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A Surrogate Objective Framework for Prediction+Programming with Soft Constraints

Neural Information Processing Systems

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal of the downstream optimization problem. Recently, decision-focused prediction approaches, such as SPO+ and direct optimization, have been proposed to fill this gap. However, they cannot directly handle the soft constraints with the max operator required in many real-world objectives. This paper proposes a novel analytically differentiable surrogate objective framework for real-world linear and semi-definite negative quadratic programming problems with soft linear and non-negative hard constraints. This framework gives the theoretical bounds on constraints' multipliers, and derives the closed-form solution with respect to predictive parameters and thus gradients for any variable in the problem.


On Kernelized Multi-Armed Bandits with Constraints

Neural Information Processing Systems

We study a stochastic bandit problem with a general unknown reward function and a general unknown constraint function. Both functions can be non-linear (even non-convex) and are assumed to lie in a reproducing kernel Hilbert space (RKHS) with a bounded norm.




Guaranteeing Conservation of Integrals with Projection in Physics-Informed Neural Networks

Baez, Anthony, Zhang, Wang, Ma, Ziwen, Nguyen, Lam, Das, Subhro, Daniel, Luca

arXiv.org Artificial Intelligence

We propose a novel projection method that guarantees the conservation of integral quantities in Physics-Informed Neural Networks (PINNs). While the soft constraint that PINNs use to enforce the structure of partial differential equations (PDEs) enables necessary flexibility during training, it also permits the discovered solution to violate physical laws. To address this, we introduce a projection method that guarantees the conservation of the linear and quadratic integrals, both separately and jointly. We derived the projection formulae by solving constrained non-linear optimization problems and found that our PINN modified with the projection, which we call PINN-Proj, reduced the error in the conservation of these quantities by three to four orders of magnitude compared to the soft constraint and marginally reduced the PDE solution error. We also found evidence that the projection improved convergence through improving the conditioning of the loss landscape. Our method holds promise as a general framework to guarantee the conservation of any integral quantity in a PINN if a tractable solution exists.


A hybrid solution approach for the Integrated Healthcare Timetabling Competition 2024

Guericke, Daniela, van der Hulst, Rolf, Karimpour, Asal, Schrader, Ieke, Walter, Matthias

arXiv.org Artificial Intelligence

Our healthcare systems are struggling with the ageing population resulting in an increasing demand and rising expenditures while facing a shortage of healthcare professionals at the same time [7, 12]. When a system is under stress and demand exceeds supply, among other strategies, scheduling resources efficiently and planning becomes important [8]. Hospitals are a critical component of the healthcare system, playing a vital role in care coordination, system development, and supporting population health needs [11]. Efficient planning in hospitals is important to utilized the limited resources in the best possible manner. Here approaches from Operations Research can be of benefit to optimize planning problems such as admission planning, bed allocation, nurse scheduling and surgery scheduling [6, 10]. It has been recognized in the past that resources should be planned in an integrated manner to improve the overall outcomes instead of focusing on individual departments or resources [10].