Related papers: An improved column-generation-based matheuristic f…
Current evaluation functions for heuristic planning are expensive to compute. In numerous planning problems these functions provide good guidance to the solution, so they are worth the expense. However, when evaluation functions are…
The topic of learning to solve optimization problems has received interest from both the operations research and machine learning communities. In this work, we combine techniques from both fields to address the problem of learning to…
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…
We introduce a simple, accurate, and extremely efficient method for numerically solving the multi-marginal optimal transport (MMOT) problems arising in density functional theory. The method relies on (i) the sparsity of optimal plans [for…
It has been recently shown that numerical semiparametric bounds on the expected payoff of fi- nancial or actuarial instruments can be computed using semidefinite programming. However, this approach has practical limitations. Here we use…
Column Generation (CG) is an effective method for solving large-scale optimization problems. CG starts by solving a sub-problem with a subset of columns (i.e., variables) and gradually includes new columns that can improve the solution of…
Inferring a decision tree from a given dataset is one of the classic problems in machine learning. This problem consists of buildings, from a labelled dataset, a tree such that each node corresponds to a class and a path between the tree…
The bin packing problem exists widely in real logistic scenarios (e.g., packing pipeline, express delivery), with its goal to improve the packing efficiency and reduce the transportation cost. In this NP-hard combinatorial optimization…
Column generation (CG) is one of the most successful approaches for solving large-scale linear programming (LP) problems. Given an LP with a prohibitively large number of variables (i.e., columns), the idea of CG is to explicitly consider…
Recently, neural models have been proposed for headline generation by learning to map documents to headlines with recurrent neural networks. Nevertheless, as traditional neural network utilizes maximum likelihood estimation for parameter…
The unit commitment problem is an important optimization problem in the energy industry used to compute the most economical operating schedules of power plants. Typically, this problem has to be solved repeatedly with different data but…
Stochastic programming provides a natural framework for modeling sequential optimization problems under uncertainty; however, the efficient solution of large-scale multistage stochastic programs remains a challenge, especially in the…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
In tabular prediction tasks, tree-based models combined with automated feature engineering methods often outperform deep learning approaches that rely on learned representations. While these feature engineering techniques are effective,…
We study the problem of instance segmentation in biological images with crowded and compact cells. We formulate this task as an integer program where variables correspond to cells and constraints enforce that cells do not overlap. To solve…
Heuristics are a central component of deterministic planning, particularly in domain-independent settings where general applicability is prioritized over task-specific tuning. This work revisits that paradigm in light of recent advances in…
Column generation and branch-and-price are leading methods for large-scale exact optimization. Column generation iterates between solving a master problem and a pricing problem. The master problem is a linear program, which can be solved…
Model selection consists in comparing several candidate models according to a metric to be optimized. The process often involves a grid search, or such, and cross-validation, which can be time consuming, as well as not providing much…
We consider a fashion discounter distributing its many branches with integral multiples from a set of available lot-types. For the problem of approximating the branch and size dependent demand using those lots we propose a tailored exact…
Supervised learning with large-scale data usually leads to complex optimization problems, especially for classification tasks with multiple classes. Stochastic subgradient methods can enable efficient learning with a large number of samples…