Imitation Learning on Branching Strategies for Branch and Bound Problems

Sammanfattning: A new branch of machine and deep learning models has evolved in constrained optimization, specifically in mixed integer programming problems (MIP). These models draw inspiration from earlier solver methods, primarily the heuristic, branch and bound. While utilizing the branch and bound framework, machine and deep learning models enhance either the computational efficiency or performance of the model. This thesis examines how imitating different variable selection strategies of classical MIP solvers behave on a state-of-the-art deep learning model. A recently developed deep learning algorithm is used in this thesis, which represents the branch and bound state as a bipartite graph. This graph serves as the input to a graph network model, which determines the variable in the MIP on which branching occurs. This thesis compares how imitating different classical branching strategies behaves on different algorithm outputs and, most importantly, time span. More specifically, this thesis conducts an empirical study on a MIP known as the facility location problem (FLP) and compares the different methods for imitation. This thesis shows that the deep learning algorithm can outperform the classical methods in terms of time span. More specifically, imitating the branching strategies resulting in small branch and bound trees give rise to a more rapid performance in finding the global optimum. Lastly, it is shown that a smaller embedding size in the network model is preferred for these instances when looking at the trade-off between variable selection and time cost.