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Abstract:
Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned to gauge the potential effectiveness of cuts. We show that a greedy selection rule explicitly looking ahead to select cuts that yield the best bound improvement delivers strong decisions for cut selection – but is too expensive to be deployed in practice. In response, we propose a new neural architecture (NeuralCut) for imitation learning on the lookahead expert. Our model outperforms standard baselines for cut selection on several synthetic MILP benchmarks. Experiments on a realistic B&C solver further validate our approach, and exhibit the potential of learning methods in this setting.
Reference:
Learning to Cut by Looking Ahead: Cutting Plane Selection via Imitation Learning M. Paulus, G. Zarpellon, A. Krause, L. Charlin, C. MaddisonIn Proc. International Conference on Machine Learning (ICML), 2022
Bibtex Entry:
@inproceedings{paulus22learning,
	author = {Max Paulus and Giulia Zarpellon and Andreas Krause and Laurent Charlin and Chris Maddison},
	booktitle = {Proc. International Conference on Machine Learning (ICML)},
	month = {July},
	title = {Learning to Cut by Looking Ahead: Cutting Plane Selection via Imitation Learning},
	year = {2022}}