Probabilistic Lookahead Strong Branching via a Stochastic Abstract Branching Model
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866911828307607552 |
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| author | Mexi, Gioni Shamsi, Somayeh Besançon, Mathieu Bodic, Pierre Le |
| author_facet | Mexi, Gioni Shamsi, Somayeh Besançon, Mathieu Bodic, Pierre Le |
| contents | Strong Branching (SB) is a cornerstone of all modern branching rules used in the Branch-and-Bound (BnB) algorithm, which is at the center of Mixed-Integer Programming solvers. In its full form, SB evaluates all variables to branch on and then selects the one producing the best relaxation, leading to small trees, but high runtimes. State-of-the-art branching rules therefore use SB with working limits to achieve both small enough trees and short run times. So far, these working limits have been established empirically. In this paper, we introduce a theoretical approach to guide how much SB to use at each node within the BnB. We first define an abstract stochastic tree model of the BnB algorithm where the geometric mean dual gains of all variables follow a given probability distribution. This model allows us to relate expected dual gains to tree sizes and explicitly compare the cost of sampling an additional SB candidate with the reward in expected tree size reduction. We then leverage the insight from the abstract model to design a new stopping criterion for SB, which fits a distribution to the dual gains and, at each node, dynamically continues or interrupts SB. This algorithm, which we refer to as Probabilistic Lookahead Strong Branching, improves both the tree size and runtime over MIPLIB instances, providing evidence that the method not only changes the amount of SB, but allocates it better. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2312_07041 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Probabilistic Lookahead Strong Branching via a Stochastic Abstract Branching Model Mexi, Gioni Shamsi, Somayeh Besançon, Mathieu Bodic, Pierre Le Optimization and Control Strong Branching (SB) is a cornerstone of all modern branching rules used in the Branch-and-Bound (BnB) algorithm, which is at the center of Mixed-Integer Programming solvers. In its full form, SB evaluates all variables to branch on and then selects the one producing the best relaxation, leading to small trees, but high runtimes. State-of-the-art branching rules therefore use SB with working limits to achieve both small enough trees and short run times. So far, these working limits have been established empirically. In this paper, we introduce a theoretical approach to guide how much SB to use at each node within the BnB. We first define an abstract stochastic tree model of the BnB algorithm where the geometric mean dual gains of all variables follow a given probability distribution. This model allows us to relate expected dual gains to tree sizes and explicitly compare the cost of sampling an additional SB candidate with the reward in expected tree size reduction. We then leverage the insight from the abstract model to design a new stopping criterion for SB, which fits a distribution to the dual gains and, at each node, dynamically continues or interrupts SB. This algorithm, which we refer to as Probabilistic Lookahead Strong Branching, improves both the tree size and runtime over MIPLIB instances, providing evidence that the method not only changes the amount of SB, but allocates it better. |
| title | Probabilistic Lookahead Strong Branching via a Stochastic Abstract Branching Model |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2312.07041 |