Related papers: Generalization Guarantees for Learning Branch-and-…
State-of-the-art branch and bound algorithms for mixed integer programming make use of special methods for making branching decisions. Strategies that have gained prominence include modern variants of so-called strong branching (Applegate,…
An essential component in modern solvers for mixed-integer (linear) programs (MIPs) is the separation of additional inequalities (cutting planes) to tighten the linear programming relaxation. Various algorithmic decisions are necessary when…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
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…
Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned…
In model predictive control (MPC) for hybrid systems, solving optimization problems efficiently and with guarantees on worst-case computational complexity is critical to satisfy the real-time constraints in these applications. These…
The branch-and-cut algorithm is the method of choice to solve large scale integer programming problems in practice. A key ingredient of branch-and-cut is the use of cutting planes which are derived constraints that reduce the search space…
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…
Mixed-integer model predictive control (MI-MPC) requires the solution of a mixed-integer quadratic program (MIQP) at each sampling instant under strict timing constraints, where part of the state and control variables can only assume a…
Mixed-Integer Linear Programming (MILP) lies at the core of many real-world combinatorial optimization (CO) problems, traditionally solved by branch-and-bound (B&B). A key driver influencing B&B solvers efficiency is the variable selection…
The Branch-and-bound (B&B) algorithm is the main solver for Mixed Integer Linear Programs (MILPs), where the selection of branching variable is essential to computational efficiency. However, traditional heuristics for branching often fail…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
Mixed-integer linear programming (MILP) has been a fundamental problem in combinatorial optimization. Conventional MILP solving mainly relies on carefully designed heuristics embedded in the branch-and-bound framework. Driven by the strong…
The ability of machine learning (ML) algorithms to generalize well to unseen data has been studied through the lens of information theory, by bounding the generalization error with the input-output mutual information (MI), i.e., the MI…
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 this paper, we consider the multiple probabilistic covering location problem (MPCLP), which attempts to open a fixed number of facilities to maximize the total covered customer demand under a joint probabilistic coverage setting. We…
We present a generic branch-and-bound algorithm for finding all the Pareto solutions of a biobjective mixed-integer linear program. The main contributions are new algorithms for obtaining dual bounds at a node, for checking node fathoming,…
Unit commitment (UC) problems are typically formulated as mixed-integer programs (MIP) and solved by the branch-and-bound (B&B) scheme. The recent advances in graph neural networks (GNN) enable it to enhance the B&B algorithm in modern MIP…
Branch-and-bound is the workhorse of all state-of-the-art mixed integer linear programming (MILP) solvers. These implementations of branch-and-bound typically use variable branching, that is, the child nodes are obtained by fixing some…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…