Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded

DOI10.1287/ijoc.2020.0993OpenAlexW3101808689MaRDI QIDQ5085481

Miten Mistry, Robert M. Lee, Dimitrios Letsios, Gerhard Krennrich, Ruth Misener

Publication date: 27 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1803.00952

zbMATH Keywords

decompositionbranch-and-boundmixed integer convex programmingcatalysisgradient-boosted trees

Mathematics Subject Classification ID

Statistics (62-XX) Operations research, mathematical programming (90-XX)

Related Items

Optimization over decision trees: a case study for the design of stable direct-current electricity networks

Uses Software

• UCI-ml
• Pyomo
• GloMIQO
• gbm
• caret
• ANTIGONE
• SHOT
• Spearmint
• XGBoost
• LightGBM

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