Integrated Conditional Estimation-Optimization

no code implementations • 24 Oct 2021 • Meng Qi, Paul Grigas, Zuo-Jun Max Shen

In contrast to the standard approach of first estimating the distribution of uncertain parameters and then optimizing the objective based on the estimation, we propose an integrated conditional estimation-optimization (ICEO) framework that estimates the underlying conditional distribution of the random parameter while considering the structure of the optimization problem.

Generalization Bounds

Smart Feasibility Pump: Reinforcement Learning for (Mixed) Integer Programming

no code implementations • 18 Feb 2021 • Meng Qi, Mengxin Wang, Zuo-Jun Shen

In addition to multi-layer perception (MLP), we propose a novel convolution neural network (CNN) structure for the policy network to capture the hidden information of the constraint matrix of the MIP problem.

reinforcement-learning Reinforcement Learning (RL)