Learning to Stop Cut Generation for Efficient Mixed-Integer Linear Programming

Haotian Ling; Zhihai Wang; Jie Wang

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arXiv · 2401.17527

Learning to Stop Cut Generation for Efficient Mixed-Integer Linear Programming

Haotian Ling·Zhihai Wang·Jie Wang

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Abstract

Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), as they significantly tighten the dual bounds and improve the solving performance. A key problem for cuts is when to stop cuts generation, which is important for the efficiency of solving MILPs. However, many modern MILP solvers employ hard-coded heuristics to tackle this problem, which tends to neglect underlying patterns among MILPs from certain applications. To address this challenge, we formulate the cuts generation stopping problem as a reinforcement learning problem and propose a novel hybrid graph representation model (HYGRO) to learn effective stopping strategies. An appealing feature of HYGRO is that it can effectively capture both the dynamic and static features of MILPs, enabling dynamic decision-making for the stopping strategies. To the best of our knowledge, HYGRO is the first data-driven method to tackle the cuts generation stopping problem. By integrating our approach with modern solvers, experiments demonstrate that HYGRO significantly improves the efficiency of solving MILPs compared to competitive baselines, achieving up to 31% improvement.

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Haotian Ling, Zhihai Wang, Jie Wang. 2024-02-02. Learning to Stop Cut Generation for Efficient Mixed-Integer Linear Programming. https://arxiv.org/abs/2401.17527

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