基于机器学习的强分支近似方法

A Machine Learning-Based Approximation of Strong Branching

INFORMS journal on computing · 2017
被引 176 · 同刊同年前 2%
UTD 24ABS 3

中文导读

提出一种新方法,用机器学习模仿强分支策略的决策,快速近似分支定界中的变量分支,实验显示效果良好。

Abstract

We present in this paper a new generic approach to variable branching in branch and bound for mixed-integer linear problems. Our approach consists in imitating the decisions taken by a good branching strategy, namely strong branching, with a fast approximation. This approximated function is created by a machine learning technique from a set of observed branching decisions taken by strong branching. The philosophy of the approach is similar to reliability branching. However, our approach can catch more complex aspects of observed previous branchings to take a branching decision. The experiments performed on randomly generated and MIPLIB problems show promising results.

混合整数线性规划分支定界机器学习变量分支策略