Dec 6, 2021
Cutting-plane methods have enabled remarkable successes in integer program solving over the last few decades. All state-of-the-art modern-day solvers integrate a myriad of cutting-plane techniques to speed up the underlying branch-and-bound tree-search algorithm used to find optimal solutions. In this paper we prove the first guarantees for learning high-performing cut-selection policies tailored to the instance distribution at hand using samples. We first bound the sample complexity of learning cutting planes from the canonical family of Chvátal-Gomory cuts. Our bounds handle any number of waves of any number of cuts and are fine tuned to the magnitudes of the constraint coefficients. Next, we prove generalization guarantees for more sophisticated cut selection policies that use a combination of scoring rules to choose from a family of cuts. Finally, beyond the realm of cutting planes for integer programming, we develop a general abstraction of score-based tree search that captures key components such as node selection and variable selection. For this abstraction, we bound the sample complexity of learning a good policy for building the search tree.
Neural Information Processing Systems (NeurIPS) is a multi-track machine learning and computational neuroscience conference that includes invited talks, demonstrations, symposia and oral and poster presentations of refereed papers. Following the conference, there are workshops which provide a less formal setting.
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