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Operational Research

Combinatorial Optimization

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Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

The Precedence-Constrained Quadratic Knapsack Problem, Changkun Guan Jan 2024

The Precedence-Constrained Quadratic Knapsack Problem, Changkun Guan

Honors Theses

This thesis investigates the previously unstudied Precedence-Constrained Quadratic Knapsack Problem (PC-QKP), an NP-hard nonlinear combinatorial optimization problem. The PC-QKP is a variation of the traditional Knapsack Problem (KP) that introduces several additional complexities. By developing custom exact and approximate solution methods, and testing these on a wide range of carefully structured PC-QKP problem instances, we seek to identify and understand patterns that make some cases easier or harder to solve than others. The findings aim to help develop better strategies for solving this and similar problems in the future.


Integrated Machine Learning And Optimization Approaches, Dogacan Yilmaz Dec 2022

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, …