Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/310996 
Year of Publication: 
2022
Citation: 
[Journal:] Mathematical Methods of Operations Research [ISSN:] 1432-5217 [Volume:] 95 [Issue:] 3 [Publisher:] Springer [Place:] Berlin, Heidelberg [Year:] 2022 [Pages:] 503-532
Publisher: 
Springer, Berlin, Heidelberg
Abstract: 
A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. The trained generative neural network produces a feasible solution in 2.5s, and when used as a warm start solution, decreases global optimal solution time by 60.5%.
Subjects: 
Mixed-integer programming
Deep learning
Primal heuristic
Gas networks
Generative modelling
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
Document Version: 
Published Version

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