Machine Learning Insides OptVerse AI Solver: Design Principles and Applications

• URL: http://arxiv.org/abs/2401.05960v2
• Date: Wed, 17 Jan 2024 13:26:09 GMT
• Title: Machine Learning Insides OptVerse AI Solver: Design Principles and Applications
• Authors: Xijun Li, Fangzhou Zhu, Hui-Ling Zhen, Weilin Luo, Meng Lu, Yimin Huang, Zhenan Fan, Zirui Zhou, Yufei Kuang, Zhihai Wang, Zijie Geng, Yang Li, Haoyang Liu, Zhiwu An, Muming Yang, Jianshu Li, Jie Wang, Junchi Yan, Defeng Sun, Tao Zhong, Yong Zhang, Jia Zeng, Mingxuan Yuan, Jianye Hao, Jun Yao, Kun Mao
• Abstract summary: We present a comprehensive study on the integration of machine learning (ML) techniques into Huawei Cloud's OptVerse AI solver. We showcase our methods for generating complex SAT and MILP instances utilizing generative models that mirror multifaceted structures of real-world problem. We detail the incorporation of state-of-the-art parameter tuning algorithms which markedly elevate solver performance.
• Score: 74.67495900436728
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: In an era of digital ubiquity, efficient resource management and decision-making are paramount across numerous industries. To this end, we present a comprehensive study on the integration of machine learning (ML) techniques into Huawei Cloud's OptVerse AI Solver, which aims to mitigate the scarcity of real-world mathematical programming instances, and to surpass the capabilities of traditional optimization techniques. We showcase our methods for generating complex SAT and MILP instances utilizing generative models that mirror multifaceted structures of real-world problem. Furthermore, we introduce a training framework leveraging augmentation policies to maintain solvers' utility in dynamic environments. Besides the data generation and augmentation, our proposed approaches also include novel ML-driven policies for personalized solver strategies, with an emphasis on applications like graph convolutional networks for initial basis selection and reinforcement learning for advanced presolving and cut selection. Additionally, we detail the incorporation of state-of-the-art parameter tuning algorithms which markedly elevate solver performance. Compared with traditional solvers such as Cplex and SCIP, our ML-augmented OptVerse AI Solver demonstrates superior speed and precision across both established benchmarks and real-world scenarios, reinforcing the practical imperative and effectiveness of machine learning techniques in mathematical programming solvers.

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