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Questions tagged [parameters-tuning]

For questions about the problem of choosing a set of optimal parameters for an algorithm in order to achieve high-quality results.

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How would the Contextual Stochastic Optimization framework be applied to a bilevel problem whose uncertain parameters lie in the inner problem?

Although I only heard about Contextual Stochastic Optimization (CSO) a few months ago, I know now the excitement has been going on for a while. I'm not sure if the idea of CSO has been around for long,...
Jxson99's user avatar
  • 141
1 vote
2 answers
982 views

Avoid infeasibility in "fixed MIP problem" in CPLEX

I would like to find dual values and reduced costs after solving a MIP problem using CPLEX. IBM's solution in this case is to fix the integer variables to create a “fixed MIP problem”, then solve this ...
Matthias Fripp's user avatar
14 votes
4 answers
501 views

Use of machine learning techniques to determine parameter values

It is quite frequent that optimization algorithms have quite some parameters controlling their behavior (cooling schedule of a Simulated Annealing, length of the tabu list for a Tabu Search, ...
Renaud M.'s user avatar
  • 2,418