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Learning to Remove Cuts in Integer Linear Programming

ICML 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Learning branch-and-cut for MILP · 0 citations (OpenAlex)

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Proposes cut removal in cutting plane methods for ILPs: add all Gomory cuts each iteration, then keep only k+1 cuts chosen by a learned MLP that imitates the look-ahead LP-bound score.

Problem

Cutting plane methods for integer linear programs add few cuts per iteration because the constraint set grows exponentially if many cuts are added; existing learned cut-addition policies never remove cuts.

Approach

Include the whole cutpool each iteration to get a stronger LP bound, then prune the accumulated cuts back to k+1 using a learned score (MLP over 14 hand-crafted cut features) that approximates the LP-bound drop from removing each cut, keeping the total number of constraints growing by one per iteration.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use learned cut removal instead of cut additionCutting plane methods · Packing, Bin Packing, Production Planning, and Set Covermean IGCHelped
Use learned cut removal instead of cut additionCutting plane methods · Max Cutmean IGCMixed
Use a cut-removal policy trained on smaller instancesCutting plane methods · Larger Packing, Bin Packing, Production Planning, and Set Cover instancesmean IGCHelped
Use a cut-removal policy trained on smaller instancesCutting plane methods · Larger Max Cut instancesmean IGCMixed
Use cut removal instead of vanilla cut additionSCIP branch-and-cut · Neural Network Verification instancessolution quality: 35%Helped
Use cut removal instead of vanilla cut additionSCIP branch-and-cut · Neural Network Verification instancesLP bound improvementHelped

Surprising findings

Limitations

Experimental setup

Datasets: synthetic packing synthetic bin packing synthetic max cut synthetic production planning synthetic set cover

Benchmarks: synthetic packing synthetic bin packing synthetic max cut synthetic production planning synthetic set cover Neural Network Verification instances (SCIP, appendix)

Metrics: mean integrality gap closure (IGC) vs iterations LP bound improvement wall-clock speedup (appendix)

Baselines: look-ahead policy Neural Cut Random Max Violation Max Normalized Violation Lexicographic Min Similar

Builds on: Gomory cuts look-ahead cut selection policy Neural Cut (imitation learning cut selection)

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