4 papers · 1 filter
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…
Integer L-Shaped Method with Non-Supporting No-Good Optimality Cuts
Benjamin P. Riley, Prodromos Daoutidis, Qi Zhang
Two-stage stochastic mixed-integer linear programs with mixed-integer recourse arise in many practical applications but are computationally challenging due to their large size and…
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…