Related papers: Solving Recurrent MIPs with Semi-supervised Graph …
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
We present an integrated prediction-optimization (PredOpt) framework to efficiently solve sequential decision-making problems by predicting the values of binary decision variables in an optimal solution. We address the key issues of…
Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics,…
Mixed Integer Linear Programs (MILPs) are essential tools for solving planning and scheduling problems across critical industries such as construction, manufacturing, and logistics. However, their widespread adoption is limited by long…
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…
We propose a methodology at the nexus of operations research and machine learning (ML) leveraging generic approximators available from ML to accelerate the solution of mixed-integer linear two-stage stochastic programs. We aim at solving…
This paper considers how to fuse Machine Learning (ML) and optimization to solve large-scale Supply Chain Planning (SCP) optimization problems. These problems can be formulated as MIP models which feature both integer (non-binary) and…
This paper explores reoptimization techniques for solving sequences of similar mixed integer programs (MIPs) more effectively. Traditionally, these MIPs are solved independently, without capitalizing on information from previously solved…
This paper proposes a semi-conditional normalizing flow model for semi-supervised learning. The model uses both labelled and unlabeled data to learn an explicit model of joint distribution over objects and labels. Semi-conditional…
Graph Neural Networks (GNNs) have greatly advanced the semi-supervised node classification task on graphs. The majority of existing GNNs are trained in an end-to-end manner that can be viewed as tackling a bi-level optimization problem.…
In this paper, we propose a novel graph-based approach for semi-supervised learning problems, which considers an adaptive adjacency of the examples throughout the unsupervised portion of the training. Adjacency of the examples is inferred…
In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…
In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is…
Influence diagrams represent decision-making problems with interdependencies between random events, decisions, and consequences. Traditionally, they have been solved using algorithms that determine the expected utility-maximizing decision…
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…
This paper introduces scalable, sampling-based algorithms that optimize trained neural networks with ReLU activations. We first propose an iterative algorithm that takes advantage of the piecewise linear structure of ReLU neural networks…
Much combinatorial optimisation problems constitute a non-polynomial (NP) hard optimisation problem, i.e., they can not be solved in polynomial time. One such problem is finding the shortest route between two nodes on a graph.…
In many operational contexts, solutions to NP-hard combinatorial optimization problems, modeled by means of Mixed-Integer Linear Programming (MILP), may become infeasible due to unpredictable disruptions. Typically, reoptimizing by solving…
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…
This paper addresses the problem of planning time-optimal trajectories for multiple cooperative agents along specified paths through a static road network. Vehicle interactions at intersections create non-trivial decisions, with complex…