Although modern Mixed-Integer Programming (MIP) solvers are capable of solving problems with tens of thousands of discrete and continuous variables and constraints, the problem sizes of optimization applications in the studied end-use cases continue to grow and may often involve millions of variables and increasingly complex constraints. The Institute approaches this task through the lens of learning to optimize, a new paradigm recognizing that many optimization problems are solved repeatedly on similar instances. Instead of designing solution methods as a challenge in algorithm design and mathematical insight, the Institute research leverages data-driven learning approaches to discover new algorithmic policies customized to the problem types and instance distributions.
Publications
Related work
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Learning combinatorial optimization algorithms over graphs.Hanjun Dai, Elias B Khalil*, Yuyu Zhang, Bistra Dilkina, and Le Song. In NeurIPS: Advances in neural information processing systems, 2017.
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Learning to run heuristics in tree search. Elias B. Khalil, Bistra Dilkina, George L. Nemhauser, Shabbir Ahmed, and Yufen Shao. In IJCAI: International Joint Conferences on Artificial Intelligence Organization, pages 659–666, 2017.
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Learning to branch in mixed integer programming. Elias Khalil, Pierre Le Bodic, Le Song, George Nemhauser, and Bistra Dilkina.In AAAI Conference on Artificial Intelligence, 2016.