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The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To…
We study the problem of learning similarity by using nonlinear embedding models (e.g., neural networks) from all possible pairs. This problem is well-known for its difficulty of training with the extreme number of pairs. For the special…
Most combinatorial optimization problems can be formulated as mixed integer linear programming (MILP), in which branch-and-bound (B\&B) is a general and widely used method. Recently, learning to branch has become a hot research topic in the…
In many operational applications, it is necessary to routinely find, within a very limited time window, provably good solutions to challenging mixed-integer linear programming (MILP) problems. An example is the Security-Constrained Unit…
In this paper, we surveyed the existing literature studying different approaches and algorithms for the four critical components in the general branch and bound (B&B) algorithm, namely, branching variable selection, node selection, node…
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial…
Mixed integer linear programs are commonly solved by Branch and Bound algorithms. A key factor of the efficiency of the most successful commercial solvers is their fine-tuned heuristics. In this paper, we leverage patterns in real-world…
The selection of branching variables is a key component of branch-and-bound algorithms for solving Mixed-Integer Programming (MIP) problems since the quality of the selection procedure is likely to have a significant effect on the size of…
Machine learning is increasingly used to guide branch-and-cut (B&C) for mixed-integer linear programming by learning score-based policies for selecting branching variables and cutting planes. Many approaches train on local signals from…
In recent years, a myriad of advanced results have been reported in the community of imitation learning, ranging from parametric to non-parametric, probabilistic to non-probabilistic and Bayesian to frequentist approaches. Meanwhile, ample…
Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…
Outer-approximation-based branch-and-bound is a common algorithmic framework for solving MINLPs (mixed-integer nonlinear programs) to global optimality, with branching variable selection critically influencing overall performance. In modern…
For mixed-integer programs (MIPs), strong branching is a highly effective variable selection method to reduce the number of nodes in the branch-and-bound algorithm. Extending it to nonlinear problems is conceptually simple but practically…
Branch-and-bound is a systematic enumerative method for combinatorial optimization, where the performance highly relies on the variable selection strategy. State-of-the-art handcrafted heuristic strategies suffer from relatively slow…
Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction…
Data-driven algorithm design is a paradigm that uses statistical and machine learning techniques to select from a class of algorithms for a computational problem an algorithm that has the best expected performance with respect to some…
Resource allocation in wireless networks, such as device-to-device (D2D) communications, is usually formulated as mixed integer nonlinear programming (MINLP) problems, which are generally NP-hard and difficult to get the optimal solutions.…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
There is a growing cross-disciplinary effort in the broad domain of optimization and learning with streams of data, applied to settings where traditional batch optimization techniques cannot produce solutions at time scales that match the…
Branch-and-bound is a typical way to solve combinatorial optimization problems. This paper proposes a graph pointer network model for learning the variable selection policy in the branch-and-bound. We extract the graph features, global…