Multi-task Representation Learning for Mixed Integer Linear Programming

Fuente: arXiv
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Autori principali: Cai, Junyang, Huang, Taoan, Dilkina, Bistra
Natura: Preprint
Pubblicazione: 2024
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author Cai, Junyang
Huang, Taoan
Dilkina, Bistra
author_facet Cai, Junyang
Huang, Taoan
Dilkina, Bistra
contents Mixed Integer Linear Programs (MILPs) are highly flexible and powerful tools for modeling and solving complex real-world combinatorial optimization problems. Recently, machine learning (ML)-guided approaches have demonstrated significant potential in improving MILP-solving efficiency. However, these methods typically rely on separate offline data collection and training processes, which limits their scalability and adaptability. This paper introduces the first multi-task learning framework for ML-guided MILP solving. The proposed framework provides MILP embeddings helpful in guiding MILP solving across solvers (e.g., Gurobi and SCIP) and across tasks (e.g., Branching and Solver configuration). Through extensive experiments on three widely used MILP benchmarks, we demonstrate that our multi-task learning model performs similarly to specialized models within the same distribution. Moreover, it significantly outperforms them in generalization across problem sizes and tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2412_14409
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Multi-task Representation Learning for Mixed Integer Linear Programming
Cai, Junyang
Huang, Taoan
Dilkina, Bistra
Artificial Intelligence
Machine Learning
Optimization and Control
Mixed Integer Linear Programs (MILPs) are highly flexible and powerful tools for modeling and solving complex real-world combinatorial optimization problems. Recently, machine learning (ML)-guided approaches have demonstrated significant potential in improving MILP-solving efficiency. However, these methods typically rely on separate offline data collection and training processes, which limits their scalability and adaptability. This paper introduces the first multi-task learning framework for ML-guided MILP solving. The proposed framework provides MILP embeddings helpful in guiding MILP solving across solvers (e.g., Gurobi and SCIP) and across tasks (e.g., Branching and Solver configuration). Through extensive experiments on three widely used MILP benchmarks, we demonstrate that our multi-task learning model performs similarly to specialized models within the same distribution. Moreover, it significantly outperforms them in generalization across problem sizes and tasks.
title Multi-task Representation Learning for Mixed Integer Linear Programming
topic Artificial Intelligence
Machine Learning
Optimization and Control
url https://arxiv.org/abs/2412.14409