Related papers: A Study of Learning Search Approximation in Mixed …
This paper proposes a new mixed-integer programming (MIP) formulation to optimize split rule selection in the decision tree induction process, and develops an efficient search algorithm that is able to solve practical instances of the MIP…
Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned…
Branch-and-Bound (B\&B) is an exact method in integer programming that recursively divides the search space into a tree. During the resolution process, determining the next subproblem to explore within the tree-known as the search…
We study the problem of learning a good search policy for combinatorial search spaces. We propose retrospective imitation learning, which, after initial training by an expert, improves itself by learning from \textit{retrospective…
Branch and Bound (B&B) is the exact tree search method typically used to solve Mixed-Integer Linear Programming problems (MILPs). Learning branching policies for MILP has become an active research area, with most works proposing to imitate…
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.…
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…
Finding a high-quality feasible solution to a combinatorial optimization (CO) problem in a limited time is challenging due to its discrete nature. Recently, there has been an increasing number of machine learning (ML) methods for addressing…
Heuristic search is often used for motion planning and pathfinding problems, for finding the shortest path in a graph while also promising completeness and optimal efficiency. The drawback is it's space complexity, specifically storing all…
Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…
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…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
The problem of learning the structure of Bayesian networks from complete discrete data with a limit on parent set size is considered. Learning is cast explicitly as an optimisation problem where the goal is to find a BN structure which…
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…
Decision trees are a popular machine learning model which are traditionally trained by heuristic methods. Massive improvements in computing power and optimisation techniques has led to renewed interest in learning globally optimal decision…
Recent machine-learning approaches to deterministic search and domain-independent planning employ policy learning to speed up search. Unfortunately, when attempting to solve a search problem by successively applying a policy, no guarantees…
This paper proposes a Heaviside composite optimization approach and presents a progressive (mixed) integer programming (PIP) method for solving multi-class classification and multi-action treatment problems with constraints. A Heaviside…
Most state-of-the-art branch-and-bound solvers for mixed-integer linear programming rely on limited-precision floating-point arithmetic and use numerical tolerances when reasoning about feasibility and optimality during their search. While…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
Over the last few years, there has been a surge in the use of learning techniques to improve the performance of optimization algorithms. In particular, the learning of branching rules in mixed integer linear programming has received a lot…