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Contrastive Predict-and-Search for Mixed Integer Linear Programs

ICML 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Learning branch-and-cut for MILP

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Proposes ConPaS, which trains a GCN to predict MILP solutions with a supervised contrastive loss over positive (optimal/near-optimal) and negative (infeasible or low-quality) solutions, then searches with Predict-and-Search.

Problem

Learning to predict high-quality partial solutions for MILPs so that a downstream search finds good primal solutions quickly; prior methods (Neural Diving, Predict-and-Search) use only positive samples and binary cross-entropy.

Approach

Use contrastive learning with negative samples collected by novel methods (random perturbation for infeasible solutions; local-branching-style maximin optimization for low-quality solutions), and a quality-weighted InfoNCE loss, to train the variable-score predictor used in Predict-and-Search.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use ConPaS-LQ instead of the best baselineMILP solution search · MVC, MIS, CA, and IPprimal integralHelped
Use ConPaS-LQ instead of the best baselineMILP solution search · MVC (large) and CA (large)primal integral: 57.9%-70.3% lowerHelped
Use ConPaS-LQ instead of ConPaS-InfConPaS · MVC, MIS, CA, and IPprimal gap: ConPaS-Inf achieves 3.54%-52.83% lower average primal gaps; ConPaS-LQ achieves 9.82%-86.02% lower average primal gaps thHelped
Use quality-weighted InfoNCE instead of unweighted InfoNCE (ablation)ConPaS-LQ · MVCprimal gap: 0.12% -> 0.10%Helped
Use quality-weighted InfoNCE instead of unweighted InfoNCE (ablation)ConPaS-LQ · CAprimal gap: 0.57% -> 0.16%Helped
Use quality-weighted InfoNCE instead of unweighted InfoNCE (ablation)ConPaS-LQ · MVCprimal integral: 3.3 -> 2.9Helped
Use quality-weighted InfoNCE instead of unweighted InfoNCE (ablation)ConPaS-LQ · CAprimal integral: 24.3 -> 19.7Helped
Set k0 to 2,000 rather than 800, 1,200, 1,600, 2,400, 2,700, or 3,000 (ablation)PaS and ConPaS-LQ · CAprimal gap: PaS: 6.28, 5.45, 2.91, 1.17, 2.19, 5.63, 12.74; ConPaS-LQ: 6.59, 5.05, 2.06, 0.55, 1.40, 4.58, 11.56Mixed

Surprising findings

Limitations

Experimental setup

Datasets: Barabasi-Albert random graphs (MVC, MIS) Combinatorial auction instances (Leyton-Brown et al.) NeurIPS ML4CO item placement instances

Benchmarks: MVC MIS CA IP large MVC large CA workload appointment

Metrics: primal gap primal integral survival rate classification accuracy AUROC

Baselines: SCIP Neural Diving Predict-and-Search Gurobi

Builds on: Predict-and-Search Neural Diving InfoNCE Local Branching CL-LNS

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