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EURO Journal on Computational Optimization最新文献

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A combined linear and nonlinear presolve for nonlinear optimization 非线性优化的线性和非线性组合解
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-10-13 DOI: 10.1016/j.ejco.2025.100119
Yi Zhang , Nikolaos V. Sahinidis
{"title":"A combined linear and nonlinear presolve for nonlinear optimization","authors":"Yi Zhang ,&nbsp;Nikolaos V. Sahinidis","doi":"10.1016/j.ejco.2025.100119","DOIUrl":"10.1016/j.ejco.2025.100119","url":null,"abstract":"<div><div>Presolve techniques have been experimentally shown to significantly accelerate the performance of optimization solvers, achieving speedups of several orders of magnitude in widely used benchmarks. Building on the success of these techniques in linear and mixed-integer linear optimization problems, we introduce novel presolve methods specifically designed for nonlinear optimization. These methods aim to reduce model size and nonlinearity while preserving convexity and ensuring global optimality. We propose a combined linear and nonlinear presolve approach that integrates classical linear presolve strategies with novel methods for reformulating nonlinear expressions and simplifying models. For instance, monotonicity arguments are used to fix nonlinear variables, and linear constraints are exploited to tighten bilinear products. Computational experiments on diverse nonlinear benchmarks and continuous relaxations of discrete nonlinear problems demonstrate the efficacy of our approach. The results show that the proposed methods significantly enhance the performance of one global and four local nonlinear optimization solvers.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100119"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145361992","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Unsupervised learning with GNNs for QUBO-based combinatorial optimization 基于gnn的无监督学习基于qubo的组合优化
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-09-27 DOI: 10.1016/j.ejco.2025.100116
Olga Krylova , Frank Phillipson
{"title":"Unsupervised learning with GNNs for QUBO-based combinatorial optimization","authors":"Olga Krylova ,&nbsp;Frank Phillipson","doi":"10.1016/j.ejco.2025.100116","DOIUrl":"10.1016/j.ejco.2025.100116","url":null,"abstract":"<div><div>Recent advances in deep learning techniques pose a question of whether they can facilitate the task of finding good quality solutions to combinatorial optimization (CO) problems in a practically relevant solution time. Specifically, it is of practical relevance to determine to what extent graph neural networks (GNNs) can be applied to CO problems that can be formulated as QUBOs and thus be naturally interpreted as graph problems. In this research a GNN solver is applied to two classical CO problems–the maximum cut problem and maximum independent set problem–in an unsupervised learning setting. We show that while GNN solver consistently finds good quality solutions for the Max Cut problem irrespective of the size and density of the graph, solving MIS problems is challenging for all but very sparse graphs. We further show how this problem can be addressed by embedding transfer between these two problems and compare two different GNN architectures–GCN and GraphSAGE on their robustness with respect to graph density and symmetry. Finally we demonstrate that changing the widely used Adam optimizer to Rprop optimizer can lead to considerable reduction in solution times.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100116"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145265103","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A diving heuristic for mixed-integer problems with unbounded semi-continuous variables 具有无界半连续变量的混合整数问题的潜水启发式
IF 2.6
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-04-23 DOI: 10.1016/j.ejco.2025.100107
Katrin Halbig , Alexander Hoen , Ambros Gleixner , Jakob Witzig , Dieter Weninger
{"title":"A diving heuristic for mixed-integer problems with unbounded semi-continuous variables","authors":"Katrin Halbig ,&nbsp;Alexander Hoen ,&nbsp;Ambros Gleixner ,&nbsp;Jakob Witzig ,&nbsp;Dieter Weninger","doi":"10.1016/j.ejco.2025.100107","DOIUrl":"10.1016/j.ejco.2025.100107","url":null,"abstract":"<div><div>Semi-continuous decision variables arise naturally in many real-world applications. They are defined to take either value zero or any value within a specified range, and occur mainly to prevent small nonzero values in the solution. One particular challenge that can come with semi-continuous variables in practical models is that their upper bound may be large or even infinite. In this article, we briefly discuss these challenges, and present a new diving heuristic tailored for mixed-integer optimization problems with general semi-continuous variables. The heuristic is designed to work independently of whether the semi-continuous variables are bounded from above, and thus circumvents the specific difficulties that come with unbounded semi-continuous variables. We conduct extensive computational experiments on three different test sets, integrating the heuristic in an open-source MIP solver. The results indicate that this heuristic is a successful tool for finding high-quality solutions in negligible time. At the root node the primal gap is reduced by an average of 5% up to 21%, and considering the overall performance improvement, the primal integral is reduced by 2% to 17% on average.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100107"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143879297","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Decentralised convex optimisation with probability-proportional-to-size quantization 概率比例量化的分散凸优化
