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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…

Optimization and Control · Mathematics 2022-05-03 Mohammad Javad Feizollahi

We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep…

Computational Finance · Quantitative Finance 2022-07-04 Ali Hirsa , Weilong Fu

This applied research article explores the application of Mixed-Integer Linear Programming (MILP) to address line-balancing challenges in the garment industry, focusing on optimizing production processes under multiple constraints. By…

Optimization and Control · Mathematics 2025-04-10 Ray Wai Man Kong , Ding Ning , Theodore Ho Tin Kong

We propose an extended variant of the reformulation and decomposition algorithm for solving a special class of mixed-integer bilevel linear programs (MIBLPs) where continuous and integer variables are involved in both upper- and lower-level…

Optimization and Control · Mathematics 2018-07-03 Dajun Yue , Jiyao Gao , Bo Zeng , Fengqi You

Cutting planes are crucial in solving mixed integer linear programs (MILP) as they facilitate bound improvements on the optimal solution. Modern MILP solvers rely on a variety of separators to generate a diverse set of cutting planes by…

Optimization and Control · Mathematics 2023-11-13 Sirui Li , Wenbin Ouyang , Max B. Paulus , Cathy Wu

Model reduction, which aims to learn a simpler model of the original mixed integer linear programming (MILP), can solve large-scale MILP problems much faster. Most existing model reduction methods are based on variable reduction, which…

Machine Learning · Computer Science 2026-02-04 Jiajun Li , Yixuan Li , Ran Hou , Yu Ding , Shisi Guan , Jiahui Duan , Xiongwei Han , Tao Zhong , Vincent Chau , Weiwei Wu , Wanyuan Wang

Autoencoders, as a dimensionality reduction technique, have been recently applied to outlier detection. However, neural networks are known to be vulnerable to overfitting, and therefore have limited potential in the unsupervised outlier…

Machine Learning · Computer Science 2019-10-23 Hamed Sarvari , Carlotta Domeniconi , Bardh Prenkaj , Giovanni Stilo

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

Unsupervised anomaly detection (AD) is critical for a wide range of practical applications, from network security to health and medical tools. Due to the diversity of problems, no single algorithm has been found to be superior for all AD…

Machine Learning · Computer Science 2023-05-18 Małgorzata Gutowska , Suzanne Little , Andrew McCarren

We introduce the concept of a Modular Autoencoder (MAE), capable of learning a set of diverse but complementary representations from unlabelled data, that can later be used for supervised tasks. The learning of the representations is…

Machine Learning · Computer Science 2015-11-24 Henry W J Reeve , Gavin Brown

We present a Mixed Integer Linear Program (MILP) approach in order to model the nonlinear problem of minimizing the tire noise. We first take more industrial constraints into account than in a former work of the authors. Then, we associate…

Data Structures and Algorithms · Computer Science 2018-09-14 Matthias Becker , Nicolas Ginoux , Sebastien Martin , Zsuzsanna Roka

Unsupervised binary representation allows fast data retrieval without any annotations, enabling practical application like fast person re-identification and multimedia retrieval. It is argued that conflicts in binary space are one of the…

Computer Vision and Pattern Recognition · Computer Science 2020-11-23 Fangrui Liu , Zheng Liu

Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines learning methods on solver heuristics has shown potential to overcome this issue allowing for applications…

Robotics · Computer Science 2021-10-05 Xuan Lin , Gabriel I. Fernandez , Dennis W. Hong

Unsupervised learning is the most challenging problem in machine learning and especially in deep learning. Among many scenarios, we study an unsupervised learning problem of high economic value --- learning to predict without costly pairing…

Machine Learning · Computer Science 2016-06-16 Jianshu Chen , Po-Sen Huang , Xiaodong He , Jianfeng Gao , Li Deng

Mixed-integer quadratic programs (MIQPs) are a versatile way of formulating vehicle decision making and motion planning problems, where the prediction model is a hybrid dynamical system that involves both discrete and continuous decision…

Robotics · Computer Science 2024-05-15 Rudolf Reiter , Rien Quirynen , Moritz Diehl , Stefano Di Cairano

Distributed learning is commonly used for training deep learning models, especially large models. In distributed learning, manual parallelism (MP) methods demand considerable human effort and have limited flexibility. Hence, automatic…

Machine Learning · Computer Science 2025-04-21 Hao Lin , Ke Wu , Jie Li , Jun Li , Wu-Jun Li

In this paper, we present a new adaptive feature scaling scheme for ultrahigh-dimensional feature selection on Big Data. To solve this problem effectively, we first reformulate it as a convex semi-infinite programming (SIP) problem and then…

Machine Learning · Computer Science 2019-12-17 Mingkui Tan , Ivor W. Tsang , Li Wang

In this paper, we develop a new formulation of changeover constraints for mixed integer programming problem (MIP) that emerges in solving a short-term production scheduling problem. The new model requires fewer constraints than the original…

Optimization and Control · Mathematics 2014-08-28 Pavel A. Borisovsky , Anton V. Eremeev , Josef Kallrath

Recent advances in cross-prompt automated essay scoring (AES) typically train models jointly on all source prompts, often requiring additional access to unlabeled target prompt essays simultaneously. However, using all sources is suboptimal…

Computation and Language · Computer Science 2025-05-27 Sanwoo Lee , Kun Liang , Yunfang Wu

It is well-known that by adding integrality constraints to the semidefinite programming (SDP) relaxation of the max-cut problem, the resulting integer semidefinite program is an exact formulation of the problem. In this paper we show…

Optimization and Control · Mathematics 2023-11-09 Frank de Meijer , Renata Sotirov
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