@inproceedings{ChmielaKhalilGleixneretal.2021, author = {Chmiela, Antonia and Khalil, Elias B. and Gleixner, Ambros and Lodi, Andrea and Pokutta, Sebastian}, title = {Learning to Schedule Heuristics in Branch and Bound}, series = {Thirty-fifth Conference on Neural Information Processing Systems, NeurIPS 2021}, booktitle = {Thirty-fifth Conference on Neural Information Processing Systems, NeurIPS 2021}, year = {2021}, abstract = {Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early on in the search to enable fast decision-making. While much of MIP research focuses on designing effective heuristics, the question of how to manage multiple MIP heuristics in a solver has not received equal attention. Generally, solvers follow hard-coded rules derived from empirical testing on broad sets of instances. Since the performance of heuristics is instance-dependent, using these general rules for a particular problem might not yield the best performance. In this work, we propose the first data-driven framework for scheduling heuristics in an exact MIP solver. By learning from data describing the performance of primal heuristics, we obtain a problem-specific schedule of heuristics that collectively find many solutions at minimal cost. We provide a formal description of the problem and propose an efficient algorithm for computing such a schedule. Compared to the default settings of a state-of-the-art academic MIP solver, we are able to reduce the average primal integral by up to 49\% on a class of challenging instances.}, language = {en} } @inproceedings{GasseBowlyCappartetal., author = {Gasse, Maxime and Bowly, Simon and Cappart, Quentin and Charfreitag, Jonas and Charlin, Laurent and Ch{\´e}telat, Didier and Chmiela, Antonia and Dumouchelle, Justin and Gleixner, Ambros and Kazachkov, Aleksandr M. and Khalil, Elias and Lichocki, Pawel and Lodi, Andrea and Lubin, Miles and Maddison, Chris J. and Christopher, Morris and Papageorgiou, Dimitri J. and Parjadis, Augustin and Pokutta, Sebastian and Prouvost, Antoine and Scavuzzo, Lara and Zarpellon, Giulia and Yang, Linxin and Lai, Sha and Wang, Akang and Luo, Xiaodong and Zhou, Xiang and Huang, Haohan and Shao, Shengcheng and Zhu, Yuanming and Zhang, Dong and Quan, Tao and Cao, Zixuan and Xu, Yang and Huang, Zhewei and Zhou, Shuchang and Binbin, Chen and Minggui, He and Hao, Hao and Zhiyu, Zhang and Zhiwu, An and Kun, Mao}, title = {The Machine Learning for Combinatorial Optimization Competition (ML4CO): results and insights}, series = {Proceedings of Conference on Neural Information Processing Systems}, booktitle = {Proceedings of Conference on Neural Information Processing Systems}, language = {en} }