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Learning to Stop Cut Generation for Efficient Mixed-Integer Linear Programming

AAAI 2024 · Learning theory and algorithms › Combinatorial and search optimization · approach: Learning branch-and-cut for MILP · 4 citations (OpenAlex)

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Learns a hybrid graph neural network (HYGRO) with evolutionary strategies that outputs a per-node threshold on consecutive stagnation cut rounds, controlling when SCIP stops cut generation.

Problem

When to stop cut generation and addition rounds in the branch-and-cut process of MILP solvers; hard-coded heuristic stopping rules ignore instance-specific patterns and hurt solving efficiency.

Approach

Reformulates per-iteration stop/continue decisions as learning a single node-level threshold on consecutive stagnation rounds (a small action space), and encodes the MILP with a hybrid model combining a bipartite graph convolution over dynamic constraint/variable/coefficient features with static instance features, trained by evolutionary strategies inside SCIP.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
use HYGRO instead of SCIP's default stopping strategySCIP · Set Coveringsolving time: 5.15(3.5) -> 3.91(3.0)Helped
use HYGRO instead of SCIP's default stopping strategySCIP · Max Independent Setsolving time: 6.46(4.1) -> 5.78(3.8)Helped
use HYGRO instead of SCIP's default stopping strategySCIP · Knapsacksolving time: 13.34(15.6) -> 9.12(12.6)Mixed
use HYGRO instead of SCIP's default stopping strategySCIP · Corlatsolving time: 45.6(85.8) -> 37.7(77.5)Mixed
use HYGRO instead of SCIP's default stopping strategySCIP · MIKsolving time: 10.2(14.3) -> 9.5(14.0)Helped
use HYGRO instead of SCIP's default stopping strategySCIP · Anonymoussolving time: 245(96) -> 241(102)Hurt
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIK · MIKsolving time: 21.5(15.3) -> 10.9(5.4)Helped
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIK · MIKExtra Time: 7.0(5.8) -> 1.9(2.6)Helped
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIK · MIKPDI: 403.0(458.4) -> 239.2(262.7)Helped
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIS · MISsolving time: 9.2(4.6) -> 7.1(4.7)Helped
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIS · MISExtra Time: 2.9(2.4) -> 1.1(2.2)Helped
replace direct stop/continue decisions with an indirect learned stagnation threshold (ablation)HYGRO on MIS · MISPDI: 55.4(36.2) -> 45.0(34.0)Helped

Surprising findings

Limitations

Experimental setup

Datasets: Multiple Knapsack Maximum Independent Set Set Covering Corlat MIK Anonymous

Benchmarks: Multiple Knapsack Maximum Independent Set Set Covering Corlat MIK Anonymous larger Set Covering and MIS instances (generalization)

Metrics: solving time primal-dual integral (PDI) average improvement over SCIP default

Baselines: SCIP default (stagnation round detection) No Cuts Always Fixed Cut Number Fixed Cut Rounds Immediate Random I Random II

Builds on: SCIP stagnation round detection graph convolution for MILP Principal Neighbourhood Aggregation

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