METHOD AND SYSTEM FOR OPTIMIZING AN OBJECTIVE HAVING DISCRETE CONSTRAINTS

摘要

A system and method for optimizing an objective having discrete constraints using a dataset, the dataset including a plurality of aspects associated with the objective. The method comprising: receiving the dataset, the objective, and constraints, at least one of the constraints comprising discrete values; receiving a seed solution comprising initial values for the at least the constraints; iteratively performing until a predetermined threshold is reached: determining a constraint space for each of the constraints have discrete values using a determination of a constraint satisfaction problem; determining an optimized value of the objective using an optimization model, the optimization model taking as input the dataset and the constraint space; and outputting the optimized objective.