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Based on the existing pivot rules, the simplex method for linear programming is not polynomial in the worst case. Therefore the optimal pivot of the simplex method is crucial. This study proposes the optimal rule to find all shortest pivot…
We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the…
Numerous real-world decision-making problems can be formulated and solved using Mixed-Integer Linear Programming (MILP) models. However, the transformation of these problems into MILP models heavily relies on expertise in operations…
Spanning tree problems with specialized constraints can be difficult to solve in real-world scenarios, often requiring intricate algorithmic design and exponential time. Recently, there has been growing interest in end-to-end deep neural…
Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…
In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…
Risk assessment tools in healthcare commonly employ point-based scoring systems that map patients to ordinal risk categories via thresholds. While electronic health record (EHR) data presents opportunities for data-driven optimization of…
In recent years, there has been growing attention to interpretable machine learning models which can give explanatory insights on their behaviour. Thanks to their interpretability, decision trees have been intensively studied for…
Incorporating domain-specific constraints into machine learning models is essential for generating predictions that are both accurate and feasible in real-world applications. This paper introduces new methods for training Output-Constrained…
Mixed-integer programming (MIP) extends linear programming by incorporating both continuous and integer decision variables, making it widely used in production planning, logistics scheduling, and resource allocation. However, MIP remains…
Subset selection in multiple linear regression aims to choose a subset of candidate explanatory variables that tradeoff fitting error (explanatory power) and model complexity (number of variables selected). We build mathematical programming…
State-of-the-art clustering algorithms use heuristics to partition the feature space and provide little insight into the rationale for cluster membership, limiting their interpretability. In healthcare applications, the latter poses a…
Informed sampling-based planning algorithms exploit problem knowledge for better search performance. This knowledge is often expressed as heuristic estimates of solution cost and used to order the search. The practical improvement of this…
We present a scalable tree search planning algorithm for large multi-agent sequential decision problems that require dynamic collaboration. Teams of agents need to coordinate decisions in many domains, but naive approaches fail due to the…
Mixed-integer programming (MIP) is a well-established framework for computer-aided molecular design (CAMD). By precisely encoding the molecular space and score functions, e.g., a graph neural network, the molecular design problem is…
Decision tree classifiers are a widely used tool in data stream mining. The use of confidence intervals to estimate the gain associated with each split leads to very effective methods, like the popular Hoeffding tree algorithm. From a…
Streaming decision trees are natural candidates for open-world continual learning, as they perform local updates, enjoy bounded memory, and static decision boundaries. Despite these, they still fail in online class-incremental learning due…
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data…
Random forests are among the most famous algorithms for solving classification problems, in particular for large-scale data sets. Considering a set of labeled points and several decision trees, the method takes the majority vote to classify…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…