned to the edges in such a way that, for each edge, the Euclidean distance between the realization of the adjacent vertices is within the edge interval bounds. In this paper, we focus on the application to the conformation of proteins in space, which is a basic step in determining protein function: given interval estimations of some of the inter-atomic distances, find their shape. Among different families of methods for accomplishing this task, we look at mathematical programming based methods, which are well suited for dealing with intervals. The basic question we want to answer is: what is the best such method for the problem? The most meaningful error measure for evaluating solution quality is the coordinate root mean square deviation. We first introduce a new error measure which addresses a particular feature of protein backbones, i.e. many partial reflections also yield acceptable backbones. We then present a set of new and existing quadratic and semidefinite programming formulations of this problem, and a set of new and existing methods for solving these formulations. Finally, we perform a computational evaluation of all the feasible solver$+$formulation combinations according to new and existing error measures, finding that the best methodology is a new heuristic method based on multiplicative weights updates.

cs.CG↗