Neural Information Processing Systems http://nips.cc/

Column generation and branch-and-price are leading methods for large-scale exact optimization. Column generation iterates between solving a master problem and a pricing problem. The master problem is a linear program, which can be solved using a generic solver. The pricing problem is highly dependent on the application but is usually discrete. Due to the difficulty of discrete optimization, high-performance column generation often relies on a custom pricing algorithm built specifically to exploit the problem's structure. This bespoke nature of the pricing solver prevents the reuse of components for other applications. We show that domain-independent dynamic programming, a software package for modeling and solving arbitrary dynamic programs, can be used as a generic pricing solver. We develop basic implementations of branch-and-price with pricing by domain-independent dynamic programming and show that they outperform a world-leading solver on static mixed integer programming formulations for seven problem classes.

Quantum annealing offers a promising paradigm for solving NP-hard combinatorial optimization problems, but its practical application is severely hindered by two challenges: the complex, manual process of translating problem descriptions into the requisite Quadratic Unconstrained Binary Optimization (QUBO) format and the scalability limitations of current quantum hardware. To address these obstacles, we propose a novel end-to-end framework, LLM-QUBO, that automates this entire formulation-to-solution pipeline. Our system leverages a Large Language Model (LLM) to parse natural language, automatically generating a structured mathematical representation. To overcome hardware limitations, we integrate a hybrid quantum-classical Benders' decomposition method. This approach partitions the problem, compiling the combinatorial complex master problem into a compact QUBO format, while delegating linearly structured sub-problems to classical solvers. The correctness of the generated QUBO and the scalability of the hybrid approach are validated using classical solvers, establishing a robust performance baseline and demonstrating the framework's readiness for quantum hardware. Our primary contribution is a synergistic computing paradigm that bridges classical AI and quantum computing, addressing key challenges in the practical application of optimization problem. This automated workflow significantly reduces the barrier to entry, providing a viable pathway to transform quantum devices into accessible accelerators for large-scale, real-world optimization challenges.

This paper examines the generalisation of the Pickup and Delivery Problem that allows mid-route load exchanges among vehicles and obeys strict time-windows at all locations. We propose a novel Logic-Based Benders Decomposition (LBBD) that improves optimality gaps for all benchmarks in the literature and scales up to handle larger ones. To tackle even larger instances, we introduce a refined Large Neighborhood Search (LNS) algorithm that improves the adaptability of LNS beyond case-specific configurations appearing in related literature. To bridge the gap in benchmark availability, we develop an instance generator that allows for extensive experimentation. For moderate datasets (25 and 50 requests), we evaluate the performance of both LBBD and LNS, the former being able to close the gap and the latter capable of providing near-optimal solutions. For larger instances (75 and 100 requests), we recreate indicative state-of-the-art metaheuristics to highlight the improvements introduced by our LNS refinements, while establishing its scalability.

This study introduces a novel formulation to enhance Support Vector Machines (SVMs) in handling class imbalance and noise. Unlike the conventional Soft Margin SVM, which penalizes the magnitude of constraint violations, the proposed model quantifies the number of violations and aims to minimize their frequency. To achieve this, a binary variable is incorporated into the objective function of the primal SVM formulation, replacing the traditional slack variable. Furthermore, each misclassified sample is assigned a priority and an associated constraint. The resulting formulation is a mixed-integer programming model, efficiently solved using Benders decomposition. The proposed model's performance was benchmarked against existing models, including Soft Margin SVM, weighted SVM, and NuSVC. Two primary hypotheses were examined: 1) The proposed model improves the F1-score for the minority class in imbalanced classification tasks. 2) The proposed model enhances classification accuracy in noisy datasets. These hypotheses were evaluated using a Wilcoxon test across multiple publicly available datasets from the OpenML repository. The results supported both hypotheses (\( p < 0.05 \)). In addition, the proposed model exhibited several interesting properties, such as improved robustness to noise, a decision boundary shift favoring the minority class, a reduced number of support vectors, and decreased prediction time. The open-source Python implementation of the proposed SVM model is available.

