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Learning Cut Generating Functions for Integer Programming

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

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Learns the best cut generating function (1-row and k-row families extending GMI) for branch-and-cut via data-driven selection with pseudo-dimension sample complexity bounds, plus instance-dependent neural selection.

Problem

Selecting cutting planes from a parameterized family of cut generating functions that minimize branch-and-cut tree size in expectation over an instance distribution, with sample complexity guarantees.

Approach

Extends data-driven cut selection from CG/GMI cuts to general cut generating functions: a 1-row family (GMI-based, parameterized by two slopes) and a k-row extreme-function family, proves pseudo-dimension bounds via piecewise-structure arguments, and extends the bounds to neural networks mapping instances to CGF parameters.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
replace GMI with the learned 1-row cutbranch-and-cut · Knapsack(20,1)average tree size: 158.88 -> 87.0Helped
replace GMI with the learned 1-row cutbranch-and-cut · Knapsack(30,1)average tree size: 832.16 -> 58.84Helped
replace GMI with the learned 1-row cutbranch-and-cut · Knapsack(50,1)average tree size: 3543.91 -> 277.01Helped
replace GMI with the 2-row cutbranch-and-cut · Knapsack(16,2)average tree size: 399.86 -> 178.68Helped
replace GMI with the 5-row cutbranch-and-cut · Knapsack(30,3)average tree size: 4963.91 -> 2817.55Helped
replace GMI with the 1-row cutbranch-and-cut · Packing(15,30)average tree size: 389.67 -> 367.48Helped
replace GMI with the 5-row cutbranch-and-cut · Packing(20,40)average tree size: 1200.55 -> 1113.82Helped
use the 5-row cut instead of the 1-row cutbranch-and-cut · Knapsack(30,3)average tree size: 4311.04 -> 2817.55Helped
use the 2-row cut instead of the 1-row cutbranch-and-cut · Knapsack(30,3)average tree size: 4311.04 -> 3430.37Helped
use the 10-row cut instead of the 1-row cutbranch-and-cut · Knapsack(30,3)average tree size: 4311.04 -> 2822.37Helped
use the 2-row cut instead of the 1-row cutbranch-and-cut · Knapsack(16,2)average tree size: 316.8 -> 178.68Helped
use the 5-row cut instead of the 1-row cutbranch-and-cut · Packing(15,30)average tree size: 367.48 -> 401.87Hurt

Surprising findings

Limitations

Experimental setup

Datasets: Chvatal knapsack distribution packing distribution

Benchmarks: Knapsack(N,K) instances Packing(m,n) instances

Metrics: average branch-and-cut tree size

Baselines: GMI cut best 1-row cut

Builds on: Gomory mixed-integer cuts Balcan et al. data-driven cut selection Balcan et al. learning to branch/cut sample complexity Dey et al. cut generating functions

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