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We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…

Machine Learning · Statistics 2020-05-14 Sina Aghaei , Andres Gomez , Phebe Vayanos

We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise…

Optimization and Control · Mathematics 2026-01-30 Nicolas Blin , Stefano Gualandi , Christopher Maes , Andrea Lodi , Bartolomeo Stellato

Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…

Optimization and Control · Mathematics 2023-03-07 Mohammadreza Chamanbaz , Roland Bouffanais

It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a…

Optimization and Control · Mathematics 2022-01-19 Xijun Li , Qingyu Qu , Fangzhou Zhu , Jia Zeng , Mingxuan Yuan , Kun Mao , Jie Wang

An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…

Optimization and Control · Mathematics 2017-12-05 Joey Huchette , Juan Pablo Vielma

It is well known that reformulating the original problem can be crucial for the performance of mixed-integer programming (MIP) solvers. To ensure correctness, all transformations must preserve the fea sibility status and optimal value of…

Optimization and Control · Mathematics 2024-03-21 Alexander Hoen , Andy Oertel , Ambros Gleixner , Jakob Nordström

Mixed-integer optimization solvers often find optimal solutions early in the search, yet spend the majority of computation time proving optimality. We exploit this by learning when to terminate solvers early on distributions of similar…

Optimization and Control · Mathematics 2026-02-03 Stefan Clarke , Bartolomeo Stellato

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…

Optimization and Control · Mathematics 2019-03-04 Ross Anderson , Joey Huchette , Christian Tjandraatmadja , Juan Pablo Vielma

Binary (0-1) integer programming (BIP) is pivotal in scientific domains requiring discrete decision-making. As the advance of AI computing, recent works explore neural network-based solvers for integer linear programming (ILP) problems.…

Machine Learning · Computer Science 2025-05-28 Sen Bai , Chunqi Yang , Xin Bai , Xin Zhang , Zhengang Jiang

We propose a supervised learning framework for computing solutions of multi-parametric Mixed Integer Linear Programs (MILPs) that arise in Model Predictive Control. Our approach also quantifies sub-optimality for the computed solutions.…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Luigi Russo , Siddharth H. Nair , Luigi Glielmo , Francesco Borrelli

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,…

Machine Learning · Computer Science 2022-05-31 Elias B. Khalil , Christopher Morris , Andrea Lodi

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…

Machine Learning · Computer Science 2025-06-10 Xiaoke Wang , Batuhan Altundas , Zhaoxin Li , Aaron Zhao , Matthew Gombolay

In this paper, we propose a Pre-trained Mixed Integer Optimization framework (PreMIO) that accelerates online mixed integer program (MIP) solving with offline datasets and machine learning models. Our method is based on a data-driven…

Optimization and Control · Mathematics 2025-04-08 Yanguang Chen , Wenzhi Gao , Wanyu Zhang , Dongdong Ge , Huikang Liu , Yinyu Ye

Finding optimal join orders is among the most crucial steps to be performed by query optimisers. Though extensively studied in data management research, the problem remains far from solved: While query optimisers rely on exhaustive search…

Databases · Computer Science 2025-10-24 Manuel Schönberger , Immanuel Trummer , Wolfgang Mauerer

This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…

Optimization and Control · Mathematics 2021-02-12 Andrea Camisa , Ivano Notarnicola , Giuseppe Notarstefano

Deriving a good variable selection strategy in branch-and-bound is essential for the efficiency of modern mixed-integer programming (MIP) solvers. With MIP branching data collected during the previous solution process, learning to branch…

Machine Learning · Computer Science 2022-07-29 Zeren Huang , Wenhao Chen , Weinan Zhang , Chuhan Shi , Furui Liu , Hui-Ling Zhen , Mingxuan Yuan , Jianye Hao , Yong Yu , Jun Wang

Binary optimization is a powerful tool for modeling combinatorial problems, yet scalable and theoretically sound solution methods remain elusive. Conventional solvers often rely on heuristic strategies with weak guarantees or struggle with…

Optimization and Control · Mathematics 2026-05-12 Wenbo Liu , Akang Wang , Dun Ma , Hongyi Jiang , Jianghua Wu , Wenguo Yang

Combinatorial optimisation problems framed as mixed integer linear programmes (MILPs) are ubiquitous across a range of real-world applications. The canonical branch-and-bound algorithm seeks to exactly solve MILPs by constructing a search…

Machine Learning · Computer Science 2023-03-16 Christopher W. F. Parsonson , Alexandre Laterre , Thomas D. Barrett

This paper introduces an improved recursive algorithm to generate the set of all nondominated objective vectors for the Multi-Objective Integer Programming (MOIP) problem. We significantly improve the earlier recursive algorithm of \"Ozlen…

Optimization and Control · Mathematics 2014-03-25 Melih Ozlen , Benjamin A. Burton , Cameron A. G. MacRae

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…

Artificial Intelligence · Computer Science 2021-07-05 Yunzhuang Shen , Yuan Sun , Andrew Eberhard , Xiaodong Li