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We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

Maximizing oil production from gas-lifted oil wells entails solving Mixed-Integer Linear Programs (MILPs). As the parameters of the wells, such as the basic-sediment-to-water ratio and the gas-oil ratio, are updated, the problems must be…

Machine Learning · Computer Science 2023-09-04 Bruno Machado Pacheco , Laio Oriel Seman , Eduardo Camponogara

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…

Optimization and Control · Mathematics 2016-08-23 Pierre Le Bodic , George L. Nemhauser

We survey recent work on machine learning (ML) techniques for selecting cutting planes (or cuts) in mixed-integer linear programming (MILP). Despite the availability of various classes of cuts, the task of choosing a set of cuts to add to…

Optimization and Control · Mathematics 2023-11-01 Arnaud Deza , Elias B. Khalil

Integer linear programming (ILP) encompasses a very important class of optimization problems that are of great interest to both academia and industry. Several algorithms are available that attempt to explore the solution space of this class…

Emerging Technologies · Computer Science 2018-08-31 Fabio L. Traversa , Massimiliano Di Ventra

We propose a framework for the stability verification of Mixed-Integer Linear Programming (MILP) representable control policies. This framework compares a fixed candidate policy, which admits an efficient parameterization and can be…

Systems and Control · Electrical Eng. & Systems 2023-06-02 Roland Schwan , Colin N. Jones , Daniel Kuhn

Feasible solutions are crucial for Integer Programming (IP) since they can substantially speed up the solving process. In many applications, similar IP instances often exhibit similar structures and shared solution distributions, which can…

Optimization and Control · Mathematics 2024-06-19 Hao Zeng , Jiaqi Wang , Avirup Das , Junying He , Kunpeng Han , Haoyuan Hu , Mingfei Sun

In hybrid Model Predictive Control (MPC), a Mixed-Integer Quadratic Program (MIQP) is solved at each sampling time to compute the optimal control action. Although these optimizations are generally very demanding, in MPC we expect…

Systems and Control · Electrical Eng. & Systems 2020-04-01 Tobia Marcucci , Russ Tedrake

We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution…

Artificial Intelligence · Computer Science 2022-06-22 Warley Almeida Silva , Federico Bobbio , Flore Caye , Defeng Liu , Justine Pepin , Carl Perreault-Lafleur , William St-Arnaud

Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular,…

Optimization and Control · Mathematics 2022-06-15 Theodore Papalexopoulos , Christian Tjandraatmadja , Ross Anderson , Juan Pablo Vielma , David Belanger

Navigating rigid body objects through crowded environments can be challenging, especially when narrow passages are presented. Existing sampling-based planners and optimization-based methods like mixed integer linear programming (MILP)…

Robotics · Computer Science 2024-09-19 Mingxin Yu , Chuchu Fan

Determining the maximum demand a water distribution network can satisfy is crucial for ensuring reliable supply and planning network expansion. This problem, typically formulated as a mixed-integer nonlinear program (MINLP), is…

Optimization and Control · Mathematics 2026-01-13 Sai Krishna Kanth Hari , Russell Bent

Mixed-integer nonlinear programs (MINLPs) arise in domains such as energy systems, process engineering, and transportation, and are notoriously difficult to solve at scale due to the interplay of discrete decisions and nonlinear…

Machine Learning · Computer Science 2025-12-16 Bo Tang , Elias B. Khalil , Ján Drgoňa

Mixed integer linear programming (MILP) solvers expose hundreds of parameters that have an outsized impact on performance but are difficult to configure for all but expert users. Existing machine learning (ML) approaches require training on…

Machine Learning · Computer Science 2025-09-25 Connor Lawless , Yingxi Li , Anders Wikum , Madeleine Udell , Ellen Vitercik

We address the solution of Mixed Integer Linear Programming (MILP) models with strong relaxations that are derived from Dantzig-Wolfe decompositions and allow a pseudo-polynomial pricing algorithm. We exploit their network-flow…

Optimization and Control · Mathematics 2021-06-01 Vinícius L. de Lima , Manuel Iori , Flávio K. Miyazawa

Mixed Binary Quadratic Programs (MBQPs) are an important and complex set of problems in combinatorial optimization. As solving large-scale combinatorial optimization problems is challenging, primal heuristics have been developed to quickly…

Machine Learning · Computer Science 2026-04-28 Weimin Huang , Natalie M. Isenberg , Ján Drgoňa , Draguna L Vrabie , Bistra Dilkina

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…

Machine Learning · Statistics 2020-05-14 Sina Aghaei , Andres Gomez , Phebe Vayanos

Recent work has shown potential in using Mixed Integer Programming (MIP) solvers to optimize certain aspects of neural networks (NNs). However the intriguing approach of training NNs with MIP solvers is under-explored.…

Machine Learning · Computer Science 2023-04-03 Tómas Thorbjarnarson , Neil Yorke-Smith

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

We address the optimal design of a large scale multi-agent system where each agent has discrete and/or continuous decision variables that need to be set so as to optimize the sum of linear local cost functions, in presence of linear local…

Optimization and Control · Mathematics 2017-06-28 Alessandro Falsone , Kostas Margellos , Maria Prandini
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