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Combining machine learning and constrained optimization, Predict+Optimize tackles optimization problems containing parameters that are unknown at the time of solving. Prior works focus on cases with unknowns only in the objectives. A new…

Machine Learning · Computer Science 2023-03-14 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee

The predict+optimize problem combines machine learning ofproblem coefficients with a combinatorial optimization prob-lem that uses the predicted coefficients. While this problemcan be solved in two separate stages, it is better to…

Machine Learning · Computer Science 2020-12-07 Ali Ugur Guler , Emir Demirovic , Jeffrey Chan , James Bailey , Christopher Leckie , Peter J. Stuckey

Predict+Optimize is a recently proposed framework which combines machine learning and constrained optimization, tackling optimization problems that contain parameters that are unknown at solving time. The goal is to predict the unknown…

Artificial Intelligence · Computer Science 2022-09-09 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee

Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…

Artificial Intelligence · Computer Science 2023-11-15 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee

The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…

The Predict-Then-Optimize framework uses machine learning models to predict unknown parameters of an optimization problem from exogenous features before solving. This setting is common to many real-world decision processes, and recently it…

Machine Learning · Computer Science 2024-09-10 James Kotary , Vincenzo Di Vito , Jacob Cristopher , Pascal Van Hentenryck , Ferdinando Fioretto

Many real-world decision processes are modeled by optimization problems whose defining parameters are unknown and must be inferred from observable data. The Predict-Then-Optimize framework uses machine learning models to predict unknown…

Machine Learning · Computer Science 2023-11-23 James Kotary , Vincenzo Di Vito , Jacob Christopher , Pascal Van Hentenryck , Ferdinando Fioretto

Network adaptation is essential for the efficient operation of Cloud-RANs. Unfortunately, it leads to highly intractable mixed-integer nonlinear programming problems. Existing solutions typically rely on convex relaxation, which yield…

Signal Processing · Electrical Eng. & Systems 2018-09-18 Yifei Shen , Yuanming Shi , Jun Zhang , Khaled B. Letaief

Most combinatorial optimization problems can be formulated as mixed integer linear programming (MILP), in which branch-and-bound (B\&B) is a general and widely used method. Recently, learning to branch has become a hot research topic in the…

Machine Learning · Computer Science 2022-01-19 Qingyu Qu , Xijun Li , Yunfan Zhou , Jia Zeng , Mingxuan Yuan , Jie Wang , Jinhu Lv , Kexin Liu , Kun Mao

We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…

Optimization and Control · Mathematics 2019-11-21 Fengqiao Luo , Sanjay Mehrotra

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction…

Artificial Intelligence · Computer Science 2018-05-18 Maria-Florina Balcan , Travis Dick , Tuomas Sandholm , Ellen Vitercik

In this paper, a branch and bound algorithm that incorporates the decision maker's preference information is proposed for multiobjective optimization. In the proposed algorithm, a new discarding test is designed to check whether a box…

Optimization and Control · Mathematics 2023-02-28 Weitian Wu , Xinmin Yang

In most optimization problems, users have a clear understanding of the function to optimize (e.g., minimize the makespan for scheduling problems). However, the constraints may be difficult to state and their modelling often requires…

Artificial Intelligence · Computer Science 2021-11-24 Mohamed-Bachir Belaid , Arnaud Gotlieb , Nadjib Lazaar

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

We propose a flexible gradient-based framework for learning linear programs from optimal decisions. Linear programs are often specified by hand, using prior knowledge of relevant costs and constraints. In some applications, linear programs…

Machine Learning · Computer Science 2020-06-17 Yingcong Tan , Daria Terekhov , Andrew Delong

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

We consider the resolution of learning problems involving $\ell_0$-regularization via Branch-and-Bound (BnB) algorithms. These methods explore regions of the feasible space of the problem and check whether they do not contain solutions…

Optimization and Control · Mathematics 2024-06-07 Theo Guyard , Cédric Herzet , Clément Elvira , Ayşe-Nur Arslan

Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…

Machine Learning · Computer Science 2019-10-31 Maxime Gasse , Didier Chételat , Nicola Ferroni , Laurent Charlin , Andrea Lodi

Branch and bound methods which are based on the principle "divide and conquer" are a well established solution approach in single-objective integer programming. In multi-objective optimization branch and bound algorithms are increasingly…

Optimization and Control · Mathematics 2024-01-08 Julius Bauß , Sophie N. Parragh , Michael Stiglmayr
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