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We consider online statistical inference of constrained stochastic nonlinear optimization problems. We apply the Stochastic Sequential Quadratic Programming (StoSQP) method to solve these problems, which can be regarded as applying…
Pruning is an effective method for compressing Large Language Models, but finding an optimal, non-uniform layer-wise sparsity allocation remains a key challenge. While heuristic methods are fast but yield suboptimal performance, more…
Gradient-free prompt optimization methods have made significant strides in enhancing the performance of closed-source Large Language Models (LLMs) across a wide range of tasks. However, existing approaches make light of the importance of…
We propose a new exact approach for solving integer linear programming (ILP) problems which we will call projective splitting algorithms (PSAs). Unlike classical methods for solving ILP problems, PSAs conduct the search for the optimal…
Integer and mixed-integer nonlinear programming (INLP, MINLP) are central to logistics, energy, and scheduling, but remain computationally challenging. This survey examines how machine learning and reinforcement learning can enhance exact…
The integration of Large Language Models (LLMs) into optimization has created a powerful synergy, opening exciting research opportunities. This paper investigates how LLMs can enhance existing optimization algorithms. Using their…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
The job shop scheduling problem (JSSP) remains a significant hurdle in optimizing production processes. This challenge involves efficiently allocating jobs to a limited number of machines while minimizing factors like total processing time…
Linear mixed models (LMMs), which incorporate fixed and random effects, are key tools for analyzing heterogeneous data, such as in personalized medicine. Nowadays, this type of data is increasingly wide, sometimes containing thousands of…
Large Language Models (LLMs) have achieved remarkable success across a wide range of tasks, but serving them efficiently at scale remains a critical challenge due to their substantial computational and latency demands. While most existing…
We learn optimal instance-specific heuristics for the global minimization of nonconvex quadratically-constrained quadratic programs (QCQPs). Specifically, we consider partitioning-based convex mixed-integer programming relaxations for…
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.…
Effective resource utilization and decreased makespan in heterogeneous High Performance Computing (HPC) environments are key benefits of workload mapping and scheduling. Tools such as Snakemake, a workflow management solution, employ…
Multi-stage stochastic linear programs (MSLPs) are notoriously hard to solve in general. Linear decision rules (LDRs) yield an approximation of an MSLP by restricting the decisions at each stage to be an affine function of the observed…
We present SmartChoices, an approach to making machine learning (ML) a first class citizen in programming languages which we see as one way to lower the entrance cost to applying ML to problems in new domains. There is a growing divide in…
The multicommodity capacitated fixed-charge network design problem has been extensively studied in the literature due to its wide range of applications. Despite the fact that many sophisticated solution methods exist today, finding…
As machine learning techniques are applied to a widening range of applications, high throughput machine learning (ML) inference servers have become critical for online service applications. Such ML inference servers pose two challenges:…
Leveraging machine learning (ML) to predict an initial solution for mixed-integer linear programming (MILP) has gained considerable popularity in recent years. These methods predict a solution and fix a subset of variables to reduce the…
Security-constrained unit commitment (SCUC) is solved for power system day-ahead generation scheduling, which is a large-scale mixed-integer linear programming problem and is very computationally intensive. Model reduction of SCUC may bring…
In industrial resource allocation problems, an initial planning stage may solve a nominal problem instance and a subsequent recovery stage may intervene to repair inefficiencies and infeasibilities due to uncertainty, e.g.\ machine failures…