Search Results for author: Thorsten Koch

Found 5 papers, 3 papers with code

PySCIPOpt-ML: Embedding Trained Machine Learning Models into Mixed-Integer Programs

1 code implementation13 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.

Cutting Plane Selection with Analytic Centers and Multiregression

1 code implementation14 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.

Adaptive Cut Selection in Mixed-Integer Linear Programming

1 code implementation22 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.

The Variational Bayesian Inference for Network Autoregression Models

no code implementations18 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.

Bayesian Inference Computational Efficiency

Generative deep learning for decision making in gas networks

no code implementations3 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.

Decision Making

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