2.6LGSep 10, 2024
Learn2Aggregate: Supervised Generation of Chvátal-Gomory Cuts Using Graph Neural NetworksArnaud Deza, Elias B. Khalil, Zhenan Fan et al.
We present $\textit{Learn2Aggregate}$, a machine learning (ML) framework for optimizing the generation of Chvátal-Gomory (CG) cuts in mixed integer linear programming (MILP). The framework trains a graph neural network to classify useful constraints for aggregation in CG cut generation. The ML-driven CG separator selectively focuses on a small set of impactful constraints, improving runtimes without compromising the strength of the generated cuts. Key to our approach is the formulation of a constraint classification task which favours sparse aggregation of constraints, consistent with empirical findings. This, in conjunction with a careful constraint labeling scheme and a hybrid of deep learning and feature engineering, results in enhanced CG cut generation across five diverse MILP benchmarks. On the largest test sets, our method closes roughly $\textit{twice}$ as much of the integrality gap as the standard CG method while running 40$% faster. This performance improvement is due to our method eliminating 75% of the constraints prior to aggregation.
1.2COMP-PHDec 5, 2024
A Data-Driven Framework for Discovering Fractional Differential Equations in Complex SystemsXiangnan Yu, Hao Xu, Zhiping Mao et al.
In complex physical systems, conventional differential equations often fall short in capturing non-local and memory effects, as they are limited to local dynamics and integer-order interactions. This study introduces a stepwise data-driven framework for discovering fractional differential equations (FDEs) directly from data. FDEs, known for their capacity to model non-local dynamics with fewer parameters than integer-order derivatives, can represent complex systems with long-range interactions. Our framework applies deep neural networks as surrogate models for denoising and reconstructing sparse and noisy observations while using Gaussian-Jacobi quadrature to handle the challenges posed by singularities in fractional derivatives. To optimize both the sparse coefficients and fractional order, we employ an alternating optimization approach that combines sparse regression with global optimization techniques. We validate the framework across various datasets, including synthetic anomalous diffusion data, experimental data on the creep behavior of frozen soils, and single-particle trajectories modeled by Lévy motion. Results demonstrate the framework's robustness in identifying the structure of FDEs across diverse noise levels and its capacity to capture integer-order dynamics, offering a flexible approach for modeling memory effects in complex systems.