Related papers: RL-SPH: Learning to Achieve Feasible Solutions for…
This paper is a short report about our work for the primal task in the Machine Learning for Combinatorial Optimization NeurIPS 2021 Competition. For each dataset of our interest in the competition, we propose customized primal heuristic…
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…
Heuristic algorithms such as simulated annealing, Concorde, and METIS are effective and widely used approaches to find solutions to combinatorial optimization problems. However, they are limited by the high sample complexity required to…
Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early…
We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the first and second stages. The goal of the algorithm is to…
Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large number of combinatorial optimization problems. Recently, it has been shown that Large Neighborhood Search (LNS), as a heuristic algorithm, can find high…
Hierarchical reinforcement learning (HRL) has the potential to solve complex long horizon tasks using temporal abstraction and increased exploration. However, hierarchical agents are difficult to train due to inherent non-stationarity. We…
Primal heuristics are important for solving mixed integer linear programs, because they find feasible solutions that facilitate branch and bound search. A prominent group of primal heuristics are diving heuristics. They iteratively modify…
Inverse reinforcement learning (IRL) denotes a powerful family of algorithms for recovering a reward function justifying the behavior demonstrated by an expert agent. A well-known limitation of IRL is the ambiguity in the choice of the…
Domain-specific heuristics are a crucial technique for the efficient solving of problems that are large or computationally hard. Answer Set Programming (ASP) systems support declarative specifications of domain-specific heuristics to…
Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…
We consider the problem of optimally designing a body wireless sensor network, while taking into account the uncertainty of data generation of biosensors. Since the related min-max robustness Integer Linear Programming (ILP) problem can be…
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…
Efficient algorithms and solvers are required to provide optimal or near-optimal solutions quickly and enable organizations to react promptly to dynamic situations such as supply chain disruptions or changing customer demands.…
Significant research has been conducted in recent years to extend Inductive Logic Programming (ILP) methods to induce Answer Set Programs (ASP). These methods perform an exhaustive search for the correct hypothesis by encoding an ILP…
Reinforcement learning (RL) has emerged as a powerful paradigm for enhancing the reasoning capabilities of large language models (LLMs). While RL has demonstrated substantial performance gains, it still faces key challenges, including low…
In this paper, we propose and analyze a new matrix-free primal-dual algorithm, called restarted Halpern primal-dual hybrid gradient (rHPDHG), for solving linear programming (LP). We show that rHPDHG can achieve optimal accelerated linear…
We introduce a fusion of GPU accelerated primal heuristics for Mixed Integer Programming. Leveraging GPU acceleration enables exploration of larger search regions and faster iterations. A GPU-accelerated PDLP serves as an approximate LP…
We provide a framework for accelerating reinforcement learning (RL) algorithms by heuristics constructed from domain knowledge or offline data. Tabula rasa RL algorithms require environment interactions or computation that scales with the…
Primal heuristics play a critical role in improving the efficiency of mixed integer programming (MILP) solvers. As large language models (LLMs) have demonstrated superior code generation abilities, recent MILP works are devoted to…