Papers

Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics, largely ignoring common patterns within a given instance distribution of the problem of interest. Here, we propose MIP-GNN, a general framework for enhancing such solvers with data-driven insights. By encoding the variable-constraint interactions of a given mixed-integer linear program (MILP) as a bipartite graph, we leverage state-of-the-art graph neural network architectures to predict variable biases, i.e., component-wise averages of (near) optimal solutions, indicating how likely a variable will be set to 0 or 1 in (near) optimal solutions of binary MILPs. In turn, the predicted biases stemming from a single, once-trained model are used to guide the solver, replacing heuristic components. We integrate MIP-GNN into a state-of-the-art MIP solver, applying it to tasks such as node selection and warm-starting, showing significant improvements compared to the default setting of the solver on two classes of challenging binary MILPs.

poster session 6 @ blue 4, poster session 10 @ blue 4, oral session 10 @ blue 4, poster session 6, poster session 10, oral session 10

Many planning, scheduling or multi-dimensional packing problems involve the design of subtle logical combinations of temporal or spatial constraints. On the one hand, the precise modelling of these constraints, which are formulated in various relation algebras, entails a number of possible logical combinations and requires expertise in constraint-based modelling. On the other hand, active constraint acquisition (CA) has been used successfully to support non-experienced users in learning conjunctive constraint networks through the generation of a sequence of queries. In this paper, we propose GEACQ, which stands for Generic Qualitative Constraint Acquisition, an active CA method that learns qualitative constraints via the concept of qualitative queries. GEACQ combines qualitative queries with time-bounded path consistency (PC) and background knowledge propagation to acquire the qualitative constraints of any scheduling or packing problem. We prove soundness, completeness and termination of GEACQ by exploiting the jointly exhaustive and pairwise disjoint property of qualitative calculus and we give an experimental evaluation that shows (i) the efficiency of our approach in learning temporal constraints and, (ii) the use of GEACQ on real scheduling instances.

poster session 6 @ blue 4, poster session 10 @ blue 4, oral session 10 @ blue 4, poster session 6, poster session 10, oral session 10

Finding high-quality solutions to mixed-integer linear programming problems (MILPs) is of great importance for many practical applications. In this respect, the refinement heuristic local branching (LB) has been proposed to produce improving solutions and has been highly influential for the development of local search methods in MILP. The algorithm iteratively explores a sequence of solution neighborhoods defined by the so-called local branching constraint, namely, a linear inequality limiting the distance from a reference solution. For a LB algorithm, the choice of the neighborhood size is critical to performance. Although it was initialized by a conservative value in the original LB scheme, our new observation is that the "best" size is strongly dependent on the particular MILP instance. In this work, we investigate the relation between the size of the search neighborhood and the behavior of the underlying LB algorithm, and we devise a leaning-based framework for guiding the neighborhood search of the LB heuristic. The framework consists of a two-phase strategy. For the first phase, a scaled regression model is trained to predict the size of the LB neighborhood at the first iteration through a regression task. In the second phase, we leverage reinforcement learning and devise a reinforced neighborhood search strategy to dynamically adapt the size at the subsequent iterations. We computationally show that the neighborhood size can indeed be learned, leading to improved performances and that the overall algorithm generalizes well both with respect to the instance size and, remarkably, across instances.

poster session 6 @ blue 4, poster session 10 @ blue 4, oral session 10 @ blue 4, poster session 6, poster session 10, oral session 10