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This paper offers a methodological contribution at the intersection of machine learning and operations research. Namely, we propose a methodology to quickly predict tactical solutions to a given operational problem. In this context, the…

Machine Learning · Computer Science 2022-06-10 Eric Larsen , Sébastien Lachapelle , Yoshua Bengio , Emma Frejinger , Simon Lacoste-Julien , Andrea Lodi

Machine learning (ML) primarily evolved to solve "prediction problems." The first stage of two-stage least squares (2SLS) is a prediction problem, suggesting potential gains from ML first-stage assistance. However, little guidance exists on…

Econometrics · Economics 2025-05-20 Connor Lennon , Edward Rubin , Glen Waddell

In this paper, the single machine scheduling problem with deteriorating jobs and learning effects are considered, which is shown in the previous research that the SDR method no longer provides an optimal solution for the problem. In order…

Data Structures and Algorithms · Computer Science 2018-09-12 Soheyl Khalilpourazari , Mohammad Mohammadi

This work studies fixed priority (FP) scheduling of real-time jobs with end-to-end deadlines in a distributed system. Specifically, given a multi-stage pipeline with multiple heterogeneous resources of the same type at each stage, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-21 Niraj Kumar , Chuanchao Gao , Arvind Easwaran

The facility location problem (FLP) is a classical combinatorial optimization challenge aimed at strategically laying out facilities to maximize their accessibility. In this paper, we propose a reinforcement learning method tailored to…

Machine Learning · Computer Science 2024-09-09 Hongyuan Su , Yu Zheng , Jingtao Ding , Depeng Jin , Yong Li

Stochastic dual dynamic programming is a cutting plane type algorithm for multi-stage stochastic optimization originated about 30 years ago. In spite of its popularity in practice, there does not exist any analysis on the convergence rates…

Optimization and Control · Mathematics 2023-05-10 Guanghui Lan

Distributionally Robust Supervised Learning (DRSL) is necessary for building reliable machine learning systems. When machine learning is deployed in the real world, its performance can be significantly degraded because test data may follow…

Machine Learning · Statistics 2018-07-24 Weihua Hu , Gang Niu , Issei Sato , Masashi Sugiyama

Learning-assisted hyper-heuristics can select among dispatching rules while preserving the feasibility and interpretability of constructive Job Shop Scheduling Problem (JSSP) heuristics. Their main computational cost lies in label…

Artificial Intelligence · Computer Science 2026-05-26 Junhao Wei , Yanxiao Li , Yifu Zhao , Zhenhong Peng , Baili Lu , Dexing Yao , Haochen Li , Qinbin He , Sio-Kei Im , Yapeng Wang , Xu Yang

We propose an approach based on machine learning to solve two-stage linear adaptive robust optimization (ARO) problems with binary here-and-now variables and polyhedral uncertainty sets. We encode the optimal here-and-now decisions, the…

Machine Learning · Computer Science 2026-04-21 Dimitris Bertsimas , Cheol Woo Kim

Flowshop problems play a prominent role in operations research, and have considerable practical significance. The single-machine flowshop problem is of particular theoretical interest. Until now the problem of minimizing late jobs or job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-15 Matthew Gradwohl , Guidio Sewa , Oke Blessing Oghojafor , Richard Wilouwou , Muminu Adamu , Christopher Thron

Deep learning is a popular machine learning technique and has been applied to many real-world problems. However, training a deep neural network is very time-consuming, especially on big data. It has become difficult for a single machine to…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-04 Xing Zhao , Aijun An , Junfeng Liu , Bao Xin Chen

We consider the following single-machine scheduling problem, which is often denoted $1||\sum f_{j}$: we are given $n$ jobs to be scheduled on a single machine, where each job $j$ has an integral processing time $p_j$, and there is a…

Data Structures and Algorithms · Computer Science 2016-12-13 Maurice Cheung , Julián Mestre , David B. Shmoys , José Verschae

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…

Optimization and Control · Mathematics 2026-04-24 Yu Liu , Fabricio Oliveira , Jan Kronqvist

The workflow satisfiability problem (WSP) asks whether there exists an assignment of authorized users to the steps in a workflow specification that satisfies the constraints in the specification. The problem is NP-hard in general, but…

Data Structures and Algorithms · Computer Science 2015-05-18 D. Cohen , J. Crampton , A. Gagarin , G. Gutin , M. Jones

Next-day delivery logistics services are redefining the industry by increasingly focusing on customer service. A challenge each logistics service provider faces is to jointly optimize time window assignment and vehicle routing for such…

Optimization and Control · Mathematics 2025-01-27 Sifa Celik , Layla Martin , Albert H. Schrotenboer , Tom Van Woensel

Solving combinatorial optimization problems involve satisfying a set of hard constraints while optimizing some objectives. In this context, exact or approximate methods can be used. While exact methods guarantee the optimal solution, they…

Artificial Intelligence · Computer Science 2024-09-13 Aymen Ben Said , Malek Mouhoub

Multiple supervised learning scenarios are composed by a sequence of classification tasks. For instance, multi-task learning and continual learning aim to learn a sequence of tasks that is either fixed or grows over time. Existing…

Machine Learning · Statistics 2025-01-10 Verónica Álvarez , Santiago Mazuelas , Jose A. Lozano

We study iterative methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty. We propose a machine-learning-based heuristic to determine starting scenarios that provide strong lower bounds. To this end, we…

Optimization and Control · Mathematics 2022-12-26 Marc Goerigk , Jannis Kurtz

We consider the classical problem of Scheduling on Unrelated Machines. In this problem a set of jobs is to be distributed among a set of machines and the maximum load (makespan) is to be minimized. The processing time $p_{ij}$ of a job $j$…

Data Structures and Algorithms · Computer Science 2017-01-16 Klaus Jansen , Lars Rohwedder

In bilevel optimization problems, a leader and a follower make their decisions in a hierarchy, and both decisions may influence each other. Usually one assumes that both players have full knowledge also of the other player's data. In a more…

Optimization and Control · Mathematics 2026-02-19 Dorothee Henke