Machine Learning Algorithms for Improving Exact Classical Solvers in Mixed Integer Continuous Optimization

Fuente: arXiv
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Main Authors: Kimiaei, Morteza, Kungurtsev, Vyacheslav, Olimba, Brian
Format: Preprint
Published: 2025
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author Kimiaei, Morteza
Kungurtsev, Vyacheslav
Olimba, Brian
author_facet Kimiaei, Morteza
Kungurtsev, Vyacheslav
Olimba, Brian
contents Integer and mixed-integer nonlinear programming (INLP, MINLP) are central to logistics, energy, and scheduling, but remain computationally challenging. This survey examines how machine learning and reinforcement learning can enhance exact optimization methods-particularly branch-and-bound (BB)-without compromising global optimality. We cover discrete, continuous, and mixed-integer formulations, and highlight applications such as vehicle routing, hydropower planning, and crew scheduling. We introduce a unified BB framework that embeds learning-based strategies into branching, cut selection, node ordering, and parameter control. Classical algorithms are augmented using supervised, imitation, and reinforcement learning models to accelerate convergence while maintaining correctness. We conclude with a taxonomy of learning methods by solver class and learning paradigm, and outline open challenges in generalization, hybridization, and scaling intelligent solvers.
format Preprint
id arxiv_https___arxiv_org_abs_2508_06906
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Machine Learning Algorithms for Improving Exact Classical Solvers in Mixed Integer Continuous Optimization
Kimiaei, Morteza
Kungurtsev, Vyacheslav
Olimba, Brian
Optimization and Control
Machine Learning
Integer and mixed-integer nonlinear programming (INLP, MINLP) are central to logistics, energy, and scheduling, but remain computationally challenging. This survey examines how machine learning and reinforcement learning can enhance exact optimization methods-particularly branch-and-bound (BB)-without compromising global optimality. We cover discrete, continuous, and mixed-integer formulations, and highlight applications such as vehicle routing, hydropower planning, and crew scheduling. We introduce a unified BB framework that embeds learning-based strategies into branching, cut selection, node ordering, and parameter control. Classical algorithms are augmented using supervised, imitation, and reinforcement learning models to accelerate convergence while maintaining correctness. We conclude with a taxonomy of learning methods by solver class and learning paradigm, and outline open challenges in generalization, hybridization, and scaling intelligent solvers.
title Machine Learning Algorithms for Improving Exact Classical Solvers in Mixed Integer Continuous Optimization
topic Optimization and Control
Machine Learning
url https://arxiv.org/abs/2508.06906