Related papers: Branch Ranking for Efficient Mixed-Integer Program…
Modern Mixed Integer Linear Programming (MILP) solvers use the Branch-and-Bound algorithm together with a plethora of auxiliary components that speed up the search. In recent years, there has been an explosive development in the use of…
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…
A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…
Recent theoretical work studies sample-efficient reinforcement learning (RL) extensively in two settings: learning interactively in the environment (online RL), or learning from an offline dataset (offline RL). However, existing algorithms…
The recent offline reinforcement learning (RL) studies have achieved much progress to make RL usable in real-world systems by learning policies from pre-collected datasets without environment interaction. Unfortunately, existing offline RL…
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…
Mixed Integer Linear Programming (MILP) is a fundamental tool for modeling combinatorial optimization problems. Recently, a growing body of research has used machine learning to accelerate MILP solving. Despite the increasing popularity of…
Mixed Integer Linear Program (MILP) solvers are mostly built upon a Branch-and-Bound (B\&B) algorithm, where the efficiency of traditional solvers heavily depends on hand-crafted heuristics for branching. The past few years have witnessed…
Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…
Branch and Bound (B&B) is the exact tree search method typically used to solve Mixed-Integer Linear Programming problems (MILPs). Learning branching policies for MILP has become an active research area, with most works proposing to imitate…
This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…
Hierarchical policies enable strong performance in many sequential decision-making problems, such as those with high-dimensional action spaces, those requiring long-horizon planning, and settings with sparse rewards. However, learning…
Decarbonisation is driving dramatic growth in renewable power generation. This increases uncertainty in the load to be served by power plants and makes their efficient scheduling, known as the unit commitment (UC) problem, more difficult.…
In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction…
Resource allocation in wireless networks, such as device-to-device (D2D) communications, is usually formulated as mixed integer nonlinear programming (MINLP) problems, which are generally NP-hard and difficult to get the optimal solutions.…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
Offline learning is a key part of making reinforcement learning (RL) useable in real systems. Offline RL looks at scenarios where there is data from a system's operation, but no direct access to the system when learning a policy. Recent…
Scientific and data science applications are becoming increasingly complex, with growing computational and memory demands. Modern high performance computing (HPC) systems provide high parallelism and heterogeneity across nodes, devices, and…
There has been a surge of interest in learning optimal decision trees using mixed-integer programs (MIP) in recent years, as heuristic-based methods do not guarantee optimality and find it challenging to incorporate constraints that are…
Offline reinforcement learning (RL) refers to the problem of learning policies entirely from a large batch of previously collected data. This problem setting offers the promise of utilizing such datasets to acquire policies without any…