MIP-GNN: A Data-Driven Framework for Guiding Combinatorial Solvers
Elias B. Khalil, Christopher Morris, Andrea Lodi
[AAAI-22] Main Track
Abstract:
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.
Introduction Video
Sessions where this paper appears
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Poster Session 6
Sat, February 26 8:45 AM - 10:30 AM (+00:00)
Blue 4
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Poster Session 10
Sun, February 27 4:45 PM - 6:30 PM (+00:00)
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Oral Session 10
Sun, February 27 6:30 PM - 7:45 PM (+00:00)
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