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Machine learning for combinatorial optimization: A methodological tour d'horizon

delete2021-04-01
delete715
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Y
Yoshua Bengio
A
Andrea Lodi *
A
Antoine Prouvost
DOI:10.1016/j.ejor.2020.07.063delete
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摘要

摘要

En 中文
This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems, state-of-the-art algorithms rely on handcrafted heuristics for making decisions that are otherwise too expensive to compute or mathematically not well defined. Thus, machine learning looks like a natural candidate to make such decisions in a more principled and optimized way. We advocate for pushing further the integration of machine learning and combinatorial optimization and detail a methodology to do so. A main point of the paper is seeing generic optimization problems as data points and inquiring what is the relevant distribution of problems to use for learning on a given task. (C) 2020 Elsevier B.V. All rights reserved.
Keyword:
Combinatorial optimization
Machine learning
Branch and bound
Mixed-integer programming solvers
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期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

机构

U
universite de montreal
学者数:
4.6W
论文数: 3.8W
被引数: 46
P
Polytechnique Montreal
学者数:
3.7K
论文数: 3.4K
被引数: 42
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