GitHub

Mixed-Integer-Optimization-for-Portfolio-Selection-using-ML-Driven-Heuristics

We combine Mixed-Integer Programming (MIP) with Machine Learning to find near-optimal portfolios efficiently: maximize: μᵀw - λ·(wᵀΣw) - transaction_costs(w ...
GitHub

Learning-to-Optimize for Mixed-Integer Non-Linear Programming

Our approach introduces the first general Learning-to-Optimize (L2O) framework designed for Mixed-Integer Nonlinear Programming (MINLP). As illustrated above, the approach consists of two core ...
IEEE

A Two-Stage Mixed Integer Programming Model for Distributionally Robust State-Based Non-Intrusive Load Monitoring

Abstract: This paper presents a non-intrusive load monitoring (NILM) model based on two-stage mixed-integer linear programming theory. Compared with other mixed integer optimization-based models, this ...
IEEE

Centralized MPC-Based Mixed Integer Programming for Cooperative Trajectory Planning in Open-pit Mines

Abstract: The rapid evolution of artificial intelligence and IoT (Internet of Things) technology is making autonomous driving an emerging critical trend in open-pit mining operations. However, current ...