1 code implementation • 13 Dec 2023 • Mark Turner, Antonia Chmiela, Thorsten Koch, Michael Winkler
In this paper we propose a tool for the automatic MIP formulation of trained ML models, allowing easy integration of ML constraints into MIPs.
1 code implementation • 14 Dec 2022 • Mark Turner, Timo Berthold, Mathieu Besançon, Thorsten Koch
Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance.
1 code implementation • 22 Feb 2022 • Mark Turner, Thorsten Koch, Felipe Serrano, Michael Winkler
We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems.
no code implementations • 18 Feb 2021 • Wei-Ting Lai, Ray-Bing Chen, Ying Chen, Thorsten Koch
We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework.
no code implementations • 3 Feb 2021 • Lovis Anderson, Mark Turner, Thorsten Koch
We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network.