Interpretable Cutting Plane Selection for Mixed-Integer Linear Programming Using Genetic Programming

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.

Efficient branching policies are essential for accelerating Mixed Integer Linear Programming (MILP) solvers. Their design has long relied on hand-crafted heuristics, and now machine learning has emerged as a promising paradigm to automate this process. However, existing learning-based methods are often hindered by their dependence on expensive expert demonstrations and the gap between training objectives and the solver's end-to-end performance. In this work, we propose LLM4Branch, a novel framework that leverages Large Language Models (LLMs) to automate the discovery of efficient branching policies. Specifically, the discovered policy is an executable program with a program skeleton generated by the LLM and a parameter vector, which is optimized via a zeroth-order method over a few instances with their end-to-end performance feedback. Extensive experiments on standard MILP benchmarks demonstrate that LLM4Branch establishes a new state-of-the-art among CPU-based methods and achieves performance competitive with advanced GPU-based models. Codes are available at https://github.com/hzn18/LLM4Branch.

Mixed-Integer Linear Programming (MILP) is a fundamental problem class in operations research and combinatorial optimization, with broad applications to industrial decision-making. Owing to their NP-hardness, however, modern solvers may struggle to find high-quality solutions for challenging MILP instances within practical time limits. Recent learning-based approaches seek to accelerate MILP solving by directly predicting high-quality solutions from static instance-level features, such as variable-constraint bipartite graphs. Yet accurate solution prediction from instance features alone is difficult, and these methods largely overlook the information revealed during the solver's search process. In this paper, we find that solutions produced at the early search stage of MILP solvers, which are computationally cheap to obtain, are often structurally close to the solutions found after full-budget search. Motivated by this observation, we propose a new solver-informed paradigm that shifts the learning target from variable assignment to early-to-final consistency: for each variable, we predict whether its early-stage assignment should persist in full-budget solutions. The predicted consistency naturally guides downstream search, for instance by fixing the assignments deemed consistent. At inference time, we further ensemble consistency predictions across multiple early-stage solutions to improve robustness. Experiments across four MILP benchmarks show our method improves prediction-guided search across diverse downstream pipelines. With Gurobi, our proposed method reduces the primal gap by 56.9% on average and closes it completely on combinatorial auction instances. Besides, we transferred the Gurobi-trained model zero-shot to SCIP without adaptation, achieving a 36.4% average gap reduction across benchmarks.