I want to beat Gurobi on equal machinery

I'm Francisco Galuppo and I like to solve optimization problems using neural nets. My Master's dissertation was about solving Multi-Stage Stochastic Optimization (MSSO) problems using tiny neural nets. The algorithm is called Stochastic Neural Dynamic Programming (SNDP). Now I want to use large nets, and for that I'll need a MIP solver faster than Gurobi's. That's what I've been doing recently.


Cool Things

From time to time I like to spend my time on pointless things:

  • Vehicle Path Planning: I simply like this problem very much. It is about achieving the most fuel-efficient route selection. The fundamental challenge lies in guiding the vehicles from their initial position to a set of targets, all while ensuring collision-free movement.

  • Let's work together

    I've been working on some optimization projects lately. PRs are welcome.

  • Tiny-DC3: Generic implementation of the DC3 algorithm for learning optimization with hard constraints. Next steps: faster, more numerically stable and integer variables. It's been a while since I change anything tbh.

  • My background

    I'm from Brazil btw. I hold Bachelor and Master degrees in Computer Science from the Federal University of Minas Gerais (UFMG). I wrote some papers. And I worked as a machine learning engineer for a while.

    I write mostly in Python. I tried Julia but no one seems to document things there.


    FAQ

    ♦ Will you beat Gurobi on equal machinery?

    Yes.