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Symbolic Discovery of Iterative Algorithms: A Continuous Latent Space Bayesian Optimization Framework
Tongjia Liu, Ilias Mitrai
In this paper, we consider the automated discovery of iterative optimization algorithms. We formulate the algorithm discovery task as a discrete optimization problem and search for…
Feasibility-Aware Imitation Learning for Benders Decomposition
Bernard T. Agyeman, Zhe Li, Ilias Mitrai +1
Mixed-integer optimization problems arise in a wide range of control applications. Benders decomposition is a widely used algorithm for solving such problems by decomposing them in…
Graph-Based Imitation and Reinforcement Learning for Efficient Benders Decomposition
Bernard T. Agyeman, Zhe Li, Ilias Mitrai +1
This work introduces an end-to-end graph-based agent for accelerating the computational efficiency of Benders Decomposition. The agent's policy is parameterized by a graph neural n…
Learning to control inexact Benders decomposition via reinforcement learning
Zhe Li, Bernard T. Agyeman, Ilias Mitrai +1
Benders decomposition (BD), along with its generalized version (GBD), is a widely used algorithm for solving large-scale mixed-integer optimization problems that arise in the opera…