Predicting the solutions of optimisation models with machine learning

Project level: Honours, Masters, PhD

Prescriptive analytics or operations research is a well-studied field that deals with finding optimal solutions for complex problems. There is a vast literature on prescriptive analytics that use linear programming, non-linear programming, mixed integer programming, and constrained programming techniques to solve optimisation problems. Recently, there has been an interest in using machine learning to solve these problems. Although machine learning models may not give the optimal solutions, they are significantly faster and capable of generating near-optimal solutions.

The aim of this project is to use advanced machine learning and deep learning models to solve constrained optimisation problems.