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Mixed-integer Linear Programming

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Mixed-integer Linear Programming (MILP) is an optimization technique that involves maximizing or minimizing a linear objective function subject to linear constraints, where some decision variables are constrained to take integer values while others can be continuous. It is widely used in operations research and decision-making processes.
lightbulbAbout this topic
Mixed-integer Linear Programming (MILP) is an optimization technique that involves maximizing or minimizing a linear objective function subject to linear constraints, where some decision variables are constrained to take integer values while others can be continuous. It is widely used in operations research and decision-making processes.

Key research themes

1. How can decomposition and reformulation techniques improve the scalability and solution quality of mixed-integer linear programs?

This theme focuses on leveraging decomposition strategies, such as Dantzig-Wolfe reformulation and Lagrangian relaxation methods, alongside matrix structure exploitation and problem reformulations, to tackle the inherent combinatorial complexity and scale of MILPs. These techniques reduce problem size or complexity, produce strong dual bounds, and enable parallel or distributed computations, significantly improving solver performance for medium to large-scale MILP instances.

Key finding: Proposes a systematic approach to automatically identify and exploit bordered block-diagonal (and double-bordered block-diagonal) structures within general MILP constraint matrices via hypergraph partitioning. Introduces a... Read more
Key finding: Presents the DECOA algorithm that performs a two-phase decomposition-based outer approximation method for convex MINLPs by parallelizing cut generation through small subproblems. This decomposition-based approach drastically... Read more
Key finding: Extends a knapsack problem reformulation to general linear integer programs and proposes an additional upper bound constraint, significantly reducing branch-and-bound iterations despite increased formulation size.... Read more

2. What algorithmic advancements enable efficient and reliable solution of mixed-integer nonlinear programming problems, especially with logical constraints and bilevel structures?

Addressing the complexity of MINLPs with logical or bilevel constraints requires unified modeling frameworks, problem reformulations, and novel algorithmic strategies that ensure computational tractability and global optimality. Developments include new representation of logical constraints beyond big-M formulations, exact algorithms for bilevel problems using parametric cuts, and hybrid approaches combining outer approximation with decomposition for robustness and scalability. This theme captures the evolution of combined modeling and solution techniques that bridge theory and practice in complex MINLPs.

Key finding: Challenges the conventional big-M linearization for logical constraints ('x=0 if z=0'), proposing a nonlinear reformulation combined with convex regularization that yields a tractable convex binary optimization problem. This... Read more
Key finding: Analyses progressive hedging (PH) algorithms applied heuristically to stochastic mixed-integer programs (SMIP), explaining observed effective convergence despite integer variables. Using variational analysis and viewing PH as... Read more
Key finding: Although essentially the same paper as above (appears in dataset twice), the paper discusses further the enhanced interpretation of PH in SMIP, also connecting PH convergence with augmented Lagrangian exact penalty properties... Read more
Key finding: Identical to above but focuses on the interleaving view of proximal-point methods and Gauss-Seidel iterations, explaining how partial relaxation/unfixing can be systematically applied. The analysis connects PH to... Read more
Key finding: Reinforces previous analysis of PH methods with variable penalties and multiplier update rules, providing stronger theoretical guarantees for generation of feasible solutions in SMIP. Also discusses relationships with... Read more
Key finding: Further elaborates on the connection between PH and proximal-point algorithms, Gauss-Seidel iterations, and augmented Lagrangian duality, justifying PH's practical success in SMIP through mathematical analyses revealing the... Read more
Key finding: Summarizes the theoretical and experimental evidence supporting PH applications to SMIP, highlighting the method's versatility, computational efficiency, and capacity to find high-quality solutions quickly despite theoretical... Read more
Key finding: Completes the PH analysis in SMIP context by integrating augmented Lagrangian theory and nonsmooth analysis, providing a comprehensive theoretical basis for PH algorithms as heuristic solvers for large-scale SMIPs, with clear... Read more
Key finding: Elaborates on the use of varying penalty and multiplier update parameters in PH when applied to SMIP, emphasizing the practical heuristic nature yet strong performance supported by the mathematical framework developed.
Key finding: Completes the bridge between theoretical constructs and practical implementation of PH for SMIP, discussing convergence properties, boundedness conditions, and computational implications.
Key finding: Describes how PH can be conceptualized as a Gauss-Seidel method with augmented Lagrangian, unifying multiple theoretical perspectives and supporting its heuristic success despite integer constraints.
Key finding: The work supports the design of enhanced PH algorithms for SMIP that adjust penalty parameters adaptively and selectively relax or fix variables to accelerate convergence and solution quality.
Key finding: Connects PH method insights with augmented Lagrangian duality theory ensuring that even in stochastic integer settings, proximal algorithms remain foundational, giving rigorous explanation for observed empirical efficacy.
Key finding: Interprets the feasibility pump heuristic as a discrete proximal point algorithm minimizing a weighted combination of objective and integrality penalty terms. This insight explains why the FP often converges to feasible... Read more
Key finding: Again emphasizing the importance of penalty parameter adaptation and variable relaxing/unfixing as essential to PH's observed heuristic convergence for SMIP, thus connecting closely with recent advances in feasibility... Read more
Key finding: Further theoretical details bridging proximal methods and relaxation techniques, offering a more complete understanding of how PH overcomes integer complexity.
Key finding: Summarizes key algorithmic insights making PH a practical heuristic method for SMIP.
Key finding: Discusses penalty based augmented Lagrangian approaches in PH showing under what conditions feasible and near-optimal solutions can be extracted.
Key finding: Develops a cutting-plane based exact algorithm for mixed-integer bilevel programming arising from strategic energy market bidding. The method employs advanced integer parametric programming to generate valid cuts that exclude... Read more
Key finding: Proposes an outer approximation algorithm enabling the global solution of robust MINLPs with discrete and continuous decisions and uncertain parameters without restrictive assumptions on the adversarial problem convexity. The... Read more