IF 2.6
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-07-22 DOI: 10.1016/j.ejco.2025.100113
D.A. Pasechnyuk , P. Dvurechensky , C.A. Uribe , A.V. Gasnikov
{"title":"Decentralised convex optimisation with probability-proportional-to-size quantization","authors":"D.A. Pasechnyuk ,&nbsp;P. Dvurechensky ,&nbsp;C.A. Uribe ,&nbsp;A.V. Gasnikov","doi":"10.1016/j.ejco.2025.100113","DOIUrl":"10.1016/j.ejco.2025.100113","url":null,"abstract":"<div><div>Communication is one of the bottlenecks of distributed optimisation and learning. To overcome this bottleneck, we propose a novel quantization method that transforms a vector into a sample of components' indices drawn from a categorical distribution with probabilities proportional to values at those components. Then, we propose a primal and a primal-dual accelerated stochastic gradient methods that use our proposed quantization, and derive their convergence rates in terms of probabilities of large deviations. We focus on affine-constrained convex optimisation and its application to decentralised distributed optimisation problems. To illustrate the work of our algorithm, we apply it to the decentralised computation of semi-discrete entropy regularized Wasserstein barycentre's.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100113"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144704030","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A robust twin parametric margin support vector machine for multiclass classification 多类分类的鲁棒双参数余量支持向量机
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-09-11 DOI: 10.1016/j.ejco.2025.100115
Renato De Leone , Francesca Maggioni , Andrea Spinelli
{"title":"A robust twin parametric margin support vector machine for multiclass classification","authors":"Renato De Leone ,&nbsp;Francesca Maggioni ,&nbsp;Andrea Spinelli","doi":"10.1016/j.ejco.2025.100115","DOIUrl":"10.1016/j.ejco.2025.100115","url":null,"abstract":"<div><div>In this paper, we introduce novel Twin Parametric Margin Support Vector Machine (TPMSVM) models designed to address multiclass classification tasks under feature uncertainty. To handle data perturbations, we construct bounded-by-norm uncertainty sets around each training observation and derive the robust counterparts of the deterministic models using robust optimization techniques. To capture complex data structures, we explore both linear and kernel-induced classifiers, providing computationally tractable reformulations of the resulting robust models. Additionally, we propose two alternatives for the final decision function, enhancing models’ flexibility. Finally, we validate the effectiveness of the proposed robust multiclass TPMSVM methodology on real-world datasets, showing the good performance of the approach in the presence of uncertainty.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100115"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145117753","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the integration of Dantzig-Wolfe and Fenchel decompositions via directional normalizations 基于方向归一化的dantzigg - wolfe分解和Fenchel分解的集成
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-11-04 DOI: 10.1016/j.ejco.2025.100122
François Lamothe , Alain Haït , Emmanuel Rachelson , Claudio Contardo , Bernard Gendron
{"title":"On the integration of Dantzig-Wolfe and Fenchel decompositions via directional normalizations","authors":"François Lamothe ,&nbsp;Alain Haït ,&nbsp;Emmanuel Rachelson ,&nbsp;Claudio Contardo ,&nbsp;Bernard Gendron","doi":"10.1016/j.ejco.2025.100122","DOIUrl":"10.1016/j.ejco.2025.100122","url":null,"abstract":"<div><div>Strengthening linear relaxations and the bounds of mixed integer linear programs has been an active research topic for decades. Enumeration-based methods for integer programming like linear programming-based branch-and-bound exploit strong dual bounds to discard unpromising regions of the feasible space. In this paper, we consider the strengthening of linear programs via a composite of Dantzig-Wolfe and Fenchel decompositions. We provide geometric interpretations of these two standard methods. Motivated by these geometric interpretations, we introduce a novel approach for solving Fenchel sub-problems and propose a novel algorithmic method that originally combines Dantzig-Wolfe and Fenchel decompositions. We carry out extensive computational experiments assessing the performance of the novel method on the unsplittable flow problem. This new approach yields very promising results when compared to usual decomposition methods.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100122"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145465318","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Randomized block coordinate DC algorithm 随机块坐标DC算法
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-11-26 DOI: 10.1016/j.ejco.2025.100123
