Related papers: Learning To Dive In Branch And Bound
Two essential ingredients of modern mixed-integer programming (MIP) solvers are diving heuristics that simulate a partial depth-first search in a branch-and-bound search tree and conflict analysis of infeasible subproblems to learn valid…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
Semi-continuous decision variables arise naturally in many real-world applications. They are defined to take either value zero or any value within a specified range, and occur mainly to prevent small nonzero values in the solution. One…
This paper is a short report about our work for the primal task in the Machine Learning for Combinatorial Optimization NeurIPS 2021 Competition. For each dataset of our interest in the competition, we propose customized primal heuristic…
Primal heuristics play a crucial role in quickly finding feasible solutions for NP-hard integer linear programming (ILP). Although $\textit{end-to-end learning}$-based primal heuristics (E2EPH) have recently been proposed, they are…
Primal heuristics play a critical role in improving the efficiency of mixed integer programming (MILP) solvers. As large language models (LLMs) have demonstrated superior code generation abilities, recent MILP works are devoted to…
Branch-and-Bound (B\&B) is an exact method in integer programming that recursively divides the search space into a tree. During the resolution process, determining the next subproblem to explore within the tree-known as the search…
We study the problem of learning differentiable functions expressed as programs in a domain-specific language. Such programmatic models can offer benefits such as composability and interpretability; however, learning them requires…
In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…
Searching for a path between two nodes in a graph is one of the most well-studied and fundamental problems in computer science. In numerous domains such as robotics, AI, or biology, practitioners develop search heuristics to accelerate…
Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large number of combinatorial optimization problems. Recently, it has been shown that Large Neighborhood Search (LNS), as a heuristic algorithm, can find high…
We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution…
Branch-and-bound approaches in integer programming require ordering portions of the space to explore next, a problem known as node comparison. We propose a new siamese graph neural network model to tackle this problem, where the nodes are…
Linear programming has been practically solved mainly by simplex and interior point methods. Compared with the weakly polynomial complexity obtained by the interior point methods, the existence of strongly polynomial bounds for the length…
We propose a family of search directions based on primal-dual entropy in the context of interior-point methods for linear optimization. We show that by using entropy based search directions in the predictor step of a predictor-corrector…
In line with the growing trend of using machine learning to help solve combinatorial optimisation problems, one promising idea is to improve node selection within a mixed integer programming (MIP) branch-and-bound tree by using a learned…
Mixed Binary Quadratic Programs (MBQPs) are a class of NP-hard problems that arise in a wide range of applications, including finance, machine learning, and chemical and energy systems. Large-scale MBQPs are challenging to solve with exact…
Finding a better feasible solution in a shorter time is an integral part of solving Mixed Integer Programs. We present a post-hoc method based on Neural Diving to build heuristics more flexibly. We hypothesize that variables with higher…