Related papers: Learning for Online Mixed-Integer Model Predictive…
Mixed-integer linear programming (MILP), a widely used modeling framework for combinatorial optimization, are central to many scientific and engineering applications, yet remains computationally challenging at scale. Recent advances in deep…
The goal of survey design is often to minimize the errors associated with inference: the total of bias and variance. Random surveys are common because they allow the use of theoretically unbiased estimators. In practice however, such…
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,…
A finite horizon optimal tracking problem is considered for linear dynamical systems subject to parametric uncertainties in the state-space matrices and exogenous disturbances. A suboptimal solution is proposed using a model predictive…
Mixed-integer convex programming (MICP) has seen significant algorithmic and hardware improvements with several orders of magnitude solve time speedups compared to 25 years ago. Despite these advances, MICP has been rarely applied to…
Inverse optimization is the problem of determining the values of missing input parameters for an associated forward problem that are closest to given estimates and that will make a given target vector optimal. This study is concerned with…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
This work solves suboptimal mixed-integer quadratic programs recursively for feedback control of dynamical systems. The proposed framework leverages parametric mixed-integer quadratic programming (MIQP) and hybrid systems theory to model a…
This paper addresses the single-item single-stocking location stochastic lot sizing problem under the $(s, S) $ policy. We first present a mixed integer non-linear programming (MINLP) formulation for determining near-optimal $(s, S)$ policy…
In this paper, we propose two exact distributed algorithms to solve mixed integer linear programming (MILP) problems with multiple agents where data privacy is important for the agents. A key challenge is that, because of the non-convex…
In this paper, we propose a novel reference-free iterative learning model predictive control (MPC). In the proposed method, a certificate function based on the concept of Control Lyapunov Barrier Function (CLBF) is learned using data…
It is a well known fact that finite time optimal controllers, such as MPC does not necessarily result in closed loop stable systems. Within the MPC community it is common practice to add a final state constraint and/or a final state penalty…
This paper presents a deep learning based model predictive control (MPC) algorithm for systems with unmatched and bounded state-action dependent uncertainties of unknown structure. We utilize a deep neural network (DNN) as an oracle in the…
This paper investigates adaptive model predictive control (MPC) for a class of constrained linear systems with unknown model parameters. This is also posed as the dual control problem consisting of system identification and regulation. We…
We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…
Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…
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…
This work presents a whole-year simulation study on nonlinear mixed-integer Model Predictive Control (MPC) for a complex thermal energy supply system which consists of a heat pump, stratified water storages, free cooling facilities, and a…
For safe and efficient planning and control in autonomous driving, we need a driving policy which can achieve desirable driving quality in long-term horizon with guaranteed safety and feasibility. Optimization-based approaches, such as…
This paper presents fast first-order methods for solving linear programs (LPs) approximately. We adapt online linear programming algorithms to offline LPs and obtain algorithms that avoid any matrix multiplication. We also introduce a…