Online Mixed-Integer Optimization in Milliseconds

<jats:p> We propose a method to approximate the solution of online mixed-integer optimization (MIO) problems at very high speed using machine learning. By exploiting the repetitive nature of online optimization, we can greatly speed up the solution time. Our approach encodes the optimal soluti...

Full description

Bibliographic Details
Main Authors: Bertsimas, Dimitris, Stellato, Bartolomeo
Other Authors: Sloan School of Management
Format: Article
Language:English
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2022
Online Access:https://hdl.handle.net/1721.1/144109