Learn2Aggregate: Supervised Generation of Chvátal-Gomory Cuts Using Graph Neural Networks
- URL: http://arxiv.org/abs/2409.06559v1
- Date: Tue, 10 Sep 2024 14:41:46 GMT
- Title: Learn2Aggregate: Supervised Generation of Chvátal-Gomory Cuts Using Graph Neural Networks
- Authors: Arnaud Deza, Elias B. Khalil, Zhenan Fan, Zirui Zhou, Yong Zhang,
- Abstract summary: We present a machine learning framework for optimizing the generation of Chv'atal-Gomory (CG) cuts in mixed integer linear programming (MILP)
The framework trains a graph neural network to classify useful constraints for aggregation in CG cut generation.
Our method closes roughly $textittwice$ as much of the integrality gap as the standard CG method while running 40$% faster.
- Score: 24.126826148945586
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We present $\textit{Learn2Aggregate}$, a machine learning (ML) framework for optimizing the generation of Chv\'atal-Gomory (CG) cuts in mixed integer linear programming (MILP). The framework trains a graph neural network to classify useful constraints for aggregation in CG cut generation. The ML-driven CG separator selectively focuses on a small set of impactful constraints, improving runtimes without compromising the strength of the generated cuts. Key to our approach is the formulation of a constraint classification task which favours sparse aggregation of constraints, consistent with empirical findings. This, in conjunction with a careful constraint labeling scheme and a hybrid of deep learning and feature engineering, results in enhanced CG cut generation across five diverse MILP benchmarks. On the largest test sets, our method closes roughly $\textit{twice}$ as much of the integrality gap as the standard CG method while running 40$% faster. This performance improvement is due to our method eliminating 75% of the constraints prior to aggregation.
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