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Smart Predict-and-Optimize for Hard Combinatorial Optimization Problems

AAAI 2020 · Learning theory and algorithms › Combinatorial and search optimization · approach: Decision-focused optimization · 108 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Train with SPO-relax instead of MSE-rlinear prediction models for hard ICON scheduling · ICON hard scheduling instances 1–5relaxed regret: 72,662; 120,800; 108,748; 109,694; 118,946Helped
Use the continuous relaxation as the training oracle instead of the exact discrete problem (ablation)SPO · knapsack and energy scheduling instancestest regretNo clear effect
Pretrain with MSE for 6 epochs before continuing with SPO-relax (ablation)SPO-relax · three scheduling instancesper-epoch runtime: 6.5 (1.5) sec -> 8 (0.5) sec; 7 (1.5) sec -> 6 (1.0) sec; 10 (0.5) sec -> 12 (1.0) secNo clear effect
Warmstart solver calls from an earlier basis (ablation)SPO-relax · three scheduling instancesper-epoch runtime: 6.5 (1.5) sec -> 1.5 (0.2) sec; 7 (1.5) sec -> 1 (0.2) sec; 10 (0.5) sec -> 2.5 (0.1) secHelped
Add objective cuts when warmstarting the relaxation (ablation)SPO-relax · relaxation solvingruntimeHurt
Use SPO-relax instead of QPTLlinear prediction models · unweighted knapsack and two energy-scheduling instancesregretHelped
Use SPO-relax instead of QPTLlinear prediction models · weighted knapsackregretMixed
Use SPO-relax instead of QPTLlinear prediction models · weighted knapsack, capacity 60regretHurt

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