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Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of…

Optimization and Control · Mathematics 2023-02-01 Mark Turner , Timo Berthold , Mathieu Besançon , Thorsten Koch

Cutting planes are crucial in solving mixed integer linear programs (MILP) as they facilitate bound improvements on the optimal solution. Modern MILP solvers rely on a variety of separators to generate a diverse set of cutting planes by…

Optimization and Control · Mathematics 2023-11-13 Sirui Li , Wenbin Ouyang , Max B. Paulus , Cathy Wu

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…

Optimization and Control · Mathematics 2023-04-10 Antonia Chmiela , Ambros Gleixner , Pawel Lichocki , Sebastian Pokutta

We introduce a stochastic version of the cutting-plane method for a large class of data-driven Mixed-Integer Nonlinear Optimization (MINLO) problems. We show that under very weak assumptions the stochastic algorithm is able to converge to…

Optimization and Control · Mathematics 2021-03-04 Dimitris Bertsimas , Michael Lingzhi Li

Cutting plane methods, particularly outer approximation, are a well-established approach for solving nonlinear discrete optimization problems without relaxing the integrality of decision variables. While powerful in theory, their…

Optimization and Control · Mathematics 2025-11-04 Hòa T. Bùi , Alberto De Marchi

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…

Optimization and Control · Mathematics 2025-10-21 Gioni Mexi , Felipe Serrano , Timo Berthold , Ambros Gleixner , Jakob Nordström

Cutting planes are crucial for the performance of branch-and-cut algorithms for solving mixed-integer programming (MIP) problems, and linear row aggregation has been successfully applied to better leverage the potential of several major…

Optimization and Control · Mathematics 2025-02-05 Liding Xu , Gioni Mexi , Ksenia Bestuzheva

Data-driven algorithm design is a paradigm that uses statistical and machine learning techniques to select from a class of algorithms for a computational problem an algorithm that has the best expected performance with respect to some…

Machine Learning · Computer Science 2024-06-05 Hongyu Cheng , Sammy Khalife , Barbara Fiedorowicz , Amitabh Basu

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…

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…

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…

Optimization and Control · Mathematics 2022-07-04 Jake Weiner , Andreas T. Ernst , Xiaodong Li , Yuan Sun

We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…

Optimization and Control · Mathematics 2026-04-09 Pierre Bonami , Sanjeeb Dash , Anton Derkach , Andrea Lodi

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.…

Artificial Intelligence · Computer Science 2022-03-08 Jiayi Zhang , Chang Liu , Junchi Yan , Xijun Li , Hui-Ling Zhen , Mingxuan Yuan

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…

Neural and Evolutionary Computing · Computer Science 2022-01-05 Kaan Yilmaz , Neil Yorke-Smith

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.…

Machine Learning · Computer Science 2021-06-10 Aaron Ferber , Jialin Song , Bistra Dilkina , Yisong Yue

By exploiting the correlation between the structure and the solution of Mixed-Integer Linear Programming (MILP), Machine Learning (ML) has become a promising method for solving large-scale MILP problems. Existing ML-based MILP solvers…

Machine Learning · Computer Science 2025-01-03 Yixuan Li , Can Chen , Jiajun Li , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early…

Machine Learning · Computer Science 2021-03-19 Antonia Chmiela , Elias B. Khalil , Ambros Gleixner , Andrea Lodi , Sebastian Pokutta

Cut-generating linear programs (CGLPs) play a key role as a separation oracle to produce valid inequalities for the feasible region of mixed-integer programs. When incorporated inside branch-and-bound, the cutting planes obtained from CGLPs…

Optimization and Control · Mathematics 2023-11-01 Atefeh Rajabalizadeh , Danial Davarnia

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…

Machine Learning · Computer Science 2018-10-01 SueYeon Chung , Uri Cohen , Haim Sompolinsky , Daniel D. Lee

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…

Machine Learning · Statistics 2020-10-21 Berk Ustun , Cynthia Rudin