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A new, data-driven approach could lead to better solutions for tricky optimization problems like global package routing or power grid operation.
Copyright: news.mit.edu – “AI Accelerates Problem-Solving In Complex Scenarios”
This software, called a mixed-integer linear programming (MILP) solver, splits a massive optimization problem into smaller pieces and uses generic algorithms to try and find the best solution. However, the solver could take hours — or even days — to arrive at a solution.
The process is so onerous that a company often must stop the software partway through, accepting a solution that is not ideal but the best that could be generated in a set amount of time.
Researchers from MIT and ETH Zurich used machine learning to speed things up.
They identified a key intermediate step in MILP solvers that has so many potential solutions it takes an enormous amount of time to unravel, which slows the entire process. The researchers employed a filtering technique to simplify this step, then used machine learning to find the optimal solution for a specific type of problem.
Their data-driven approach enables a company to use its own data to tailor a general-purpose MILP solver to the problem at hand.
This new technique sped up MILP solvers between 30 and 70 percent, without any drop in accuracy. One could use this method to obtain an optimal solution more quickly or, for especially complex problems, a better solution in a tractable amount of time.
This approach could be used wherever MILP solvers are employed, such as by ride-hailing services, electric grid operators, vaccination distributors, or any entity faced with a thorny resource-allocation problem.
“Sometimes, in a field like optimization, it is very common for folks to think of solutions as either purely machine learning or purely classical. I am a firm believer that we want to get the best of both worlds, and this is a really strong instantiation of that hybrid approach,” says senior author Cathy Wu, the Gilbert W. Winslow Career Development Assistant Professor in Civil and Environmental Engineering (CEE), and a member of a member of the Laboratory for Information and Decision Systems (LIDS) and the Institute for Data, Systems, and Society (IDSS).[…]
Read more: www.news.mit.edu
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