Related papers: Local Rapid Learning for Integer Programs
This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…
We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…
Deriving a good variable selection strategy in branch-and-bound is essential for the efficiency of modern mixed-integer programming (MIP) solvers. With MIP branching data collected during the previous solution process, learning to branch…
Two essential ingredients of modern mixed-integer programming (MIP) solvers are diving heuristics that simulate a partial depth-first search in a branch-and-bound search tree and conflict analysis of infeasible subproblems to learn valid…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
In line with the growing trend of using machine learning to help solve combinatorial optimisation problems, one promising idea is to improve node selection within a mixed integer programming (MIP) branch-and-bound tree by using a learned…
Current Reinforcement Learning (RL) methods often suffer from sample-inefficiency, resulting from blind exploration strategies that neglect causal relationships among states, actions, and rewards. Although recent causal approaches aim to…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
This work introduces a framework to address the computational complexity inherent in Mixed-Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics…
Mixed Integer Programming (MIP) is NP-hard, and yet modern solvers often solve large real-world problems within minutes. This success can partially be attributed to heuristics. Since their behavior is highly instance-dependent, relying on…
Large Neighborhood Search (LNS) is a combinatorial optimization heuristic that starts with an assignment of values for the variables to be optimized, and iteratively improves it by searching a large neighborhood around the current…
Designing faster algorithms for solving Mixed-Integer Linear Programming (MILP) problems is highly desired across numerous practical domains, as a vast array of complex real-world challenges can be effectively modeled as MILP formulations.…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
Integer linear programming (ILP) models a wide range of practical combinatorial optimization problems and significantly impacts industry and management sectors. This work proposes new characterizations of ILP with the concept of boundary…
Many real-world problems can be efficiently modeled as Mixed Integer Linear Programs (MILPs) and solved with the Branch-and-Bound method. Prior work has shown the existence of MILP backdoors, small sets of variables such that prioritizing…
In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…
Today's fast linear algebra and numerical optimization tools have pushed the frontier of model predictive control (MPC) forward, to the efficient control of highly nonlinear and hybrid systems. The field of hybrid MPC has demonstrated that…
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…