On handling indicator constraints in mixed integer programming
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Cites work
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- Exploiting erraticism in search
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- On ψ-Learning
- Preprocessing and Probing Techniques for Mixed Integer Programming Problems
- Presolving in linear programming
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- Support Vector Machines with the Ramp Loss and the Hard Margin Loss
Cited in
(34)- Computing non-stationary \((s, S)\) policies using mixed integer linear programming
- Simplex-Structured Matrix Factorization: Sparsity-Based Identifiability and Provably Correct Algorithms
- Spatial branching for a special class of convex MIQO problems
- Mathematical programming for simultaneous feature selection and outlier detection under l1 norm
- Mixed-integer nonlinear and continuous optimization formulations for aircraft conflict avoidance via heading and speed deviations
- Mathematical optimization modelling for group counterfactual explanations
- Deep neural networks and mixed integer linear optimization
- Pseudo basic steps: bound improvement guarantees from Lagrangian decomposition in convex disjunctive programming
- Cardinality minimization, constraints, and regularization: a survey
- An exact algorithmic framework for a class of mixed-integer programs with equilibrium constraints
- Quadratic convex reformulation for quadratic programming with linear on-off constraints
- Adaptive partitioning for chance-constrained problems with finite support
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- \(2 \times 2\)-convexifications for convex quadratic optimization with indicator variables
- Convex relaxations for quadratic on/off constraints and applications to optimal transmission switching
- An Alternating Method for Cardinality-Constrained Optimization: A Computational Study for the Best Subset Selection and Sparse Portfolio Problems
- Perspective reformulations of mixed integer nonlinear programs with indicator variables
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- A mathematical programming-based solution method for the nonstationary inventory problem under correlated demand
- SCIP: global optimization of mixed-integer nonlinear programs in a branch-and-cut framework
- An enhanced logical benders approach for linear programs with complementarity constraints
- An exact algorithm for robust influence maximization
- On mathematical programming with indicator constraints
- Adversarial classification via distributional robustness with Wasserstein ambiguity
- Computational aspects of relaxation complexity: possibilities and limitations
- Approximations for non-stationary stochastic lot-sizing under \((s,Q)\)-type policy
- An efficient heuristic method for joint optimization of train scheduling and stop planning on double-track railway systems
- Tightening big Ms in integer programming formulations for support vector machines with ramp loss
- An exact projection-based algorithm for bilevel mixed-integer problems with nonlinearities
- Conic formulation of QPCCs applied to truly sparse QPs
- Three enhancements for optimization-based bound tightening
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