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A Deep Instance Generative Framework for MILP Solvers Under Limited Data Availability

Neural Information Processing Systems

In the past few years, there has been an explosive surge in the use of machine learning (ML) techniques to address combinatorial optimization (CO) problems, especially mixed-integer linear programs (MILPs). Despite the achievements, the limited availability of real-world instances often leads to sub-optimal decisions and biased solver assessments, which motivates a suite of synthetic MILP instance generation techniques. However, existing methods either rely heavily on expert-designed formulations or struggle to capture the rich features of real-world instances. To tackle this problem, we propose G2MILP, deep generative framework for MILP instances. Specifically, G2MILP represents MILP instances as bipartite graphs, and applies a masked variational autoencoder to iteratively corrupt and replace parts of the original graphs to generate new ones. The appealing feature of G2MILP is that it can learn to generate novel and realistic MILP instances without prior expert-designed formulations, while preserving the structures and computational hardness of real-world datasets, simultaneously. Thus the generated instances can facilitate downstream tasks for enhancing MILP solvers under limited data availability. We design a suite of benchmarks to evaluate the quality of the generated MILP instances. Experiments demonstrate that our method can produce instances that closely resemble real-world datasets in terms of both structures and computational hardness.



Improvement of Optimization using Learning Based Models in Mixed Integer Linear Programming Tasks

Wang, Xiaoke, Altundas, Batuhan, Li, Zhaoxin, Zhao, Aaron, Gombolay, Matthew

arXiv.org Artificial Intelligence

-- Mixed Integer Linear Programs (MILPs) are essential tools for solving planning and scheduling problems across critical industries such as construction, manufacturing, and logistics. However, their widespread adoption is limited by long computational times, especially in large-scale, real-time scenarios. T o address this, we present a learning-based framework that leverages Behavior Cloning (BC) and Reinforcement Learning (RL) to train Graph Neural Networks (GNNs), producing high-quality initial solutions for warm-starting MILP solvers in Multi-Agent T ask Allocation and Scheduling Problems. Experimental results demonstrate that our method reduces optimization time and variance compared to traditional techniques while maintaining solution quality and feasibility. I. INTRODUCTION Mixed Integer Linear Programs (MILPs) serve as a fundamental framework for combinatorial optimization problems, facilitating solutions across a wide range of planning and scheduling tasks in logistics [1], construction [2] and manufacturing [3].


Temporal Logic Guided Safe Navigation for Autonomous Vehicles

Parameshwaran, Aditya, Wang, Yue

arXiv.org Artificial Intelligence

Safety verification for autonomous vehicles (AVs) and ground robots is crucial for ensuring reliable operation given their uncertain environments. Formal language tools provide a robust and sound method to verify safety rules for such complex cyber-physical systems. In this paper, we propose a hybrid approach that combines the strengths of formal verification languages like Linear Temporal Logic (LTL) and Signal Temporal Logic (STL) to generate safe trajectories and optimal control inputs for autonomous vehicle navigation. We implement a symbolic path planning approach using LTL to generate a formally safe reference trajectory. A mixed integer linear programming (MILP) solver is then used on this reference trajectory to solve for the control inputs while satisfying the state, control and safety constraints described by STL. We test our proposed solution on two environments and compare the results with popular path planning algorithms. In contrast to conventional path planning algorithms, our formally safe solution excels in handling complex specification scenarios while ensuring both safety and comparable computation times.


A Deep Instance Generative Framework for MILP Solvers Under Limited Data Availability

Neural Information Processing Systems

In the past few years, there has been an explosive surge in the use of machine learning (ML) techniques to address combinatorial optimization (CO) problems, especially mixed-integer linear programs (MILPs). Despite the achievements, the limited availability of real-world instances often leads to sub-optimal decisions and biased solver assessments, which motivates a suite of synthetic MILP instance generation techniques. However, existing methods either rely heavily on expert-designed formulations or struggle to capture the rich features of real-world instances. To tackle this problem, we propose G2MILP, the first deep generative framework for MILP instances. Specifically, G2MILP represents MILP instances as bipartite graphs, and applies a masked variational autoencoder to iteratively corrupt and replace parts of the original graphs to generate new ones. The appealing feature of G2MILP is that it can learn to generate novel and realistic MILP instances without prior expert-designed formulations, while preserving the structures and computational hardness of real-world datasets, simultaneously.


