Automatic MILP solver configuration by learning problem similarities

نویسندگان

چکیده

A large number of real-world optimization problems can be formulated as Mixed Integer Linear Programs (MILP). MILP solvers expose numerous configuration parameters to control their internal algorithms. Solutions, and associated costs or runtimes, are significantly affected by the choice parameters, even when problem instances have same decision variables constraints. On one hand, using default solver leads suboptimal solutions. other searching evaluating a configurations for every instance is time-consuming and, in some cases, infeasible. In this study, we aim predict unseen that yield lower-cost solutions without time overhead searching-and-evaluating at solving time. Toward goal, first investigate cost correlation come from distribution solved different configurations. We show similar also another runtime environment. After that, present methodology based on Deep Metric Learning learn similarities correlate with final solutions’ costs. At inference time, given new instance, it projected into learned metric space trained model, instantly predicted previously-explored nearest neighbor embedding space. Empirical results benchmarks our method predicts improve up 38% compared existing approaches.

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ژورنال

عنوان ژورنال: Annals of Operations Research

سال: 2023

ISSN: ['1572-9338', '0254-5330']

DOI: https://doi.org/10.1007/s10479-023-05508-x