Title
Hybrid Models for Learning to Branch
Abstract
A recent Graph Neural Network (GNN) approach for learning to branch has been shown to successfully reduce the running time of branch-and-bound algorithms for Mixed Integer Linear Programming (MILP). While the GNN relies on a GPU for inference, MILP solvers are purely CPU-based. This severely limits its application as many practitioners may not have access to high-end GPUs. In this work, we ask two key questions. First, in a more realistic setting where only a CPU is available, is the GNN model still competitive? Second, can we devise an alternate computationally inexpensive model that retains the predictive power of the GNN architecture? We answer the first question in the negative, and address the second question by proposing a new hybrid architecture for efficient branching on CPU machines. The proposed architecture combines the expressive power of GNNs with computationally inexpensive multi-linear perceptrons (MLP) for branching. We evaluate our methods on four classes of MILP problems, and show that they lead to up to 26% reduction in solver running time compared to state-of-the-art methods without a GPU, while extrapolating to harder problems than it was trained on.
Year
Venue
DocType
2020
NIPS 2020
Conference
Volume
Citations 
PageRank 
33
0
0.34
References 
Authors
0
6
Name
Order
Citations
PageRank
Gupta Prateek101.01
Maxime Gasse2224.87
Elias Khalil331.08
M. Pawan Kumar4102382.37
Andrea Lodi52198152.51
Yoshua Bengio6426773039.83