Operations Research, Systems Engineering and Industrial Engineering Commons^™

Integrated Machine Learning And Optimization Approaches, Dogacan Yilmaz

Dissertations

This dissertation focuses on the integration of machine learning and optimization. Specifically, novel machine learning-based frameworks are proposed to help solve a broad range of well-known operations research problems to reduce the solution times. The first study presents a bidirectional Long Short-Term Memory framework to learn optimal solutions to sequential decision-making problems. Computational results show that the framework significantly reduces the solution time of benchmark capacitated lot-sizing problems without much loss in feasibility and optimality. Also, models trained using shorter planning horizons can successfully predict the optimal solution of the instances with longer planning horizons. For the hardest data set, …