Deborah Hendrych

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.

Mixed-integer nonlinear optimization encompasses a broad class of problems that present both theoretical and computational challenges. We propose a new type of method to solve these problems based on a branch-and-bound algorithm with convex node relaxations. These relaxations are solved with a Frank–Wolfe algorithm over the convex hull of mixed-integer feasible points instead of the continuous relaxation via calls to a mixed-integer linear solver as the linear minimization oracle. The proposed method computes feasible solutions while working on a single representation of the polyhedral constraints, leveraging the full extent of mixed-integer linear solvers without an outer approximation scheme and can exploit inexact solutions of node subproblems.

We present a new step-size strategy based on the secant method for Frank-Wolfe algorithms. This strategy, which requires mild assumptions about the function under consideration, can be applied to any Frank-Wolfe algorithm. It is as effective as full line search and, in particular, allows for adapting to the local smoothness of the function, such as in (Pedregosa et al., 2020), but comes with a significantly reduced computational cost, leading to higher effective rates of convergence. We provide theoretical guarantees and demonstrate the effectiveness of the strategy through numerical experiments.

We tackle the Optimal Experiment Design Problem, which consists of choosing experiments to run or observations to select from a finite set to estimate the parameters of a system. The objective is to maximize some measure of information gained about the system from the observations, leading to a convex integer optimization problem. We leverage Boscia.jl, a recent algorithmic framework, which is based on a nonlinear branch-and-bound algorithm with node relaxations solved to approximate optimality using Frank-Wolfe algorithms. One particular advantage of the method is its efficient utilization of the polytope formed by the original constraints which is preserved by the method, unlike alternative methods relying on epigraph-based formulations. We assess the method against both generic and specialized convex mixed-integer approaches. Computational results highlight the performance of the proposed method, especially on large and challenging instances.