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Learning to Configure Separators in Branch-and-Cut

About

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.

Sirui Li, Wenbin Ouyang, Max B. Paulus, Cathy Wu• 2023

Related benchmarks

TaskDatasetResultRank
MILP separator configurationTang Bin. Pack. (test)
Median Relative Time Improvement42.3
12
MILP separator configurationTang Max. Cut (test)
Median Relative Time Improvement71.9
6
MILP separator configurationEcole Comb. Auc. (test)
Median Relative Time Improvement66.2
6
MILP separator configurationEcole Indep. Set (test)
Median Relative Time Improvement72.4
6
MILP separator configurationEcole Fac. Loc. (test)
Median Relative Time Improvement29.4
6
Mixed Integer Linear Programming (MILP) solvingMIPLIB
Median Relative Time Improvement (%)12.9
6
Mixed Integer Linear Programming (MILP) solvingNN Verification
Median Relative Time Improvement (%)37.5
6
Mixed Integer Linear Programming (MILP) solvingLoad Balancing
Median Relative Improvement (%)21.2
6
Mixed Integer Linear ProgrammingMax. Cut
Median Relative Time Improvement45.4
5
Mixed Integer Linear ProgrammingPacking
Median Relative Time Improvement30.6
5
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