Related papers: A Scalable MIP-based Method for Learning Optimal M…
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…
Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter…
This paper addresses a mixed integer programming (MIP) formulation for the multi-item uncapacitated lot-sizing problem that is inspired from the trailer manufacturer. The proposed MIP model has been utilized to find out the optimum order…
In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as…
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.…
Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…
In this paper, we propose a new mathematical optimization model for multiclass classification based on arrangements of hyperplanes. Our approach preserves the core support vector machine (SVM) paradigm of maximizing class separation while…
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…
Decision trees are powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…
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…
Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…
Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics,…
This paper introduces scalable, sampling-based algorithms that optimize trained neural networks with ReLU activations. We first propose an iterative algorithm that takes advantage of the piecewise linear structure of ReLU neural networks…
Inspection planning is concerned with computing the shortest robot path to inspect a given set of points of interest (POIs) using the robot's sensors. This problem arises in a wide range of applications from manufacturing to medical…
The global optimization literature places large emphasis on reducing intractable optimization problems into more tractable structured optimization forms. In order to achieve this goal, many existing methods are restricted to optimization…
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…
In this paper, we study multistage stochastic mixed-integer nonlinear programs (MS-MINLP). This general class of problems encompasses, as important special cases, multistage stochastic convex optimization with non-Lipschitzian value…
The selection of branching variables is a key component of branch-and-bound algorithms for solving Mixed-Integer Programming (MIP) problems since the quality of the selection procedure is likely to have a significant effect on the size of…
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…
We consider the problem of classifying data manifolds where each manifold represents invariances that are parameterized by continuous degrees of freedom. Conventional data augmentation methods rely upon sampling large numbers of training…