Learning to Configure Separators in Branch-and-Cut

Published: 21 Sept 2023, Last Modified: 02 Nov 2023NeurIPS 2023 posterEveryoneRevisionsBibTeX
Keywords: Combinatorial Optimization, Branch-and-Cut, Learning Guided Optimization, Deep Learning
Abstract: Cutting planes are crucial in solving mixed integer linear programs (MILP) as they facilitate bound improvements on the optimal solution. Modern MILP solvers rely on a variety of separators to generate a diverse set of cutting planes by invoking the separators frequently during the solving process. This work identifies that MILP solvers can be drastically accelerated by appropriately selecting separators to activate. As the combinatorial separator selection space imposes challenges for machine learning, we *learn to separate* by proposing a novel data-driven strategy to restrict the selection space and a learning-guided algorithm on the restricted space. Our method predicts instance-aware separator configurations which can dynamically adapt during the solve, effectively accelerating the open source MILP solver SCIP by improving the relative solve time up to 72% and 37% on synthetic and real-world MILP benchmarks. Our work complements recent work on learning to select cutting planes and highlights the importance of separator management.
Supplementary Material: pdf
Submission Number: 3751