OCJan 8, 2024
A learning-based mathematical programming formulation for the automatic configuration of optimization solversGabriele Iommazzo, Claudia D'Ambrosio, Antonio Frangioni et al.
We propose a methodology, based on machine learning and optimization, for selecting a solver configuration for a given instance. First, we employ a set of solved instances and configurations in order to learn a performance function of the solver. Secondly, we formulate a mixed-integer nonlinear program where the objective/constraints explicitly encode the learnt information, and which we solve, upon the arrival of an unknown instance, to find the best solver configuration for that instance, based on the performance function. The main novelty of our approach lies in the fact that the configuration set search problem is formulated as a mathematical program, which allows us to a) enforce hard dependence and compatibility constraints on the configurations, and b) solve it efficiently with off-the-shelf optimization tools.
OCJan 10, 2024
Learning to Configure Mathematical Programming Solvers by Mathematical ProgrammingGabriele Iommazzo, Claudia D'Ambrosio, Antonio Frangioni et al.
We discuss the issue of finding a good mathematical programming solver configuration for a particular instance of a given problem, and we propose a two-phase approach to solve it. In the first phase we learn the relationships between the instance, the configuration and the performance of the configured solver on the given instance. A specific difficulty of learning a good solver configuration is that parameter settings may not all be independent; this requires enforcing (hard) constraints, something that many widely used supervised learning methods cannot natively achieve. We tackle this issue in the second phase of our approach, where we use the learnt information to construct and solve an optimization problem having an explicit representation of the dependency/consistency constraints on the configuration parameter settings. We discuss computational results for two different instantiations of this approach on a unit commitment problem arising in the short-term planning of hydro valleys. We use logistic regression as the supervised learning methodology and consider CPLEX as the solver of interest.
96.1OCMar 20
Hardness of some optimization problems over correlation polyhedraAlberto Caprara, Fabio Furini, Claudio Gentile et al.
We prove the \textbf{NP}-hardness, using Karp reductions, of some problems related to the correlation polytope and its corresponding cone, spanned by all of the $n\times n$ rank-one matrices over $\{0,1\}$. The problems are: membership, rank of the decomposition, and a ``relaxed rank'' obtained from relaxing the zero-norm expression for the rank to an $\ell_1$ norm. While membership and rank are natural problems for any matrix cone, the relaxed rank problem occurs in some signal processing and statistical applications.
CLOct 11, 2025
Mathematics with large language models as provers and verifiersHieu Le Duc, Leo Liberti
During 2024 and 2025 the discussion about the theorem-proving capabilities of large language models started reporting interesting success stories, mostly to do with difficult exercises (such as problems from the International Mathematical Olympiad), but also with conjectures [Feldman & Karbasi, arXiv:2509.18383v1] formulated for the purpose of verifying whether the artificial intelligence could prove it. In this paper we report a theorem proving feat achieved by ChatGPT by using a protocol involving different prover and verifier instances of the gpt-5 model working collaboratively. To make sure that the produced proofs do not suffer from hallucinations, the final proof is formally verified by the lean proof assistant, and the conformance of premises and conclusion of the lean code is verified by a human. Our methodology is by no means complete or exact. It was nonetheless able to solve five out of six 2025 IMO problems, and close about a third of the sixty-six number theory conjectures in [Cohen, Journal of Integer Sequences, 2025].
AIMar 1, 2024
The Algorithm Configuration ProblemGabriele Iommazzo, Claudia D'Ambrosio, Antonio Frangioni et al.
The field of algorithmic optimization has significantly advanced with the development of methods for the automatic configuration of algorithmic parameters. This article delves into the Algorithm Configuration Problem, focused on optimizing parametrized algorithms for solving specific instances of decision/optimization problems. We present a comprehensive framework that not only formalizes the Algorithm Configuration Problem, but also outlines different approaches for its resolution, leveraging machine learning models and heuristic strategies. The article categorizes existing methodologies into per-instance and per-problem approaches, distinguishing between offline and online strategies for model construction and deployment. By synthesizing these approaches, we aim to provide a clear pathway for both understanding and addressing the complexities inherent in algorithm configuration.
LGSep 18, 2019
Distance Geometry and Data ScienceLeo Liberti
Data are often represented as graphs. Many common tasks in data science are based on distances between entities. While some data science methodologies natively take graphs as their input, there are many more that take their input in vectorial form. In this survey we discuss the fundamental problem of mapping graphs to vectors, and its relation with mathematical programming. We discuss applications, solution methods, dimensional reduction techniques and some of their limits. We then present an application of some of these ideas to neural networks, showing that distance geometry techniques can give competitive performance with respect to more traditional graph-to-vector mappings.
MLOct 29, 2017
Globally Optimal Symbolic RegressionVernon Austel, Sanjeeb Dash, Oktay Gunluk et al.
In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity that explains the observations. We demonstrate our approach by rediscovering Kepler's law on planetary motion using exoplanet data and Galileo's pendulum periodicity equation using experimental data.