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.
Related benchmarks
| Task | Dataset | Result | Rank | |
|---|---|---|---|---|
| MILP separator configuration | Tang Bin. Pack. (test) | Median Relative Time Improvement42.3 | 12 | |
| MILP separator configuration | Tang Max. Cut (test) | Median Relative Time Improvement71.9 | 6 | |
| MILP separator configuration | Ecole Comb. Auc. (test) | Median Relative Time Improvement66.2 | 6 | |
| MILP separator configuration | Ecole Indep. Set (test) | Median Relative Time Improvement72.4 | 6 | |
| MILP separator configuration | Ecole Fac. Loc. (test) | Median Relative Time Improvement29.4 | 6 | |
| Mixed Integer Linear Programming (MILP) solving | MIPLIB | Median Relative Time Improvement (%)12.9 | 6 | |
| Mixed Integer Linear Programming (MILP) solving | NN Verification | Median Relative Time Improvement (%)37.5 | 6 | |
| Mixed Integer Linear Programming (MILP) solving | Load Balancing | Median Relative Improvement (%)21.2 | 6 | |
| Mixed Integer Linear Programming | Max. Cut | Median Relative Time Improvement45.4 | 5 | |
| Mixed Integer Linear Programming | Packing | Median Relative Time Improvement30.6 | 5 |