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by abhishekbasu 284 days ago
I've always had the impression that Mathematical programming esp. Mixed integer programming/Integer programming is largely "unknown" outside of core engineering and operations research. It's an excellent framework to solve a whole host of problems that arise in business and elsewhere, which are solved using suboptimal (hah) heuristics instead.

Okay, maybe I was a bit harsh, but it definitely doesn't pop up as often as deep learning and statistical machine learning. For those who wish to get deeper into this, I highly recommend Optimization over Integers by Bertsimas and Weismantel.

2 comments

Oh yeah, there are whole subfields of engineering that the current crop of AI deep learning engineers are mostly unfamiliar with. I've been able to find places where I can make significant advances on the state of the art in AI through incorporation of concepts from decision theory, control theory, process engineering, constraint optimization, etc.
The amusing ones, to me, are the people that know of the techniques, but are convinced they can't apply.

Obviously not everything will be easy to map into a classic optimization problem. And you may have a heuristic approach that is better for a problem. But the general solvers out there have gone a long long way.