论文标题
使用机器学习方法对混合整数程序进行排名限制放松
Ranking Constraint Relaxations for Mixed Integer Programs Using a Machine Learning Approach
论文作者
论文摘要
如果没有高级算法,例如基于分解的技术,解决大型混合整数程序(MIP)可能很困难。即使分解技术可能是合适的,对于任何大型MIP来说,仍然存在许多可能的分解,并且可能最有效的是什么。本文对机器学习排名(ML)功能的预测能力进行了全面分析,以预测通过约束放松创建的混合整数编程(MIP)分解的质量。在此分析中,探索了实例相似性和ML预测质量的作用,以及针对现有的启发式函数的ML排名函数的基准测试。为了进行此分析,已经建立了一个新的数据集,该数据集由MIPLIB2017库中24个实例中采样的40000多个独特的分解组成。这些分解量是由贪婪的松弛算法以及基于人群的多目标算法创建的,该算法先前已被证明会产生高质量的分解。在本文中,我们证明了ML排名函数能够针对现有的启发式排名函数进行基准测试时提供最新的预测。此外,我们证明,通过仅考虑与每个分解中放松约束有关的一小部分功能,ML排名函数仍然能够与启发式技术具有竞争力。这样的发现对于将来的约束放松方法很有希望,因为这些功能可用于指导分解创建。最后,我们强调了ML排名函数在分解创建框架中有益的位置。
Solving large-scale Mixed Integer Programs (MIP) can be difficult without advanced algorithms such as decomposition based techniques. Even if a decomposition technique might be appropriate, there are still many possible decompositions for any large MIP and it may not be obvious which will be the most effective. This paper presents a comprehensive analysis of the predictive capabilities of a Machine Learning ranking (ML) function for predicting the quality of Mixed Integer Programming (MIP) decompositions created via constraint relaxation. In this analysis, the role of instance similarity and ML prediction quality is explored, as well as the benchmarking of a ML ranking function against existing heuristic functions. For this analysis, a new dataset consisting of over 40000 unique decompositions sampled from across 24 instances from the MIPLIB2017 library has been established. These decompostions have been created by both a greedy relaxation algorithm as well as a population based multi-objective algorithm, which has previously been shown to produce high quality decompositions. In this paper, we demonstrate that a ML ranking function is able to provide state-of-the-art predictions when benchmarked against existing heuristic ranking functions. Additionally, we demonstrate that by only considering a small set of features related to the relaxed constraints in each decomposition, a ML ranking function is still able to be competitive with heuristic techniques. Such a finding is promising for future constraint relaxation approaches, as these features can be used to guide decomposition creation. Finally, we highlight where a ML ranking function would be beneficial in a decomposition creation framework.