Related papers: Adaptive Cut Selection in Mixed-Integer Linear Pro…
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find…
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…
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…
In computational design and fabrication, neural networks are becoming important surrogates for bulky forward simulations. A long-standing, intertwined question is that of inverse design: how to compute a design that satisfies a desired…
In this paper, we describe a novel unsupervised learning scheme for accelerating the solution of a family of mixed integer programming (MIP) problems. Distinct substantially from existing learning-to-optimize methods, our proposal seeks to…
Inventory management, vehicle routing, and delivery scheduling decisions are simultaneously considered in the context of the inventory routing problem. This paper focuses on the continuous-time version of this problem where, unlike its more…
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…
Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), which formulate many important real-world applications. Cut selection heavily depends on (P1) which cuts to prefer and (P2) how many cuts to…
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…
The goal of survey design is often to minimize the errors associated with inference: the total of bias and variance. Random surveys are common because they allow the use of theoretically unbiased estimators. In practice however, such…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…
We propose a novel solution framework for inverse mixed-integer optimization based on analytic center concepts from interior point methods. We characterize the optimality gap of a given solution, provide structural results, and propose…
Over the last few years, there has been a surge in the use of learning techniques to improve the performance of optimization algorithms. In particular, the learning of branching rules in mixed integer linear programming has received a lot…
Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an appropriate subset of the available classifiers, can lead to…
Adaptive Computing is an application-agnostic outer loop framework to strategically deploy simulations and experiments to guide decision making for scale-up analysis. Resources are allocated over successive batches, which makes the…
Mixed Integer Linear Programs (MILPs) are highly flexible and powerful tools for modeling and solving complex real-world combinatorial optimization problems. Recently, machine learning (ML)-guided approaches have demonstrated significant…
We report a computational study of cutting plane algorithms for multi-stage stochastic mixed-integer programming models with the following cuts: (i) Benders', (ii) Integer L-shaped, and (iii) Lagrangian cuts. We first show that Integer…
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial…
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)…
This paper addresses the problem of motion planning for differential drive micro-mobility platforms. This class of vehicle is designed to perform small-distance transportation of passengers and goods in structured environments. Our approach…