Related papers: A Scalable MIP-based Method for Learning Optimal M…
Among the most famous algorithms for solving classification problems are support vector machines (SVMs), which find a separating hyperplane for a set of labeled data points. In some applications, however, labels are only available for a…
Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data…
Navigating rigid body objects through crowded environments can be challenging, especially when narrow passages are presented. Existing sampling-based planners and optimization-based methods like mixed integer linear programming (MILP)…
Data clipping is crucial in reducing noise in quantization operations and improving the achievable accuracy of quantization-aware training (QAT). Current practices rely on heuristics to set clipping threshold scalars and cannot be shown to…
We consider the problem of learning an optimal prescriptive tree (i.e., an interpretable treatment assignment policy in the form of a binary tree) of moderate depth, from observational data. This problem arises in numerous socially…
Background: Multi-collimator proton minibeam radiation therapy (MC-pMBRT) has recently emerged as a versatile technique for dose shaping, enabling peak-valley dose patterns in organs-at-risk (OAR) while maintaining a uniform dose…
Influence diagrams represent decision-making problems with interdependencies between random events, decisions, and consequences. Traditionally, they have been solved using algorithms that determine the expected utility-maximizing decision…
In this work, we develop an adaptive, multivariate partitioning algorithm for solving mixed-integer nonlinear programs (MINLP) with multi-linear terms to global optimality. This iterative algorithm primarily exploits the advantages of…
We consider {\em Mixed Linear Regression (MLR)}, where training data have been generated from a mixture of distinct linear models (or clusters) and we seek to identify the corresponding coefficient vectors. We introduce a {\em Mixed Integer…
ODTLearn is an open-source Python package that provides methods for learning optimal decision trees for high-stakes predictive and prescriptive tasks based on the mixed-integer optimization (MIO) framework proposed in (Aghaei et al., 2021)…
Mixed Integer Linear Programs (MILPs) are essential tools for solving planning and scheduling problems across critical industries such as construction, manufacturing, and logistics. However, their widespread adoption is limited by long…
Optimizing Large Language Model (LLM) performance requires well-crafted prompts, but manual prompt engineering is labor-intensive and often ineffective. Automated prompt optimization techniques address this challenge but the majority of…
With the abundance of available data, many enterprises seek to implement data-driven prescriptive analytics to help them make informed decisions. These prescriptive policies need to satisfy operational constraints, and proactively eliminate…
Mixed-integer linear programming (MILP) is at the core of many advanced algorithms for solving fundamental problems in combinatorial optimization. The complexity of solving MILPs directly correlates with their support size, which is the…
The data used to pretrain large language models has a decisive impact on a model's downstream performance, which has led to a large body of work on data selection methods that aim to automatically determine the most suitable data to use for…
The trade-off between computation time and path optimality is a key consideration in motion planning algorithms. While classical sampling based algorithms fall short of computational efficiency in high dimensional planning, learning based…
In this paper we provide a computation algorithm to get a global solution for the maximum rank correlation estimator using the mixed integer programming (MIP) approach. We construct a new constrained optimization problem by transforming all…