# A unified approach to mixed-integer optimization problems with logical constraints

arXiv: https://arxiv.org/abs/1907.02109 · HTML: https://mlsanity.com/paper/1907.02109/

## Key facts

- Cited by 18 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 3 Jul 2019.

## Built on by (most cited first, 18 of 18)

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- [Stability Regularized Cross-Validation](https://mlsanity.com/paper/2505.06927/) (2025)
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## Abstract (arXiv)

We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, sparse principal analysis and sparse learning problems. These problems exhibit logical relationships between continuous and discrete variables, which are usually reformulated linearly using a big-M formulation. In this work, we challenge this longstanding modeling practice and express the logical constraints in a non-linear way. By imposing a regularization condition, we reformulate these problems as convex binary optimization problems, which are solvable using an outer-approximation procedure. In numerical experiments, we establish that a general-purpose numerical strategy, which combines cutting-plane, first-order and local search methods, solves these problems faster and at a larger scale than state-of-the-art mixed-integer linear or second-order cone methods. Our approach successfully solves network design problems with 100s of nodes and provides solutions up to 40% better than the state-of-the-art; sparse portfolio selection problems with up to 3,200 securities compared with 400 securities for previous attempts; and sparse regression problems with up to 100,000 covariates.