Successfully employing cutting planes can be challenging because there are infinitely many cuts to choose from and there are still many open questions about which cuts to employ when.

Combinatorial optimization (CO) problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral solutions of certified quality. Inspired by Erdos' probabilistic method, we use a neural network to parametrize a probability distribution over sets. Crucially, we show that when the network is optimized w.r.t. a suitably chosen loss, the learned distribution contains, with controlled probability, a low-cost integral solution that obeys the constraints of the combinatorial problem. The probabilistic proof of existence is then derandomized to decode the desired solutions. We demonstrate the efficacy of this approach to obtain valid solutions to the maximum clique problem and to perform local graph clustering. Our method achieves competitive results on both real datasets and synthetic hard instances.

We consider energy minimization for undirected graphical models, also known as MAP-inference problem for Markov random fields. Although combinatorial methods, which return a provably optimal integral solution of the problem, made a big progress in the past decade, they are still typically unable to cope with large-scale datasets. On the other hand, large scale datasets are typically defined on sparse graphs, and convex relaxation methods, such as linear programming relaxations often provide good approximations to integral solutions. We propose a novel method of combining combinatorial and convex programming techniques to obtain a global solution of the initial combinatorial problem. Based on the information obtained from the solution of the convex relaxation, our method confines application of the combinatorial solver to a small fraction of the initial graphical model, which allows to optimally solve big problems. We demonstrate the power of our approach on a computer vision energy minimization benchmark.

The paper presents a supervised facility location based approach to subset selection, i.e., choosing a set of representative points from a new dataset. The paper considers a sparse convex relaxation of the problem and characterizes conditions for getting integral solutions. An alternating algorithm utilizing the integral solutions is presented for learning the subset mapping. Extensive experimental results are presented to illustrate the effectiveness of the proposed approach. The reviewers agree that the paper makes a novel contribution to an important problem and the paper is well written.

Combinatorial optimization (CO) problems are notoriously challenging for neural networks, especially in the absence of labeled instances. This work proposes an unsupervised learning framework for CO problems on graphs that can provide integral solutions of certified quality. Inspired by Erdos' probabilistic method, we use a neural network to parametrize a probability distribution over sets. Crucially, we show that when the network is optimized w.r.t. a suitably chosen loss, the learned distribution contains, with controlled probability, a low-cost integral solution that obeys the constraints of the combinatorial problem. The probabilistic proof of existence is then derandomized to decode the desired solutions.

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the exact one. These approximate LP solutions can be computed efficiently by applying a parallel stochastic-coordinate-descent method to a quadratic-penalty formulation of the LP. We derive worst-case runtime and solution quality guarantees of this scheme using novel perturbation and convergence analysis. Our experiments demonstrate that on such combinatorial problems as vertex cover, independent set and multiway-cut, our approximate rounding scheme is up to an order of magnitude faster than Cplex (a commercial LP solver) while producing solutions of similar quality.

The tasks of designing messenger RNAs and non-coding RNAs are discrete optimization problems, and several versions of these problems are NP-hard. As an alternative to commonly used local search methods, we formulate these problems as continuous optimization and develop a general framework for this optimization based on a new concept of "expected partition function". The basic idea is to start with a distribution over all possible candidate sequences, and extend the objective function from a sequence to a distribution. We then use gradient descent-based optimization methods to improve the extended objective function, and the distribution will gradually shrink towards a one-hot sequence (i.e., a single sequence). We consider two important case studies within this framework, the mRNA design problem optimizing for partition function (i.e., ensemble free energy) and the non-coding RNA design problem optimizing for conditional (i.e., Boltzmann) probability. In both cases, our approach demonstrate promising preliminary results.

This paper studies the fair range clustering problem in which the data points are from different demographic groups and the goal is to pick $k$ centers with the minimum clustering cost such that each group is at least minimally represented in the centers set and no group dominates the centers set. More precisely, given a set of $n$ points in a metric space $(P,d)$ where each point belongs to one of the $\ell$ different demographics (i.e., $P = P_1 \uplus P_2 \uplus \cdots \uplus P_\ell$) and a set of $\ell$ intervals $[\alpha_1, \beta_1], \cdots, [\alpha_\ell, \beta_\ell]$ on desired number of centers from each group, the goal is to pick a set of $k$ centers $C$ with minimum $\ell_p$-clustering cost (i.e., $(\sum_{v\in P} d(v,C)^p)^{1/p}$) such that for each group $i\in \ell$, $|C\cap P_i| \in [\alpha_i, \beta_i]$. In particular, the fair range $\ell_p$-clustering captures fair range $k$-center, $k$-median and $k$-means as its special cases. In this work, we provide efficient constant factor approximation algorithms for fair range $\ell_p$-clustering for all values of $p\in [1,\infty)$.

We consider energy minimization for undirected graphical models, also known as MAP-inference problem for Markov random fields. Although combinatorial methods, which return a provably optimal integral solution of the problem, made a big progress in the past decade, they are still typically unable to cope with large-scale datasets. On the other hand, large scale datasets are typically defined on sparse graphs, and convex relaxation methods, such as linear programming relaxations often provide good approximations to integral solutions. We propose a novel method of combining combinatorial and convex programming techniques to obtain a global solution of the initial combinatorial problem. Based on the information obtained from the solution of the convex relaxation, our method confines application of the combinatorial solver to a small fraction of the initial graphical model, which allows to optimally solve big problems. We demonstrate the power of our approach on a computer vision energy minimization benchmark.

Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused learning explicitly integrates the downstream decision problem when training the predictive model, in order to optimize the quality of decisions induced by the predictions. It has been successfully applied to several limited combinatorial problem classes, such as those that can be expressed as linear programs (LP), and submodular optimization. However, these previous applications have uniformly focused on problems from specific classes with simple constraints. Here, we enable decision-focused learning for the broad class of problems that can be encoded as a Mixed Integer Linear Program (MIP), hence supporting arbitrary linear constraints over discrete and continuous variables. We show how to differentiate through a MIP by employing a cutting planes solution approach, which is an exact algorithm that iteratively adds constraints to a continuous relaxation of the problem until an integral solution is found. We evaluate our new end-to-end approach on several real world domains and show that it outperforms the standard two phase approaches that treat prediction and prescription separately, as well as a baseline approach of simply applying decision-focused learning to the LP relaxation of the MIP.