Gioni Mexi

We propose a primal heuristic for quadratic mixed-integer problems. Our method extends the Boscia framework – originally a mixed-integer convex solver leveraging a Frank-Wolfe-based branch-and-bound approach – to address nonconvex quadratic objective and constraints. We reformulate nonlinear constraints, introduce preprocessing steps, and a suite of heuristics including rounding strategies, gradient-guided selection, and large neighborhood search techniques that exploit integer-feasible vertices generated during the Frank-Wolfe iterations. Computational results demonstrate the effectiveness of our method in solving challenging MIQCQPs, achieving improvements on QPLIB instances within minutes and winning first place in the Land-Doig MIP Computational Competition 2025.

Recent progress in LLM-driven algorithm discovery, exemplified by DeepMind’s AlphaEvolve, has produced new best-known solutions for a range of hard geometric and combinatorial problems. This raises a natural question: to what extent can modern off-the-shelf global optimization solvers match such results when the problems are formulated directly as nonlinear optimization problems (NLPs)? We revisit a subset of problems from the AlphaEvolve benchmark suite and evaluate straightforward NLP formulations with two state-of-the-art solvers, the commercial FICO Xpress and the open-source SCIP. Without any solver modifications, both solvers reproduce, and in several cases improve upon, the best solutions previously reported in the literature, including the recent LLM-driven discoveries. Our results not only highlight the maturity of generic NLP technology and its ability to tackle nonlinear mathematical problems that were out of reach for general-purpose solvers only a decade ago, but also position global NLP solvers as powerful tools that may be exploited within LLM-driven algorithm discovery.

Recent LLM-driven discoveries have renewed interest in geometric packing problems. In this paper, we study several classes of such packing problems through the lens of modern global nonlinear optimization. Starting from comparatively direct nonlinear formulations, we consider packing circles in squares and fixed-perimeter rectangles, packing circles into minimum-area ellipses, packing regular polygons into regular polygons, and packing Platonic solids into Platonic solids. For ellipse packing, we derive a novel containment formulation based on the S-lemma. For polygon and Platonic solid packing, we develop compact non-overlap formulations based on the Farkas lemma and study several natural modeling variants computationally. Using off-the-shelf global optimization solvers, namely FICO Xpress and SCIP, we obtain numerous new incumbent solutions as well as first solutions for previously unstudied variants without any problem-specific solver modifications beyond writing down the models. Our computational results analyze the impact of various formulation choices. Beyond the individual packing results, the paper illustrates a broader point. It provides further evidence that global nonlinear optimization has matured into an increasingly practical model-and-solve technology for highly nonconvex problems.

We present CHAP (Coordinating Heuristics Across Platforms) a GPU-CPU-hybrid primal heuristic framework for mixed-integer programming. CHAP adopts a portfolio approach where it coordinates a set of primal heuristics, including Local Search, Fix-and-Propagate, and Feasibility Pump, via a shared solution pool. The solution pool is used to exchange feasible incumbent solutions, LP solutions, along with promising infeasible solution candidates, enabling a more comprehensive exploration of the solution space. On the GPU side, we implement a native tabu search featuring a novel best-shift algorithm built on sort, scan, and reduce primitives, along with specialized kernel designs. We additionally leverage cuPDLPx as an approximate LP solver. On the CPU side, we employ various Fix-and-Propagate strategies, guided by information from the solution pool, complemented by a CPU-based tabu search and a Feasibility Pump. All components operate collaboratively, iteratively repairing and improving candidate solutions maintained in the pool. We evaluate our framework on the 50-instances benchmark from the 2026 Land-Doig MIP Competition under competition constraints, including a five-minute time limit. In these settings, CHAP finds solutions to 47 instances outperforming both Gurobi (44) in default mode and NVIDIA cuOpt (43) in heuristics-only mode. The results demonstrate that coordinated cross-platform portfolios offer a promising direction for the integration of GPU heuristics into modern high-performance MIP solvers. The code will be made available on GitHub.

Mixed-integer programming (MIP) is a cornerstone in applied optimization, both in industry and academia. Recently, there has been increased attention to finding strong primal solutions quickly. This is reflected, for example, in the development of the NVIDIA cuOpt solver and, most recently, in the new MIPFEAS benchmark, which has a tight time limit of 600 seconds and evaluates solvers based on how quickly they find high-quality primal solutions. This article introduces a MIP portfolio parallelization scheme, focusing on efficiently exchanging information between its workers. We present two implementations of this scheme: one built directly into the open-source MIP solver SCIP, and an external one, which we call ReXi. ReXi is currently the fastest non-commercial solver in the MIPFEAS benchmark, followed by the SCIP-integrated implementation. Moreover, we present new versions of both implementations that considerably outperform their predecessors on the MIPFEAS benchmark.

The length-constrained cycle partition problem (LCCP) is a graph optimization problem in which a set of nodes must be partitioned into a minimum number of cycles. Every node is associated with a critical time and the length of every cycle must not exceed the critical time of any node in the cycle. We formulate LCCP as a set partitioning model and solve it using an exact branch-price-and-cut approach. Our dynamic programming-based pricing algorithm to generate improving cycles exploits the particular structure of the pricing problem for efficient bidirectional search and symmetry breaking. Computational results show that the LP relaxation of the set partitioning model produces very strong dual bounds and our branch-price-and-cut method improves significantly over the state of the art. It is able to solve previously solved instances in a fraction of the time and closes 14 previously unsolved instances with numerically safe bounds, one of which has 76 nodes, a notable improvement over the previous limit of 52 nodes.

Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major families of MIP cutting planes. This paper formulates the problem of finding good quality aggregations as an 𝓁₀-norm minimization problem and employs a combination of the lasso method and iterative reweighting to efficiently find sparse solutions corresponding to good aggregations. A comparative analysis of the proposed algorithm and the state-of-the-art greedy heuristic approach is presented, showing that the greedy heuristic implements a stepwise selection algorithm for the 𝓁₀-norm minimization problem. Further, we present an example where our approach succeeds, whereas the standard heuristic fails to find an aggregation with desired properties. The algorithm is implemented within the constraint integer programming solver SCIP, and computational experiments on the MIPLIB 2017 benchmark show that although the algorithm leads to slowdowns on relatively "easier" instances, our aggregation approach decreases the mean running time on a subset of challenging instances and leads to smaller branch-and-bound trees.

For almost two decades, mixed integer programming (MIP) solvers have used graph-based conflict analysis to learn from local infeasibilities during branch-and-bound search. In this paper, we improve MIP conflict analysis by instead using reasoning based on cuts, inspired by the development of conflict-driven solvers for pseudo-Boolean optimization. Phrased in MIP terminology, this type of conflict analysis can be understood as a sequence of linear combinations, integer roundings, and cut generation. We leverage this MIP perspective to design a new conflict analysis algorithm based on mixed integer rounding cuts, which theoretically dominates the state-of-the-art method in pseudo-Boolean optimization using Chvátal-Gomory cuts. Furthermore, we extend this cut-based conflict analysis from pure binary programs to mixed binary programs and-in limited form-to general MIP with also integer-valued variables. We perform an empirical evaluation of cut-based conflict analysis as implemented in the open-source MIP solver SCIP, testing it on a large and diverse set of MIP instances from MIPLIB 2017. Our experimental results indicate that the new algorithm improves the default performance of SCIP in terms of running time, number of nodes in the search tree, and the number of instances solved.