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Interior Point Solving for LP-based prediction+optimisation

NeurIPS 2020 · Learning theory and algorithms › Combinatorial and search optimization · approach: Predict-then-optimize learning · 42 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Train with IntOpt rather than SPOReal estate knapsack · Real estate knapsackRegret (× 10^4): 295 -> 457Hurt
Train with IntOpt rather than SPOEnergy scheduling (0-layer) · Energy scheduling (0-layer)Regret: 11073 -> 10774Helped
Train with IntOpt rather than SPOShortest path · Shortest pathRegret: 152 -> 119; 138 -> 92Helped
Add log-barrier regularization instead of squared-norm regularization (ablation)KKT-based IntOpt on energy scheduling · Energy schedulingRegret: 15744 -> 14365 (λ=10^-1); 174717 -> 14958 (λ=10^-3); 209595 -> 21258 (λ=10^-10)Helped
Differentiate the HSD formulation rather than KKT conditions (ablation)Log-barrier IntOpt on energy scheduling · Energy schedulingRegret: 14365 -> 10774 (λ=10^-1); 14958 -> 14620 (λ=10^-3); 21258 -> 21594 (λ=10^-10)Helped
Stop at a lower λ cut-off of 10^-3 rather than 10^-1 (ablation)HSD log-barrier IntOpt · Energy schedulingRegret: 10774 -> 14620Hurt
Stop at a lower λ cut-off of 10^-10 rather than 10^-1 (ablation)HSD log-barrier IntOpt · Energy schedulingRegret: 10774 -> 21594Hurt
Use a 1-layer rather than 0-layer network (ablation)IntOpt · Energy schedulingRegret: 10774 -> 11406Hurt
Use a 2-layer rather than 1-layer network (ablation)IntOpt · Shortest pathRegret: 119 -> 92Helped

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