Learning to solve optimization problems with hard linear constraints

M Li, S Kolouri, J Mohammadi - IEEE Access, 2023 - ieeexplore.ieee.org
Constrained optimization problems have appeared in a wide variety of challenging real-
world problems, where constraints often capture the physics of the underlying system …

Rayen: Imposition of hard convex constraints on neural networks

J Tordesillas, JP How, M Hutter - arXiv preprint arXiv:2307.08336, 2023 - arxiv.org
This paper presents RAYEN, a framework to impose hard convex constraints on the output
or latent variable of a neural network. RAYEN guarantees that, for any input or any weights …

[HTML][HTML] Warm-starting constraint generation for mixed-integer optimization: A machine learning approach

A Jiménez-Cordero, JM Morales, S Pineda - Knowledge-Based Systems, 2022 - Elsevier
Abstract Mixed Integer Linear Programs (MILP) are well known to be NP-hard (Non-
deterministic Polynomial-time hard) problems in general. Even though pure optimization …

End-to-end constrained optimization learning: A survey

J Kotary, F Fioretto, P Van Hentenryck… - arXiv preprint arXiv …, 2021 - arxiv.org
This paper surveys the recent attempts at leveraging machine learning to solve constrained
optimization problems. It focuses on surveying the work on integrating combinatorial solvers …

Learning differentiable solvers for systems with hard constraints

G Négiar, MW Mahoney, AS Krishnapriyan - arXiv preprint arXiv …, 2022 - arxiv.org
We introduce a practical method to enforce partial differential equation (PDE) constraints for
functions defined by neural networks (NNs), with a high degree of accuracy and up to a …

Learning with constraint learning: New perspective, solution strategy and various applications

R Liu, J Gao, X Liu, X Fan - IEEE Transactions on Pattern …, 2024 - ieeexplore.ieee.org
The complexity of learning problems, such as Generative Adversarial Network (GAN) and its
variants, multi-task and meta-learning, hyper-parameter learning, and a variety of real-world …

Learning linear programs from data

EA Schede, S Kolb, S Teso - 2019 IEEE 31st International …, 2019 - ieeexplore.ieee.org
Linear Programming lies at the core of mathematical modelling and optimization. Designing
linear programs (LPs) is a difficult and expensive process, as it requires both mathematical …

Polynomial optimization: Enhancing RLT relaxations with conic constraints

B González-Rodríguez, R Alvite-Pazó… - arXiv preprint arXiv …, 2022 - arxiv.org
Conic optimization has recently emerged as a powerful tool for designing tractable and
guaranteed algorithms for non-convex polynomial optimization problems. On the one hand …

[HTML][HTML] Optimization with constraint learning: A framework and survey

AO Fajemisin, D Maragno, D den Hertog - European Journal of Operational …, 2024 - Elsevier
Many real-life optimization problems frequently contain one or more constraints or objectives
for which there are no explicit formulae. If however data on feasible and/or infeasible states …

Ensuring DNN solution feasibility for optimization problems with linear constraints

T Zhao, X Pan, M Chen, S Low - The Eleventh International …, 2023 - openreview.net
We propose preventive learning as the first framework to guarantee Deep Neural Network
(DNN) solution feasibility for optimization problems with linear constraints without post …