Related papers: Mixed-Integer Optimization with Constraint Learnin…
Many real-life optimization problems frequently contain one or more constraints or objectives for which there are no explicit formulas. If data is however available, these data can be used to learn the constraints. The benefits of this…
Designing recommendation systems with limited or no available training data remains a challenge. To that end, a new combinatorial optimization problem is formulated to generate optimized item selection for experimentation with the goal to…
Model reduction, which aims to learn a simpler model of the original mixed integer linear programming (MILP), can solve large-scale MILP problems much faster. Most existing model reduction methods are based on variable reduction, which…
The primary goal of motion planning is to generate safe and efficient trajectories for vehicles. Traditionally, motion planning models are trained using imitation learning to mimic the behavior of human experts. However, these models often…
In this study we analyze linear mixed-integer programming problems, in which the distribution of the cost vector is only observable through a finite training data set. In contrast to the related studies, we assume that the number of random…
In traditional machine learning techniques, the degree of closeness between true and predicted values generally measures the quality of predictions. However, these learning algorithms do not consider prescription problems where the…
Numerous real-world decision-making problems can be formulated and solved using Mixed-Integer Linear Programming (MILP) models. However, the transformation of these problems into MILP models heavily relies on expertise in operations…
We present an end-to-end framework for generating solutions to combinatorial optimization problems with unknown components using transformer-based sequence-to-sequence neural networks. Our framework learns directly from past solutions and…
Constrained optimization in high-dimensional black-box settings is difficult due to expensive evaluations, the lack of gradient information, and complex feasibility regions. In this work, we propose a Bayesian optimization method that…
Mixed integer sets have a strong modeling capacity to describe practical systems. Nevertheless, incorporating a mixed integer set often renders an optimization formulation drastically more challenging to compute. In this paper, we study how…
Sleep quality is influenced by a complex interplay of behavioral, environmental, and psychosocial factors, yet most computational studies focus mainly on predictive risk identification rather than actionable intervention design. Although…
A key challenge in the emerging field of precision nutrition entails providing diet recommendations that reflect both the (often unknown) dietary preferences of different patient groups and known dietary constraints specified by human…
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the computation of the optimal values of a family of (possibly…
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…
Model selection is a strategy aimed at creating accurate and robust models. A key challenge in designing these algorithms is identifying the optimal model for classifying any particular input sample. This paper addresses this challenge and…
Missing data represents a fundamental challenge in machine learning applications, often reducing model performance and reliability. This problem is particularly acute in fields like bioinformatics and clinical machine learning, where…
This work proposes an approach that integrates reinforcement learning and model predictive control (MPC) to solve finite-horizon optimal control problems in mixed-logical dynamical systems efficiently. Optimization-based control of such…
A standard tool for modelling real-world optimisation problems is mixed-integer programming (MIP). However, for many of these problems, information about the relationships between variables is either incomplete or highly complex, making it…
We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…