Related papers: Learning Optimal Classification Trees: Strong Max-…
Solving large-scale Mixed Integer Programs (MIP) can be difficult without advanced algorithms such as decomposition based techniques. Even if a decomposition technique might be appropriate, there are still many possible decompositions for…
Task and motion planning under Signal Temporal Logic constraints is known to be NP-hard. A common class of approaches formulates these hybrid problems, which involve discrete task scheduling and continuous motion planning, as mixed-integer…
Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…
Mixed integer bilinear programs (MIBLPs) offer tools to resolve robotics motion planning problems with orthogonal rotation matrices or static moment balance, but require long solving times. Recent work utilizing data-driven methods has…
Lifting is a crucial technique in mixed integer programming (MIP) for generating strong valid inequalities, which serve as cutting planes to improve the branch-and-cut algorithm. We first propose an exact sequential lifting algorithm for…
Interpretable reinforcement learning policies are essential for high-stakes decision-making, yet optimizing decision tree policies in Markov Decision Processes (MDPs) remains challenging. We propose SPOT, a novel method for computing…
Reinforcement learning often needs to deal with the exponential growth of states and actions when exploring optimal control in high-dimensional spaces (often known as the curse of dimensionality). In this work, we address this issue by…
Conflict learning algorithms are an important component of modern MIP and CP solvers. But strong conflict information is typically gained by depth-first search. While this is the natural mode for CP solving, it is not for MIP solving. Rapid…
Many probabilistic inference tasks involve summations over exponentially large sets. Recently, it has been shown that these problems can be reduced to solving a polynomial number of MAP inference queries for a model augmented with randomly…
Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…
In this chapter, an integer linear programming formulation for the problem of obtaining task-relevant, multi-resolution, environment abstractions for resource-constrained autonomous agents is presented. The formulation leverages concepts…
Fast and accurate large-scale energy system models are needed to investigate the potential of storage to complement the fluctuating energy production of renewable energy systems. However, standard Mixed-Integer Programming (MIP) models that…
We present an integrated prediction-optimization (PredOpt) framework to efficiently solve sequential decision-making problems by predicting the values of binary decision variables in an optimal solution. We address the key issues of…
In this paper, we describe a comprehensive algorithmic framework for solving mixed integer bilevel linear optimization problems (MIBLPs) using a generalized branch-and-cut approach. The framework presented merges features from existing…
Classification of datasets into two or more distinct classes is an important machine learning task. Many methods are able to classify binary classification tasks with a very high accuracy on test data, but cannot provide any easily…
We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…
Probabilistic-driven classification techniques extend the role of traditional approaches that output labels (usually integer numbers) only. Such techniques are more fruitful when dealing with problems where one is not interested in…
Accurately segmenting a citation string into fields for authors, titles, etc. is a challenging task because the output typically obeys various global constraints. Previous work has shown that modeling soft constraints, where the model is…
Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…
In this paper we propose a novel methodology to construct Optimal Classification Trees that takes into account that noisy labels may occur in the training sample. Our approach rests on two main elements: (1) the splitting rules for the…