Column generation is an iterative method used to solve a variety of optimization problems. It decomposes the problem into two parts: a master problem, and on...

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-orde...

Drones have been getting more and more popular in many economy sectors. Both scientific and industrial communities aim at making the impact of drones even mo...

This paper studies disjunctive cutting planes in Mixed-Integer Conic Programming. Building on conic duality, we formulate a cut-generating conic program for...

We propose a new stochastic variance-reduced damped L-BFGS algorithm, where we leverage estimates of bounds on the largest and smallest eigenvalues of the He...

Column generation (CG) is widely used for solving large-scale optimization problems. This article presents a new approach based on a machine learning (ML) t...

The popularity of drones is rapidly increasing across the different sectors of the economy. Aerial capabilities and relatively low costs make drones the perf...

Artificial Intelligence (AI) is the next society transformation builder. Massive AI-based applications include cloud servers, cell phones, cars, and pandemic...

A highly influential ingredient of many techniques designed to exploit sparsity in numerical optimization is the so-called chordal extension of a graph repre...

This paper introduces the algorithmic design and implementation of Tulip, an open-source interior-point solver for linear optimization. It implements the ho...

In this paper, we develop algorithmic approaches for a recently defined class of games, the integer programming games. Two general methods to approximate an...

This paper addresses combinatorial optimization problems under uncertain and correlated data where the mean-covariance information of the random data is assu...

Within state-of-the-art optimization solvers such as IBM--CPLEX the ability to solve both convex and nonconvex Mixed-Integer Quadratic Programming (MIQP) pro...

In this paper we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically corre...

The integral simplex using decomposition (ISUD) algorithm <font size=2>[Zaghrouti, A., Soumis, F., Elhallaoui, I.: Integral simplex using decomposition for t...

We propose a primal algorithm for the Set Partitioning Problem based on the Integral Simplex Using Decomposition of Zaghrouti et al. (2014). We present the a...