Solving influence diagrams via efficient mixed-integer programming formulations and heuristics
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866914263888560128 |
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| author | Hankimaa, Helmi Herrala, Olli Oliveira, Fabricio de Balsch, Jaan Tollander |
| author_facet | Hankimaa, Helmi Herrala, Olli Oliveira, Fabricio de Balsch, Jaan Tollander |
| contents | In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as provide heuristic solutions to more computationally challenging problems. We provide computational results showcasing the superior performance of these improved formulations as well as the performance of the proposed heuristic. Lastly, we describe a novel case study showcasing decision programming as an alternative framework for modelling multi-stage stochastic dynamic programming problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_13299 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Solving influence diagrams via efficient mixed-integer programming formulations and heuristics Hankimaa, Helmi Herrala, Olli Oliveira, Fabricio de Balsch, Jaan Tollander Optimization and Control In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as provide heuristic solutions to more computationally challenging problems. We provide computational results showcasing the superior performance of these improved formulations as well as the performance of the proposed heuristic. Lastly, we describe a novel case study showcasing decision programming as an alternative framework for modelling multi-stage stochastic dynamic programming problems. |
| title | Solving influence diagrams via efficient mixed-integer programming formulations and heuristics |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2307.13299 |