Speeding Up Mixed-Integer Programming Solvers with Sparse Learning for Branching
Organizations: H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology · School of Chemical & Biomolecular Engineering, Georgia Institute of Technology
Abstract
Machine learning is increasingly used to improve decisions within branch-and-bound algorithms for mixed-integer programming. Many existing approaches rely on deep learning, which often requires very large training datasets and substantial computational resources for both training and deployment, typically with GPU parallelization. In this work, we take a different path by developing interpretable models that are simple but effective. We focus on approximating strong branching (SB) scores, a highly effective yet computationally expensive branching rule. Using sparse learning methods, we build models with fewer than 4% of the parameters of a state-of-the-art graph neural network (GNN) while achieving competitive accuracy. Relative to SCIP's built-in branching rules and the GNN-based model, our CPU-only models are faster than the default solver and the GPU-accelerated GNN. The models are simple to train and deploy, and they remain effective with small training sets, which makes them practical in low-resource settings. Extensive experiments across diverse problem classes demonstrate the efficiency of this approach.
Figures & tables
| Data | SC | CA | FL | IS |
|---|---|---|---|---|
| GNN data | 7617 (100K) | 11472 (100K) | 6193 (100K) | 5429 (100K) |
| LS - Small | 1974 (2950) | 3030 (3981) | 5711 (54721) | 478 (582) |
| SS - Small | 30 (300) | 47 (399) | 39 (5572) | 6 (57) |
| SS - Medium | 9 (244) | 9 (223) | 24 (5184) | 5 (30) |
| SS - Large | 6 (191) | 6 (157) | 27 (4422) | 5 (21) |
| Model | SC | CA | FL | IS |
|---|---|---|---|---|
| QL | 1630 | 1708 | 2043 | 1282 |
| QS | 533 | 633 | 620 | 297 |
| GNN | 64,000 | 64,000 | 64,000 | 64,000 |
| Model | SC | CA | FL | IS |
|---|---|---|---|---|
| QL | 57.8 | 57.6 | 70.1 | 49.0 |
| QS | 57.1 | 56.9 | 68.0 | 46.0 |
| GNN | 62.4 | 58.5 | 72.4 | 54.8 |
Appendix figures & tables1 asset
Supplementary material from the paper’s appendix.
Appendix
| Feature | Source | Count | Description |
|---|---|---|---|
| Objective coefficient | K | 3 | Value of the coefficient (raw, positive only, negative only) |
| Number of constraints | K | 1 | The number of constraints in which the candidate appears |
| Statistics for constraint degrees | K | 4 | The mean, std. dev., min., and max. of the constraint degrees (the number of variables with nonzero coefficients) |
| Statistics for positive (negative) constraint coefficients | K | 10 | The count, mean, std. dev., min., and max. of the candidate’s positive (negative) coefficients in the constraints, normalized |
| Integrality violation | K | 1 | |
| Ceiling distance | K | 1 |