3. Which mathematical formulations and reformulations provide stronger linear relaxations and improved computational performance in mixed-integer linear and quadratic problems?

This theme studies formulation techniques that transform challenging nonconvex or combinatorial mixed-integer problems into MILP or MILP-like problems with strong valid inequalities and tighter relaxations, thereby enhancing solver efficiency. Techniques include introduction of complementarity constraints with linearization, novel cutting planes, logical constraint reformulations, and comparison of compact versus time-indexed or extended formulations. Such insights support better model design choices in practice for faster, more robust solutions.

Key finding: Proposes two distinct MILP reformulations for standard quadratic programs over the unit simplex: (1) a linear program with complementarity constraints linearized by binary variables with big-M bounds computed via problem... Read more
Key finding: Surveys and classifies MILP formulations for resource-constrained project scheduling problems according to problem size and LP relaxation strength: comparing compact polynomial-size, pseudo-polynomial time-indexed, and... Read more
Key finding: Introduces a variable bounding technique that estimates integer variable bounds using continuous optimal LP solutions. By approximating bounds for basic variables, this method reduces unnecessary branching in exact MILP... Read more
Key finding: Develops dynamic programming recursive formulations combined with branch-and-bound fathoming criteria to obtain sets of efficient solutions for multicriteria integer linear programs (a multidimensional knapsack setting).... Read more
Key finding: Proposes GoNDEF, an exact algorithm generating all non-dominated points of multi-objective MILPs by decomposing integer and continuous variables. GoNDEF first enumerates integer variable assignments that generate... Read more

