We present a matheuristic, an integer programming based heuristic, for the Liner Shipping Network Design Problem. The heuristic applies a greedy construction heuristic based on an interpretation of the liner shipping network design problem as a multiple quadratic knapsack problem. The construction heuristic is combined with an improvement heuristic with a neighborhood defined by the solution sp...

Abstract Large Neighborhood Search (LNS) heuristics are among the most powerful but also expensive for mixed integer programs (MIP). Ideally, a solver adaptively concentrates its limited computational budget by learning which LNS work best MIP problem at hand. To this end, introduces Adaptive (ALNS) MIP, primal heuristic that acts as framework eight popular such Local Branching and Relaxation I...

We introduce a mixed integer program (MIP) for assigning importance scores to each neuron in deep neural network architectures which is guided by the impact of their simultaneous pruning on main learning task network. By carefully devising objective function MIP, we drive solver minimize number critical neurons (i.e., with high score) that need be kept maintaining overall accuracy trained Furth...

We study several joint facility location and inventory management problems with stochastic retailer demand. In particular, we consider cases with uncapacitated facilities, capacitated facilities, correlated retailer demand, stochastic lead times, and multicommodities. We show how to formulate these problems as conic quadratic mixed-integer problems. Valid inequalities, including extended polyma...

This paper addresses the problem of identification of hybrid dynamical systems, by focusing the attention on hinging hyperplanes (HHARX) and wiener piecewise affine (W-PWARX) autoregressive exogenous models. In particular, we provide algorithms based on mixed-integer linear or quadratic programming which are guaranteed to converge to a global optimum. We also discuss issues of state-space reali...

This paper proposes a framework for modeling and controlling systems described by interdependent physical laws, logic rules, and operating constraints, denoted as Mixed Logical Dynamical (MLD) systems. These are described by linear dynamic equations subject to linear inequalities involving real and integer variables. MLD systems include constrained linear systems, finite state machines, some cl...

This paper describes the application of a simulated annealing approach to the solution of a complex portfolio selection model. The model is a mixed integer quadratic programming problem which arises when Markowitz classical mean–variance model is enriched with additional realistic constraints. Exact optimization algorithms run into difficulties in this framework and this motivates the investiga...