1 code implementation • 14 Jul 2023 • Mark Turner, Timo Berthold, Mathieu Besançon
The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation.
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 • 23 Aug 2022 • Deborah Hendrych, Hannah Troppens, Mathieu Besançon, Sebastian Pokutta
These relaxations are solved with a Frank-Wolfe algorithm over the convex hull of mixed-integer feasible points instead of the continuous relaxation via calls to a mixed-integer linear solver as the linear oracle.
no code implementations • 10 Jun 2022 • Mathieu Besançon, Joaquim Dias Garcia, Benoît Legat, Akshay Sharma
We introduce DiffOpt. jl, a Julia library to differentiate through the solution of optimization problems with respect to arbitrary parameters present in the objective and/or constraints.
1 code implementation • 15 Oct 2021 • Jan Macdonald, Mathieu Besançon, Sebastian Pokutta
We study the effects of constrained optimization formulations and Frank-Wolfe algorithms for obtaining interpretable neural network predictions.
1 code implementation • NeurIPS 2021 • Alejandro Carderera, Mathieu Besançon, Sebastian Pokutta
Generalized self-concordance is a key property present in the objective function of many important learning problems.
no code implementations • 3 Sep 2018 • Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne, Juan A. Gomez-Herrera
Power systems face higher flexibility requirements from generation to consumption due to an increasing injection of non-controllable distributed renewable generation.
Optimization and Control