Parameterizing branch-and-bound search trees to learn branching policies
Channel: The SCIP Optimization Suite
Date: 06/07/2020

Giulia Zarpellon
Polytechnique Montreal, Canada

Abstract:
Learning branching policies for Mixed-Integer Linear Programming problems (MILPs) has become an active research area, with most works proposing to imitate the strong branching rule and specialize it to distinct classes of problems. We aim instead at learning a policy that generalizes across heterogeneous MILPs: our main hypothesis is that parameterizing the state of the branch-and-bound (B&B) search tree can significantly aid this type of generalization. We propose a novel imitation learning framework, and introduce new input features and architectures to represent branching. Experiments with SCIP on MILP benchmark instances clearly show the advantages of incorporating to a baseline model an explicit parameterization of the state of the search tree to modulate the branching decisions. The resulting policy reaches higher accuracy than the baseline, and on average explores smaller B&B trees, while effectively allowing generalization to generic unseen instances.