arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2103.10294cs.LGcs.DMmath.OC
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分支定界算法中启发式调度的学习

Learning to Schedule Heuristics in Branch-and-Bound

Zuse Institute Berlin(柏林祖斯研究所);University of Toronto(多伦多大学);HTW Berlin(柏林应用科学大学);Polytechnique Montréal(蒙特利尔理工学院);TU Berlin(柏林工业大学)

Antonia Chmiela, Elias B. Khalil, Ambros Gleixner, Andrea Lodi, Sebastian Pokutta

摘要:

原始算法在混合规划的精确求解中起着至关重要的作用。虽然求解器保证在足够的时间内找到最佳解决方案,但实际应用通常需要在搜索早期找到好的解决方案,以实现快速决策。虽然MIP的研究主要集中在设计有效的算法,但如何在求解器中管理多个MIP算法的问题并没有得到同等的关注。一般来说,求解器遵循从广泛的实例集的经验测试中得出的硬编码规则。由于逻辑分析的性能依赖于实例,因此对特定问题使用这些通用规则可能不会产生最佳性能。在这项工作中,我们提出了第一个数据驱动的框架,在一个精确的MIP求解器调度调度算法。通过学习数据描述的性能的原始算法,我们得到了一个问题的具体时间表的算法,共同找到许多解决方案,以最小的成本。我们提供了一个正式的问题描述,并提出了一个有效的算法计算这样的时间表。与最先进的学术MIP求解器的默认设置相比,我们能够在一类具有挑战性的实例上将平均原始积分减少高达49%。

英文摘要:

Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early on in the search to enable fast decision-making. While much of MIP research focuses on designing effective heuristics, the question of how to manage multiple MIP heuristics in a solver has not received equal attention. Generally, solvers follow hard-coded rules derived from empirical testing on broad sets of instances. Since the performance of heuristics is instance-dependent, using these general rules for a particular problem might not yield the best performance. In this work, we propose the first data-driven framework for scheduling heuristics in an exact MIP solver. By learning from data describing the performance of primal heuristics, we obtain a problem-specific schedule of heuristics that collectively find many solutions at minimal cost. We provide a formal description of the problem and propose an efficient algorithm for computing such a schedule. Compared to the default settings of a state-of-the-art academic MIP solver, we are able to reduce the average primal integral by up to 49% on a class of challenging instances.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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