A machine learning approach to rank pricing problems in branch-and-price

Pavlína Koutecká, Premysl Sucha, Jan Hula, Broos Maenhout

Abstract: Highlights•Machine learning (ML) to enhance the efficiency of the branch-and-price algorithm.•ML-based ranker that guides the search for new columns in the column generation.•Suitable for problems that decompose into multiple pricing problems.•Demonstrated on an operating room scheduling use-case.