{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/constrained-discrete-black-box-optimization-1","title":"Constrained Discrete Black-Box Optimization using Mixed-Integer Programming","arxiv_id":"2110.09569","date":"2021-10-18","proceeding":null,"authors":["Theodore Papalexopoulos","Christian Tjandraatmadja","Ross Anderson","Juan Pablo Vielma","David Belanger"],"abstract":"Discrete black-box optimization problems are challenging for model-based optimization (MBO) algorithms, such as Bayesian optimization, due to the size of the search space and the need to satisfy combinatorial constraints. In particular, these methods require repeatedly solving a complex discrete global optimization problem in the inner loop, where popular heuristic inner-loop solvers introduce approximations and are difficult to adapt to combinatorial constraints. In response, we propose NN+MILP, a general discrete MBO framework using piecewise-linear neural networks as surrogate models and mixed-integer linear programming (MILP) to optimize the acquisition function. MILP provides optimality guarantees and a versatile declarative language for domain-specific constraints. We test our approach on a range of unconstrained and constrained problems, including DNA binding, constrained binary quadratic problems from the MINLPLib benchmark, and the NAS-Bench-101 neural architecture search benchmark. NN+MILP surpasses or matches the performance of black-box algorithms tailored to the constraints at hand, with global optimization of the acquisition problem running in a few minutes using only standard software packages and hardware.","url_abs":"https://arxiv.org/abs/2110.09569v3","url_pdf":"https://arxiv.org/pdf/2110.09569v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"constrained-discrete-black-box-optimization-1","repo_url":"https://github.com/google-research/tf-opt","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"tf","reach":{"status":"ok","spdx":"Apache-2.0"}}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=2110.09569","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}