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A hybrid machine-le...
A hybrid machine-learning and optimization method to solve bi-level problems
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- Bagloee, Saeed Asadi (författare)
- University of Melbourne
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- Asadi, Mohsen (författare)
- University of Saskatchewan
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- Sarvi, Majid (författare)
- University of Melbourne
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- Patriksson, Michael, 1964 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences,University of Gothenburg,Chalmers tekniska högskola,Chalmers University of Technology
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(creator_code:org_t)
- Elsevier BV, 2018
- 2018
- Engelska.
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Ingår i: Expert Systems with Applications. - : Elsevier BV. - 0957-4174. ; 95, s. 142-152
- Relaterad länk:
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https://gup.ub.gu.se...
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https://doi.org/10.1...
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https://research.cha...
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Abstract
Ämnesord
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- © 2017 Elsevier Ltd Bi-level optimization has widespread applications in many disciplines including management, economy, energy, and transportation. Because it is by nature a NP-hard problem, finding an efficient and reliable solution method tailored to large sized cases of specific types is of the highest importance. To this end, we develop a hybrid method based on machine-learning and optimization. For numerical tests, we set up a highly challenging case: a nonlinear discrete bi-level problem with equilibrium constraints in transportation science, known as the discrete network design problem. The hybrid method transforms the original problem to an integer linear programing problem based on a supervised learning technique and a tractable nonlinear problem. This methodology is tested using a real dataset in which the results are found to be highly promising. For the machine learning tasks we employ MATLAB and to solve the optimization problems, we use GAMS (with CPLEX solver).
Ämnesord
- NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Annan matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Other Mathematics (hsv//eng)
Nyckelord
- Bi-level
- Discrete network design problem
- Integer linear programming
- Machine learning
- Supervised learning
- Discrete network design problem
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