Learning optimal objective values for MILP
Modern Mixed Integer Linear Programming (MILP) solvers use the Branch-and-Bound algorithm together with a plethora of auxiliary components that speed up the search. In recent years, there has been an explosive development in the use of machine learning for enhancing and supporting these algorithmic components. Within this line, we propose a methodology for predicting the optimal objective value, or, equivalently, predicting if the current incumbent is optimal. For this task, we introduce a predictor based on a graph neural network (GNN) architecture, together with a set of dynamic features. Experimental results on diverse benchmarks demonstrate the efficacy of our approach, achieving high accuracy in the prediction task and outperforming existing methods. These findings suggest new opportunities for integrating ML-driven predictions into MILP solvers, enabling smarter decision-making and improved performance.
Code (1)
Tasks
Decision MakingGraph Neural NetworkMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
On Representing Mixed-Integer Linear Programs by Graph Neural Networks
While Mixed-integer linear programming (MILP) is NP-hard in general, practical MILP has received roughly 100--fold speedup in the past twenty years. Still, many classes of MILPs quickly become unsolvable as their sizes i…
Apollo-MILP: An Alternating Prediction-Correction Neural Solving Framework for Mixed-Integer Linear Programming
Leveraging machine learning (ML) to predict an initial solution for mixed-integer linear programming (MILP) has gained considerable popularity in recent years. These methods predict a solution and fix a subset of variabl…
RL-MILP Solver: A Reinforcement Learning Approach for Solving Mixed-Integer Linear Programs with Graph Neural Networks
Mixed-Integer Linear Programming (MILP) is an optimization technique widely used in various fields. Existing end-to-end learning methods for MILP generate values for a subset of decision variables and delegate the remain…
Graph Neural NetworkReinforcement Learning (RL)Near-Optimal Coalition Structures in Polynomial Time
We study the classical coalition structure generation (CSG) problem and compare the anytime behavior of three algorithmic paradigms: dynamic programming (DP), MILP branch-and-bound, and sparse relaxations based on greedy…
A fast algorithm to minimize prediction loss of the optimal solution in inverse optimization problem of MILP
We consider the inverse optimization problem of estimating the weights of the objective function such that the given solution is an optimal solution for a mixed integer linear program (MILP). In this inverse optimization…
Attribute