Learning Lagrangian Multipliers

Documentation for LearningPi.

This package provides the implementation of the learning framework presented in:

F. Demelas, J. Le Roux, M. Lacroix, A. Parmentier "Predicting Lagrangian Multipliers for Mixed Integer Linear Programs", ICML 2024.

It depends on the package:

https://github.com/FDemelas/Instances

where we develop the instance encoding and the resolution of the Lagrangian Sub-Problem and the Continuous Relaxation.

The dataset used in the paper can be found at:

https://github.com/FDemelas/datasets_learningPi

Getting started

To install all the dependencies it is sufficient to use this commands in Julia:

using Pkg;
Pkg.activate(".");
Pkg.instantiate();

If you find some problem with the package Instances.jl you can install it using:

using Pkg
Pkg.activate(".");
Pkg.add(url="https://github.com/FDemelas/Instances")
Pkg.instantiate();

then the package can be used

using LearningPi

License

This work is licensed under a [Creative Commons Attribution 4.0 International License][cc-by].

[![CC BY 4.0][cc-by-image]][cc-by]

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