Learning to Cut via Hierarchical Sequence/Set Model for Efficient Mixed-Integer Programming

Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), which formulate many important real-world applications. Cut selection heavily depends on (P1) which cuts to prefer and (P2) how many cuts to select. Although modern MILP solvers tackle (P1)-(P2) by human-d...

Ausführliche Beschreibung

Bibliographische Detailangaben
Veröffentlicht in:IEEE transactions on pattern analysis and machine intelligence. - 1979. - PP(2024) vom: 23. Juli
1. Verfasser: Wang, Jie (VerfasserIn)
Weitere Verfasser: Wang, Zhihai, Li, Xijun, Kuang, Yufei, Shi, Zhihao, Zhu, Fangzhou, Yuan, Mingxuan, Zeng, Jia, Zhang, Yongdong, Wu, Feng
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 2024
Zugriff auf das übergeordnete Werk:IEEE transactions on pattern analysis and machine intelligence
Schlagworte:Journal Article
LEADER 01000naa a22002652 4500
001 NLM375301135
003 DE-627
005 20240724234031.0
007 cr uuu---uuuuu
008 240724s2024 xx |||||o 00| ||eng c
024 7 |a 10.1109/TPAMI.2024.3432716  |2 doi 
028 5 2 |a pubmed24n1480.xml 
035 |a (DE-627)NLM375301135 
035 |a (NLM)39042534 
040 |a DE-627  |b ger  |c DE-627  |e rakwb 
041 |a eng 
100 1 |a Wang, Jie  |e verfasserin  |4 aut 
245 1 0 |a Learning to Cut via Hierarchical Sequence/Set Model for Efficient Mixed-Integer Programming 
264 1 |c 2024 
336 |a Text  |b txt  |2 rdacontent 
337 |a ƒaComputermedien  |b c  |2 rdamedia 
338 |a ƒa Online-Ressource  |b cr  |2 rdacarrier 
500 |a Date Revised 24.07.2024 
500 |a published: Print-Electronic 
500 |a Citation Status Publisher 
520 |a Cutting planes (cuts) play an important role in solving mixed-integer linear programs (MILPs), which formulate many important real-world applications. Cut selection heavily depends on (P1) which cuts to prefer and (P2) how many cuts to select. Although modern MILP solvers tackle (P1)-(P2) by human-designed heuristics, machine learning carries the potential to learn more effective heuristics. However, many existing learning-based methods learn which cuts to prefer, neglecting the importance of learning how many cuts to select. Moreover, we observe that (P3) what order of selected cuts to prefer significantly impacts the efficiency of MILP solvers as well. To address these challenges, we propose a novel hierarchical sequence/set model (HEM) to learn cut selection policies. Specifically, HEM is a bi-level model: (1) a higher-level module that learns how many cuts to select, (2) and a lower-level module-that formulates the cut selection as a sequence/set to sequence learning problem-to learn policies selecting an ordered subset with the cardinality determined by the higher-level module. To the best of our knowledge, HEM is the first data-driven methodology that well tackles (P1)-(P3) simultaneously. Experiments demonstrate that HEM significantly improves the efficiency of solving MILPs on eleven challenging MILP benchmarks, including two Huawei's real problems 
650 4 |a Journal Article 
700 1 |a Wang, Zhihai  |e verfasserin  |4 aut 
700 1 |a Li, Xijun  |e verfasserin  |4 aut 
700 1 |a Kuang, Yufei  |e verfasserin  |4 aut 
700 1 |a Shi, Zhihao  |e verfasserin  |4 aut 
700 1 |a Zhu, Fangzhou  |e verfasserin  |4 aut 
700 1 |a Yuan, Mingxuan  |e verfasserin  |4 aut 
700 1 |a Zeng, Jia  |e verfasserin  |4 aut 
700 1 |a Zhang, Yongdong  |e verfasserin  |4 aut 
700 1 |a Wu, Feng  |e verfasserin  |4 aut 
773 0 8 |i Enthalten in  |t IEEE transactions on pattern analysis and machine intelligence  |d 1979  |g PP(2024) vom: 23. Juli  |w (DE-627)NLM098212257  |x 1939-3539  |7 nnns 
773 1 8 |g volume:PP  |g year:2024  |g day:23  |g month:07 
856 4 0 |u http://dx.doi.org/10.1109/TPAMI.2024.3432716  |3 Volltext 
912 |a GBV_USEFLAG_A 
912 |a SYSFLAG_A 
912 |a GBV_NLM 
912 |a GBV_ILN_350 
951 |a AR 
952 |d PP  |j 2024  |b 23  |c 07