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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…
Two-stage stochastic programming (2SP) offers a basic framework for modelling decision-making under uncertainty, yet scalability remains a challenge due to the computational complexity of recourse function evaluation. Existing…
This paper approaches the integrated lot sizing and scheduling problem (ILSSP), in which non-identical machines work in parallel with non-triangular sequence-dependent setup costs and times, setup carry-over and capacity limitation. The aim…
We survey recent work on machine learning (ML) techniques for selecting cutting planes (or cuts) in mixed-integer linear programming (MILP). Despite the availability of various classes of cuts, the task of choosing a set of cuts to add to…
Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on…
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…
Benders decomposition is widely used to solve large mixed-integer problems. This paper takes advantage of machine learning and proposes enhanced variants of Benders decomposition for solving two-stage stochastic security-constrained unit…
We study online statistical inference for the solutions of stochastic optimization problems with equality and inequality constraints. Such problems are prevalent in statistics and machine learning, encompassing constrained $M$-estimation,…
In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…
Mixed Integer Linear Programs (MILP) are well known to be NP-hard (Non-deterministic Polynomial-time hard) problems in general. Even though pure optimization-based methods, such as constraint generation, are guaranteed to provide an optimal…
Recent systems applying Machine Learning (ML) to solve the Traveling Salesman Problem (TSP) exhibit issues when they try to scale up to real case scenarios with several hundred vertices. The use of Candidate Lists (CLs) has been brought up…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
This paper reviews the current progress in applying machine learning (ML) tools to solve NP-hard combinatorial optimization problems, with a focus on routing problems such as the traveling salesman problem (TSP) and the vehicle routing…
Semantic Tube Prediction (STP) leverages representation geometric to regularize LLM hidden-state trajectories toward locally linear geodesics during fine-tuning, thereby greatly improving data efficiency. The original STP recipe samples…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
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…
Combinatorial optimization problems are widely encountered in real-world applications. A critical research challenge lies in designing high-quality heuristic algorithms that efficiently approximate optimal solutions within a reasonable…
In this study, we present a deep learning-optimization framework to tackle dynamic mixed-integer programs. Specifically, we develop a bidirectional Long Short Term Memory (LSTM) framework that can process information forward and backward in…
Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…
The integration of Large Language Models (LLMs) into evolutionary frameworks has established a new paradigm for automated heuristic discovery. Despite their promise, these methods typically search in the discrete space of program syntax,…