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Conformal Prediction for Early Stopping in Mixed Integer Optimization
Stefan Clarke, Bartolomeo Stellato
Mixed-integer optimization solvers often find optimal solutions early in the search, yet spend the majority of computation time proving optimality. We exploit this by learning when…
Learning-Based Hierarchical Approach for Fast Mixed-Integer Optimization
Stefan Clarke, Bartolomeo Stellato
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach de…
Differentiable Cutting-plane Layers for Mixed-integer Linear Optimization
Gabriele Dragotto, Stefan Clarke, Jaime Fernández Fisac +1
We consider the problem of solving a family of parametric mixed-integer linear optimization problems where some entries in the input data change. We introduce the concept of cuttin…