Related papers: Learning to Reformulate for Linear Programming
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…
Offline reinforcement learning (RL) aims to find an optimal policy for Markov decision processes (MDPs) using a pre-collected dataset. In this work, we revisit the linear programming (LP) reformulation of Markov decision processes for…
Reinforcement learning (RL) problems are fundamental in online decision-making and have been instrumental in finding an optimal policy for Markov decision processes (MDPs). Function approximations are usually deployed to handle large or…
Hyperparameter tuning is an important task of machine learning, which can be formulated as a bilevel program (BLP). However, most existing algorithms are not applicable for BLP with non-smooth lower-level problems. To address this, we…
Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…
Optimizing scientific software is a difficult task because codebases are often large and complex, and performance can depend upon several factors including the algorithm, its implementation, and hardware among others. Causes of poor…
The study of the fundamental limits of information systems is a central theme in information theory. Both the traditional analytical approach and the recently proposed computational approach have significant limitations, where the former is…
Code optimization is a crucial task that aims to enhance code performance. However, this process is often tedious and complex, highlighting the necessity for automatic code optimization techniques. Reinforcement Learning (RL) has emerged as…
Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…
Large Language Models (LLMs) generate functionally correct solutions but often fall short in code efficiency, a critical bottleneck for real-world deployment. In this paper, we introduce a novel test-time iterative optimization framework to…
Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
With the decline of Moore's law, optimizing program performance has become a major focus of software research. However, high-level optimizations such as API and algorithm changes remain elusive due to the difficulty of understanding the…
We design a new iterative algorithm, called REINFORCE-OPT, for solving a general type of optimization problems. This algorithm parameterizes the solution search rule and iteratively updates the parameter using a reinforcement learning (RL)…
Detectability of failures of linear programming (LP) decoding and its potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the LP problem. In this paper, we make a…
Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications, such as online auction, network revenue management, order fulfillment and advertising. Existing OLP…
Leveraging machine learning to facilitate the optimization process is an emerging field that holds the promise to bypass the fundamental computational bottleneck caused by classic iterative solvers in critical applications requiring…
Nowadays refinery optimization utilizes sheer amounts of data, which can be handled with modern Linear Programming (LP) software, but the interpreting and applying the results remains challenging. Large petrochemical companies use massive…
Combinatorial optimisation problems framed as mixed integer linear programmes (MILPs) are ubiquitous across a range of real-world applications. The canonical branch-and-bound algorithm seeks to exactly solve MILPs by constructing a search…