Learning To Cut By Looking Ahead: Cutting Plane Selection via Imitation Learning

by   Max B. Paulus, et al.

Cutting planes are essential for solving mixed-integer linear problems (MILPs), because they facilitate bound improvements on the optimal solution value. For selecting cuts, modern solvers rely on manually designed heuristics that are tuned to gauge the potential effectiveness of cuts. We show that a greedy selection rule explicitly looking ahead to select cuts that yield the best bound improvement delivers strong decisions for cut selection - but is too expensive to be deployed in practice. In response, we propose a new neural architecture (NeuralCut) for imitation learning on the lookahead expert. Our model outperforms standard baselines for cut selection on several synthetic MILP benchmarks. Experiments with a B C solver for neural network verification further validate our approach, and exhibit the potential of learning methods in this setting.


page 1

page 2

page 3

page 4


Learning to Select Cuts for Efficient Mixed-Integer Programming

Cutting plane methods play a significant role in modern solvers for tack...

A Context-Aware Cutting Plane Selection Algorithm for Mixed-Integer Programming

The current cut selection algorithm used in mixed-integer programming so...

Adaptive Cut Selection in Mixed-Integer Linear Programming

Cut selection is a subroutine used in all modern mixed-integer linear pr...

Reinforcement Learning for Integer Programming: Learning to Cut

Integer programming (IP) is a general optimization framework widely appl...

General Cutting Planes for Bound-Propagation-Based Neural Network Verification

Bound propagation methods, when combined with branch and bound, are amon...

Sample Complexity of Tree Search Configuration: Cutting Planes and Beyond

Cutting-plane methods have enabled remarkable successes in integer progr...

Cutting Plane Selection with Analytic Centers and Multiregression

Cutting planes are a crucial component of state-of-the-art mixed-integer...

Please sign up or login with your details

Forgot password? Click here to reset