MPC

MPC 2020, ISSUE 1



Mathematical Programming Computation, Volume 12, Issue 1, March 2020

A hybrid quasi-Newton projected-gradient method with application to Lasso and basis-pursuit denoising

Ewout van den Berg

We propose a new algorithm for the optimization of convex functions over a polyhedral set in Rn. The algorithm extends the spectral projected-gradient method with limited-memory BFGS iterates restricted to the present face whenever possible. We prove convergence of the algorithm under suitable conditions and apply the algorithm to solve the Lasso problem, and consequently, the basis-pursuit denoise problem through the root-finding framework proposed by van den Berg and Friedlander (SIAM J Sci Comput 31(2):890–912, 2008). The algorithm is especially well suited to simple domains and could also be used to solve bound-constrained problems as well as problems restricted to the simplex.

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Mathematical Programming Computation, Volume 12, Issue 1, March 2020

A branch-and-price algorithm for capacitated hypergraph vertex separation

Michael Bastubbe, Marco E. Lübbecke

We exactly solve the NP-hard combinatorial optimization problem of finding a minimum cardinality vertex separator with k (or arbitrarily many) capacitated shores in a hypergraph. We present an exponential size integer programming formulation which we solve by branch-and-price. The pricing problem, an interesting optimization problem on its own, has a decomposable structure that we exploit in preprocessing. We perform an extensive computational study, in particular on hypergraphs coming from the application of re-arranging a matrix into single-bordered block-diagonal form. Our experimental results show that our proposal complements the previous exact approaches in terms of applicability for larger k, and significantly outperforms them in the case k=∞.

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Mathematical Programming Computation, Volume 12, Issue 1, March 2020

Partial hyperplane activation for generalized intersection cuts

Aleksandr M. Kazachkov, Selvaprabu Nadarajah, Egon Balas, François Margot

The generalized intersection cut paradigm is a recent framework for generating cutting planes in mixed integer programming with attractive theoretical properties. We investigate this computationally unexplored paradigm and observe that a key hyperplane activation procedure embedded in it is not computationally viable. To overcome this issue, we develop a novel replacement to this procedure called partial hyperplane activation (PHA), introduce a variant of PHA based on a notion of hyperplane tilting, and prove the validity of both algorithms. We propose several implementation strategies and parameter choices for our PHA algorithms and provide supporting theoretical results. We computationally evaluate these ideas in the COIN-OR framework on MIPLIB instances. Our findings shed light on the the strengths of the PHA approach as well as suggest properties related to strong cuts that can be targeted in the future.

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Mathematical Programming Computation, Volume 12, Issue 1, March 2020

Exploiting sparsity for the min k-partition problem

Guanglei Wang, Hassan Hijazi

The minimum k-partition problem is a challenging combinatorial problem with a diverse set of applications ranging from telecommunications to sports scheduling. It generalizes the max-cut problem and has been extensively studied since the late sixties. Strong integer formulations proposed in the literature suffer from a large number of constraints and variables. In this work, we introduce two more compact integer linear and semidefinite reformulations that exploit the sparsity of the underlying graph and develop theoretical results leveraging the power of chordal decomposition. Numerical experiments show that the new formulations improve upon state-of-the-art.

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