LLMs for Cold-Start Cutting Plane Separator Configuration

Lawless, Connor, Li, Yingxi, Wikum, Anders, Udell, Madeleine, Vitercik, Ellen

arXiv.org Artificial Intelligence

Mixed integer linear programming (MILP) solvers ship with a staggering number of parameters that are challenging to select a priori for all but expert optimization users, but can have an outsized impact on the performance of the MILP solver. Existing machine learning (ML) approaches to configure solvers require training ML models by solving thousands of related MILP instances, generalize poorly to new problem sizes, and often require implementing complex ML pipelines and custom solver interfaces that can be difficult to integrate into existing optimization workflows. In this paper, we introduce a new LLM-based framework to configure which cutting plane separators to use for a given MILP problem with little to no training data based on characteristics of the instance, such as a natural language description of the problem and the associated LaTeX formulation. We augment these LLMs with descriptions of cutting plane separators available in a given solver, grounded by summarizing the existing research literature on separators. While individual solver configurations have a large variance in performance, we present a novel ensembling strategy that clusters and aggregates configurations to create a small portfolio of high-performing configurations. Our LLM-based methodology requires no custom solver interface, can find a high-performing configuration by solving only a small number of MILPs, and can generate the configuration with simple API calls that run in under a second. Numerical results show our approach is competitive with existing configuration approaches on a suite of classic combinatorial optimization problems and real-world datasets with only a fraction of the training data and computation time.


Machine Learning Augmented Branch and Bound for Mixed Integer Linear Programming

Scavuzzo, Lara, Aardal, Karen, Lodi, Andrea, Yorke-Smith, Neil

arXiv.org Artificial Intelligence

Mixed Integer Linear Programming (MILP) is a pillar of mathematical optimization that offers a powerful modeling language for a wide range of applications. During the past decades, enormous algorithmic progress has been made in solving MILPs, and many commercial and academic software packages exist. Nevertheless, the availability of data, both from problem instances and from solvers, and the desire to solve new problems and larger (real-life) instances, trigger the need for continuing algorithmic development. MILP solvers use branch and bound as their main component. In recent years, there has been an explosive development in the use of machine learning algorithms for enhancing all main tasks involved in the branch-and-bound algorithm, such as primal heuristics, branching, cutting planes, node selection and solver configuration decisions. This paper presents a survey of such approaches, addressing the vision of integration of machine learning and mathematical optimization as complementary technologies, and how this integration can benefit MILP solving. In particular, we give detailed attention to machine learning algorithms that automatically optimize some metric of branch-and-bound efficiency. We also address how to represent MILPs in the context of applying learning algorithms, MILP benchmarks and software.


Machine Learning for Cutting Planes in Integer Programming: A Survey

Deza, Arnaud, Khalil, Elias B.

arXiv.org Artificial Intelligence

We survey recent work on machine learning (ML) techniques for selecting cutting planes (or cuts) in mixed-integer linear programming (MILP). Despite the availability of various classes of cuts, the task of choosing a set of cuts to add to the linear programming (LP) relaxation at a given node of the branch-and-bound (B&B) tree has defied both formal and heuristic solutions to date. ML offers a promising approach for improving the cut selection process by using data to identify promising cuts that accelerate the solution of MILP instances. This paper presents an overview of the topic, highlighting recent advances in the literature, common approaches to data collection, evaluation, and ML model architectures. We analyze the empirical results in the literature in an attempt to quantify the progress that has been made and conclude by suggesting avenues for future research.