The design and operation of chemical processes depend on An alternative approach is to accelerate the solution process decisions spanning a wide range of scales, from the molecular itself by 1) selecting a solution strategy (algorithm selection) up to the enterprise-wide, and constrained by multiple physical and 2) tuning it (algorithm configuration) such that a desired and chemical phenomena [1, 2, 3, 4]. Process control and optimization performance function like solution time is minimized. The acceleration methods provide a systematic framework to identify is usually achieved by exploiting some underlying the best possible decisions in designing and operating a process, property of the decision-making problem. An example is the subject to constraints that emerge from physics or design case of structured decision-making problems, where the structure and operational considerations. Over the last few decades, there can be used as the basis of decomposition-based optimization have been significant advances in both theory and algorithm development algorithms, which are usually faster than monolithic algorithms regarding the control of nonlinear and constrained for large-scale problems [24]. Although this approach process systems [5, 6, 7, 8, 9, 10], as well as the solution of does not compromise solution quality, selecting and tuning a broad classes of optimization problems [11, 12, 13, 14, 15].

An important factor in the practical implementation of optimization models is the acceptance by the intended users. This is influenced among other factors by the interpretability of the solution process. Decision rules that meet this requirement can be generated using the framework for inherently interpretable optimization models. In practice, there is often uncertainty about the parameters of an optimization problem. An established way to deal with this challenge is the concept of robust optimization. The goal of our work is to combine both concepts: to create decision trees as surrogates for the optimization process that are more robust to perturbations and still inherently interpretable. For this purpose we present suitable models based on different variants to model uncertainty, and solution methods. Furthermore, the applicability of heuristic methods to perform this task is evaluated. Both approaches are compared with the existing framework for inherently interpretable optimization models.

In this paper, we study the assortment optimization problem under the mixed-logit customer choice model. While assortment optimization has been a major topic in revenue management for decades, the mixed-logit model is considered one of the most general and flexible approaches for modeling and predicting customer purchasing behavior. Existing exact methods have primarily relied on mixed-integer linear programming (MILP) or second-order cone (CONIC) reformulations, which allow for exact problem solving using off-the-shelf solvers. However, these approaches often suffer from weak continuous relaxations and are slow when solving large instances. Our work addresses the problem by focusing on components of the objective function that can be proven to be monotonically super-modular and convex. This allows us to derive valid cuts to outer-approximate the nonlinear objective functions. We then demonstrate that these valid cuts can be incorporated into Cutting Plane or Branch-and-Cut methods to solve the problem exactly. Extensive experiments show that our approaches consistently outperform previous methods in terms of both solution quality and computation time.

Hybrid model predictive control with both continuous and discrete variables is widely applicable to robotics tasks. Due to the combinatorial complexity, the solving speed of hybrid MPC can be insufficient for real-time applications. In this paper, we propose to accelerate hybrid MPC using Generalized Benders Decomposition (GBD). GBD enumerates cuts online and stores inside a finite buffer to provide warm-starts for the new problem instances. Leveraging on the sparsity of feasibility cuts, a fast algorithm is designed for Benders master problems. We also propose to construct initial optimality cuts from heuristic solutions allowing GBD to plan for longer time horizons. The proposed algorithm successfully controls a cart-pole system with randomly moving soft-contact walls reaching speeds 2-3 times faster than Gurobi, oftentimes exceeding 1000Hz. It also guides a free-flying robot through a maze with a time horizon of 50 re-planning at 20Hz. The code is available at https://github.com/XuanLin/Benders-MPC.

In this paper, we present a novel problem coined multi-robot, multi-objective, and multi-mode routing and scheduling (M^3RS). The formulation for M^3RS is introduced for time-bound multi-robot, multi-objective routing and scheduling missions where each task has multiple execution modes. Different execution modes have distinct resource consumption, associated execution time, and quality. M^3RS assigns the optimal sequence of tasks and the execution modes to each agent. The routes and associated modes depend on user preferences for different objective criteria. The need for M^3RS comes from multi-robot applications in which a trade-off between multiple criteria arises from different task execution modes. We use M^3RS for the application of multi-robot disinfection in public locations. The objectives considered for disinfection application are disinfection quality and number of tasks completed. A mixed-integer linear programming model is proposed for M^3RS. Then, a time-efficient column generation scheme is presented to tackle the issue of computation times for larger problem instances. The advantage of using multiple modes over fixed execution mode is demonstrated using experiments on synthetic data. The results suggest that M^3RS provides flexibility to the user in terms of available solutions and performs well in joint performance metrics. The application of the proposed problem is shown for a team of disinfection robots.} The videos for the experiments are available on the project website: https://sites.google.com/view/g-robot/m3rs/ .