Hoomaan Maskan , Paniz Halvachi , Suvrit Sra , Alp Yurtsever
{"title":"Randomized block coordinate DC algorithm","authors":"Hoomaan Maskan ,&nbsp;Paniz Halvachi ,&nbsp;Suvrit Sra ,&nbsp;Alp Yurtsever","doi":"10.1016/j.ejco.2025.100123","DOIUrl":"10.1016/j.ejco.2025.100123","url":null,"abstract":"<div><div>We introduce an extension of the Difference of Convex Algorithm (DCA) in the form of a randomized block coordinate approach for problems with separable structure. For <span><math><mi>n</mi></math></span> coordinate-blocks and <span><math><mi>k</mi></math></span> iterations, our main result proves a non-asymptotic convergence rate of <span><math><mi>O</mi><mo>(</mo><mi>n</mi><mrow><mo>/</mo></mrow><mi>k</mi><mo>)</mo></math></span> in expectation, with respect to a stationarity measure based on a Forward-Backward envelope. Furthermore, leveraging the connection between DCA and Expectation Maximization (EM), we propose a randomized block coordinate EM algorithm.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100123"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145617310","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A tutorial on properties of the epigraph reformulation 关于铭文改写的性质的教程
IF 2.6
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-05-13 DOI: 10.1016/j.ejco.2025.100109
Oliver Stein
{"title":"A tutorial on properties of the epigraph reformulation","authors":"Oliver Stein","doi":"10.1016/j.ejco.2025.100109","DOIUrl":"10.1016/j.ejco.2025.100109","url":null,"abstract":"<div><div>This paper systematically surveys useful properties of the epigraph reformulation for optimization problems, and complements them by some new results. We focus on the complete compatibility of the original formulation and the epigraph reformulation with respect to solvability and unsolvability, the compatibility with respect to some, but not all, basic constraint qualifications, the formulation of first-order optimality conditions for problems with max-type objective function, and the interpretation of feasibility and optimality cuts along epigraphs in the framework of cutting plane methods. Finally we introduce a generalized epigraph reformulation which is particularly useful for treating nonsmooth summands of objective and constraint functions independently in the reformulation.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100109"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144068275","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
In memoriam: Marguerite Straus Frank (1927–2024) 纪念：玛格丽特·斯特劳斯·弗兰克（1927-2024）
IF 2.6
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-01-22 DOI: 10.1016/j.ejco.2025.100104
Immanuel Bomze, Anna Nagurney
{"title":"In memoriam: Marguerite Straus Frank (1927–2024)","authors":"Immanuel Bomze,&nbsp;Anna Nagurney","doi":"10.1016/j.ejco.2025.100104","DOIUrl":"10.1016/j.ejco.2025.100104","url":null,"abstract":"","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100104"},"PeriodicalIF":2.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143169820","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The unrelated parallel machine scheduling problem with sequence and machine dependent setup times and a shared resource without overlap 具有序列和机器相关的设置时间和无重叠的共享资源的不相关并行机器调度问题
IF 1.7
EURO Journal on Computational Optimization Pub Date : 2025-01-01 Epub Date: 2025-09-29 DOI: 10.1016/j.ejco.2025.100117
Héctor G.-de-Alba , Samuel Nucamendi-Guillén , Oliver Avalos-Rosales , Francisco Ángel-Bello
{"title":"The unrelated parallel machine scheduling problem with sequence and machine dependent setup times and a shared resource without overlap","authors":"Héctor G.-de-Alba ,&nbsp;Samuel Nucamendi-Guillén ,&nbsp;Oliver Avalos-Rosales ,&nbsp;Francisco Ángel-Bello","doi":"10.1016/j.ejco.2025.100117","DOIUrl":"10.1016/j.ejco.2025.100117","url":null,"abstract":"<div><div>This paper addresses with minimizing the makespan in unrelated parallel machines with sequence and machine-dependent setup times involving a non-overlapping shared resource. The shared resource corresponds to an operator who can service one machine at a time to perform setup operations when it is necessary to change the type of job to be processed. We develop two Mixed Integer Linear Programming (MILP) formulations and a metaheuristic algorithm that combines an Iterated Greedy scheme with Variable Neighborhood Descent (IG + VND). Both approaches were compared with existing models and algorithms from the literature. The results indicate that the proposed formulation outperforms previous models present in the literature in instances of up to 14 jobs and 4 machines. The algorithm reported average deviations within 5 % of the solutions obtained by the model, but performed up to 3 orders of magnitude faster. Similarly, the proposed IG+VND outperformed the other algorithms in the literature, particularly for instances of up to 40 jobs and 6 machines, and obtained solutions for instances of up to 60 jobs and up to 6 machines.</div></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"13 ","pages":"Article 100117"},"PeriodicalIF":1.7,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145265090","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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