13 accepted papers
We present a batched first-order method for solving multiple linear programs in parallel on GPUs. Our approach extends the primal-dual hybrid gradient algorithm to efficiently solve batches of related linear programming problems that arise in mixed-integer programming techniques such as strong branc…
In the recent years, branch-and-cut algorithms have been the target of data-driven approaches designed to enhance the decision making in different phases of the algorithm such as branching, or the choice of cutting planes (cuts). In particular, for cutting plane selection two score functions have…
Artificial Intelligence systems are increasingly deployed in settings where ensuring robustness, fairness, or domain-specific properties is essential for regulation compliance and alignment with human values. However, especially on Neural Networks, property enforcement is very challenging, and exist
This paper investigates the problem of certifying optimality for sparse generalized linear models (GLMs), where sparsity is enforced through an $\ell_0$ cardinality constraint. While branch-and-bound (BnB) frameworks can certify optimality by pruning nodes using dual bounds, existing methods for com…
State-of-the-art Mixed Integer Linear Programming (MILP) solvers combine systematic tree search with a plethora of hard-coded heuristics, such as branching rules. While approaches to learn branching strategies have received increasing attention and have shown very promising results, most of the lite…
Branch-and-bound approaches in integer programming require ordering portions of the space to explore next, a problem known as node comparison. We propose a new siamese graph neural network model to tackle this problem, where the nodes are represented as bipartite graphs with attributes. Similar to p…
Finding high-quality solutions to mixed-integer linear programming problems (MILPs) is of great importance for many practical applications. In this respect, the refinement heuristic local branching (LB) has been proposed to produce improving solutions and has been highly influential for the developm…
Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics, largely ignoring common patterns within a given instance dist…
Combinatorial optimization is a well-established area in operations research and computer science. Until recently, its methods have mostly focused on solving problem instances in isolation, ignoring the fact that they often stem from related data distributions in practice. However, recent years have…
Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early on in the search to enable fast decision-making. While much…
Branch and Bound (B&B) is the exact tree search method typically used to solve Mixed-Integer Linear Programming problems (MILPs). Learning branching policies for MILP has become an active research area, with most works proposing to imitate the strong branching rule and specialize it to distinct clas…
A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for inference, MILP solvers are purely CPU-based. This severely limits…
Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural variable-constraint bipartite graph representation of mixed-int…