BTBS-LNS: Binarized-Tightening, Branch and Search on Learning LNS Policies for MIP
Hao Yuan Wenli Ouyang Changwen Zhang Yong Sun Liming Gong Junchi Yan
Learning to solve large-scale Mixed Integer Program (MIP) problems is an emerging research topic, and policy learning-based Large Neighborhood Search (LNS) has been a popular paradigm. However, the explored space of LNS policy is often limited even in the training phase, making the learned policy sometimes wrongly fix some potentially important variables early in the search, leading to local optimum in some cases. Moreover, many methods only assume binary variables to deal with. We present a practical approach, termed Binarized-Tightening Branch-and-Search for Large Neighborhood Search (BTBS-LNS). It comprises three key techniques: 1) the ``Binarized Tightening" technique for integer variables to handle their wide range by binary encoding and bound tightening; 2) an attention-based tripartite graph to capture global correlations among variables and constraints for an MIP instance; 3) an extra branching network as a global view, to identify and optimize wrongly-fixed backdoor variables at each search step. Experiments show its superior performance over the open-source solver SCIP and LNS baselines. Moreover, it performs competitively with, and sometimes better than the commercial solver Gurobi (v9.5.0), especially on the MIPLIB2017 benchmark chosen by Hans Mittelmann, where our method can deliver 10\% better primal gaps compared with Gurobi in a 300s cut-off time.
Large neighborhood search, Reinforcement learning, Bound tightening