Dynamic Configuration for Cutting Plane Separators via Reinforcement Learning on Incremental Graph
TL;DR
Evaluated on synthetic and large-scale real-world MILP problems, DynSep speeds up average solving time by 64% on easy and medium datasets, and reduces primal-dual gap integral within the given time limit by 16% on hard datasets.
Abstract
Cutting planes (cuts) are essential for solving mixed-integer linear programming (MILP) problems, as they tighten the feasible solution space and accelerate the solving process. Modern MILP solvers offer diverse cutting plane separators to generate cuts, enabling users to leverage their potential complementary strengths to tackle problems with different structures. Recent machine learning approaches learn to configure separators based on problem-specific features, selecting effective separators and deactivating ineffective ones to save unnecessary computing time. However, they ignore the dynamics of separator efficacy at different stages of cut generation and struggle to adapt the configurations for the evolving problems after multiple rounds of cut generation. To address this challenge, we propose a novel dyn amic sep arator configuration ( DynSep ) method that models separator configuration in different rounds as a reinforcement learning task, making decisions based on an incremental triplet graph updated by iteratively added cuts. Specifically, we tokenize the incremental subgraphs and utilize a decoder-only Transformer as our policy to autoregressively predict when to halt separation and which separators to activate at each round. Evaluated on synthetic and large-scale real-world MILP problems, DynSep speeds up average solving time by 64% on easy and medium datasets, and reduces primal-dual gap integral within the given time limit by 16% on hard datasets