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Search Strategy Generation for Branch and Bound Using Genetic Programming

AAAI 2025 · Learning theory and algorithms › Combinatorial and search optimization · approach: Monte Carlo tree search · 3 citations (OpenAlex)

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Proposes GP2S, which uses genetic programming to evolve node-scoring functions for a best-first search strategy in SCIP's branch-and-bound, evaluated on three synthetic MILP families and MIPLIB 2017.

Problem

Choosing the next node to explore (search strategy) in branch-and-bound for MILP is crucial for solving time, but handcrafted heuristics are inconsistent and neural approaches are computationally expensive black boxes.

Approach

Define a space of node-scoring trees built from node and model features (depth, best estimate, lower bound, root dual bound, constraint/variable counts) with arithmetic operators, search it with a genetic programming algorithm (double tournament selection), and use the best-scoring function as a best-first search policy inside SCIP.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GP2S instead of SCIP's default search strategySCIP on FCMCNF, MAXSAT, and GISP test and transfer sets · Three synthetic problem typessolving time: average speedup of 11.3%Helped
Use GP2S instead of the best baseline for each instance setSCIP on FCMCNF, MAXSAT, and GISP test and transfer sets · Three synthetic problem typessolving timeNo clear effect
Use GP2S 12 instead of SCIPSCIP · MIPLIB 2017 all, 150 secondsinstances with no feasible solution: 293 -> 232Helped
Use GP2S 16 instead of SCIPSCIP · MIPLIB 2017 all, 150 secondsoptimality gap: 1.14$$\pm$$4.8 -> 0.68$$\pm$$4.4Helped
Use GP2S 12 instead of SCIPSCIP · MIPLIB 2017 reduced, 150 secondsinstances with no feasible solution: 26 -> 16Helped
Use GP2S 16 instead of SCIPSCIP · MIPLIB 2017 reduced, 150 secondsoptimality gap: 0.41$$\pm$$4.1 -> 0.28$$\pm$$5.0Helped
Train GP2S search strategies on different seed-selected instance subsetsGP2S on MIPLIB 2017 · MIPLIB 2017 reduced and full sets at 150 secondsinstances with no feasible solution and optimality gap: 7 out of 10Mixed

Surprising findings

Limitations

Experimental setup

Datasets: FCMCNF synthetic instances MAXSAT synthetic instances GISP synthetic instances MIPLIB 2017

Benchmarks: FCMCNF MAXSAT GISP MIPLIB 2017

Metrics: 1-shifted geometric mean solving time number of instances without feasible solution 1-shifted geometric mean optimality gap

Baselines: SCIP default search strategy LB BFS BE BFS BE DFS GNN 2 dives GNN full

Builds on: SCIP DEAP GNN-based search strategy imitation learning

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