# Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow

arXiv: https://arxiv.org/abs/2609.09295 · HTML: https://mlsanity.com/paper/2609.09295/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 9 of its 55 references that are in the map.
- First posted on arXiv 8 Sep 2026.

## Builds on (most cited first, 9 of 9)

- [Graduated Non-Convexity for Robust Spatial Perception: From Non-Minimal Solvers to Global Outlier Rejection](https://mlsanity.com/paper/1909.08605/) (2019)
- [Oracle Complexity in Nonsmooth Nonconvex Optimization](https://mlsanity.com/paper/2104.06763/) (2021)
- [Approximate Gaussian Elimination for Laplacians: Fast, Sparse, and Simple](https://mlsanity.com/paper/1605.02353/) (2016)
- [A Scalable Second Order Method for Ill-Conditioned Matrix Completion from Few Samples](https://mlsanity.com/paper/2106.02119/) (2021)
- [Iteratively Reweighted Least Squares for Basis Pursuit with Global Linear Convergence Rate](https://mlsanity.com/paper/2012.12250/) (2020)
- [Ultrasparse Ultrasparsifiers and Faster Laplacian System Solvers](https://mlsanity.com/paper/2011.08806/) (2020)
- [Robust and Practical Solution of Laplacian Equations by Approximate Elimination](https://mlsanity.com/paper/2303.00709/) (2023)
- [Lasry-Lions Envelopes and Nonconvex Optimization: A Homotopy Approach](https://mlsanity.com/paper/2103.08533/) (2021)
- [Planning minimum regret CO2 pipeline networks](https://mlsanity.com/paper/2502.12035/) (2025)

## Abstract (arXiv)

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of 1.316% to a time-limited MILP reference and a win-or-tie rate of 90.0% among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.