Learning to Select Nodes in Branch and Bound with Sufficient Tree Representation

Sijia Zhang, Shuli Zeng, Shaoang Li, Feng Wu, Xiangyang Li

Keywords: branch and bound; mixed integer linear programming

Abstract: Branch-and-bound methods are pivotal in solving Mixed Integer Linear Programming (MILP), where the challenge of node selection arises, necessitating the prioritization of different regions of the space for subsequent exploration. While machine learning techniques have been proposed to address this, two crucial problems concerning \textbf{(P1)} how to sufficiently extract features from the branch-and-bound tree, and \textbf{(P2)} how to assess the node quality comprehensively based on the features remain open. To tackle these challenges, we propose to tackle the node selection problem employing a novel Tripartite graph representation and Reinforcement learning with a Graph Neural Network model (TRGNN). The tripartite graph is theoretically proved to encompass sufficient information for tree representation in information theory. We learn node selection via reinforcement learning for learning delay rewards and give more comprehensive node metrics. Experiments show that TRGNN significantly improves the efficiency of solving MILPs compared to human-designed and learning-based node selection methods on both synthetic and large-scale real-world MILPs. Moreover, experiments demonstrate that TRGNN well generalizes to MILPs that are significantly larger than those seen during training.

Primary Area: optimization

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Submission Number: 3329