All papers in Mixed-integer Linear Programming

Copyright © 2013 John Moussourakis, Cengiz Haksever. This is an open access article distributed under the Creative Commons Attri-bution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the... more
The Indian share market has experienced substantial growth during 2025-2026 due to increased retail participation, digital trading infrastructure, foreign institutional investments, and rapid expansion in technology-driven industries.... more
Decarbonizing biomethane facilities demands integrated electricity-heat strategies respecting land constraints. This study presents the first optimization framework integrating bifacial agrivoltaic systems with anaerobic digestion plants... more
The emergence of electric vertical take-off and landing (eVTOL) aircraft—commonly termed “flying cars”—operated by firms such as Joby Aviation and Archer Aviation introduces a novel class of fleet management problem that existing airline... more
In semiconductor manufacturing, furnaces are used for diffusion and deposition operations. A furnace is a batch processing machine, which can simultaneously process a number of lots together as a batch. Whenever a furnace becomes... more
The ratio of Earth's mean diameter to the Moon's mean diameter converges to approximately 108-a value that recurs independently across cosmological measurement, ancient calendrical systems, and biological constants. We propose this ratio... more
Call control features (e.g., call-divert, voice-mail) are primitive options to which users can subscribe off-line to personalise their service. The configuration of a feature subscription involves choosing and sequencing features from a... more
Supply chain network design aims at the integration of the different actors of a supply chain within a single framework in order to optimize the total profit of the system. In this paper, we consider the integration of line balancing... more
Renewable energy technologies are becoming more and more relevant in a variety of engineering fields as a result of the move toward low-carbon, sustainable energy systems. Although research has historically concentrated on power... more
Electric vehicles (EVs) and distributed generation (DG) based on renewable energy sources (RES), mainly solar photovoltaics (PV) and wind, are the two main pillars of the current smart grid. EVs are growing in popularity. They promise... more
The paper is devoted to optimal vaccination scheduling during a pandemic to minimize the probability of infection. The recent COVID-19 pandemic showed that the international community is not properly prepared to manage a crisis of this... more
The global transition towards sustainable and resilient energy systems has emphasized the need for efficient utilization of renewable energy sources (RESs) and rapid electrification of transportation. However, smart grids must address the... more
The Job Shop Scheduling Problem is a classic combinatorial optimization problem and one of the most well-studied scheduling problems. Several methodologies, both exact and metaheuristic, have already been proposed for the solution of this... more
The general definition of the hybrid flow shop (HFS) environment is a set of S≥2 production stages where at least one of these stages includes more than one machine, which can process one job at a time. A job can be defined as several... more
We consider a continuous supply chain network consisting of buffering queues and processors first articulated by and analyzed subsequently by [1] and [4]. A model was proposed for such network by [23] using a system of coupling partial... more
Hydrothermal operation planning (HTOP) is a complex, large-scale optimal control problem. Traditionally, mathematical programming is used to solve it; however, metaheuristic techniques have emerged as an alternative approach. However,... more
and Microgrids (MG) achieve optimum and reliable integration of Distributed Generation (DG) units in the existing electricity distribution network. An AC/DC hybrid MG system is proposed in this paper in order to integrate the Photovoltaic... more
Timetable generation is a very difficult task. It is a time consuming, and arduous process. To manually generate a timetable, takes a lot of time, effort, and manpower. However, a timetable scheduling system is designed for different... more
According to different needs of users, there are different consumption habits. Consumption habits of people, which have the same age group or the same professions, are similar. A type of internet usage habits of people in this way is one... more
The effort to continuously improve and innovate smart appliances (SA) energy management requires an experimental research and development environment which integrates widely differing tools and resources seamlessly. To this end, this... more
HAL is a multi-disciplinary open access archive for the deposit and dissemination of scientific research documents, whether they are published or not. The documents may come from teaching and research institutions in France or abroad, or... more
Simulation-based problems involving mixed-variable inputs frequently feature domains that are hierarchical, conditional, heterogeneous, or tree-structured. These characteristics pose challenges for data representation, modeling, and... more
This paper presents a mixed-integer linear programming model for volt-var optimization considering the chronological operation of distribution systems containing distributed energy resources (DERs). The proposed model describes the... more
Efficient and sustainable municipal waste collection is a critical challenge in urban management, requiring datadriven strategies that align operational performance with environmental objectives. Despite the increasing use of clustering... more
Municipal Solid Waste Management (MSWM) represents a complex, multi-level decision domain that involves strategic, tactical, and operational planning under economic, environmental, and social constraints. This paper reviews the state of... more
Due to dramatic increase in the number of product variants, line balancing has become a critical aspect of production systems aimed at improving efficiency and productivity. It involves distributing workstation in a way that minimizes... more
In this paper, Label Setting Algorithm and Dynamic Programming Algorithm had been critically examined in determining the shortest path from one source to a destination. Shortest path problems are for finding a path with minimum cost from... more
This book provides an overview of power transformer infrastructure and computer aided design with numerical solutions. Currently, a variety of design methodologies are available to perform the transformer infrastructure perfectly in the... more
This paper introduces a sequential decomposition strategy based on a rigorous mixed-integer linear programming (MILP) model to address the integrated Production Routing Problem (PRP) of large-scale industrial gas supply chains. Solving... more
A multi-product model for the design of global supply chains with reverse flows is proposed. Two levels of decisions are considered, one strategic and one tactical. The first is modelled through a macro perspective of time where the... more
A multi-product model for the design of global supply chains with reverse flows is proposed. Two levels of decisions are considered, one strategic and one tactical. The first is modelled through a macro perspective of time where the... more
The multi-resource generalized assignment problem (MRGAP) is an assignment problem in which each agent has more than one capacity-constrained resource. Although each agent cannot perform each job in real life, in the MRGAP literature it... more
Globally, there is an increase in the proportion of renewable sources for electricity generation. Among renewable sources, hydropower is the most widespread. For this reason, the improvements of their applications have been the focus of... more
In this letter we investigate link scheduling algorithms for throughput maximization in multicast wireless networks. According to our system model, each source node transmits to a multicast group that resides one hop away. We adopt the... more
In this letter we investigate link scheduling algorithms for throughput maximization in multicast wireless networks. According to our system model, each source node transmits to a multicast group that resides one hop away. We adopt the... more
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