Related papers: Clique Probing for Mixed-Integer Programs
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
Mixed Integer Linear Programming (MILP) is a fundamental tool for modeling combinatorial optimization problems. Recently, a growing body of research has used machine learning to accelerate MILP solving. Despite the increasing popularity of…
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…
Leveraging machine learning (ML) to predict an initial solution for mixed-integer linear programming (MILP) has gained considerable popularity in recent years. These methods predict a solution and fix a subset of variables to reduce the…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
We present a data mining approach for reducing the search space of local search algorithms in a class of binary integer programs including the set covering and partitioning problems. The quality of locally optimal solutions typically…
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…
Presolving has become an essential component of modern MIP solvers both in terms of computational performance and numerical robustness. In this paper, we present PaPILO, a new C++ header-only library that provides a large set of presolving…
We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
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…
In many classification problems it is desirable to output well-calibrated probabilities on the different classes. We propose a robust, non-parametric method of calibrating probabilities called SplineCalib that utilizes smoothing splines to…
We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…
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…
Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter…
Augmentation methods for mixed-integer (linear) programs are a class of primal solution approaches in which a current iterate is augmented to a better solution or proved optimal. It is well known that the performance of these methods, i.e.,…
It is well known that reformulating the original problem can be crucial for the performance of mixed-integer programming (MIP) solvers. To ensure correctness, all transformations must preserve the fea sibility status and optimal value of…
We propose two approaches for selecting variables in latent class analysis (i.e.,mixture model assuming within component independence), which is the common model-based clustering method for mixed data. The first approach consists in…
In this paper, we propose a Pre-trained Mixed Integer Optimization framework (PreMIO) that accelerates online mixed integer program (MIP) solving with offline datasets and machine learning models. Our method is based on a data-driven…