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Register a new userInteger Minkowski Programs and the Design of Survivable Networks
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We introduce a new class of optimization problems called integer Minkowski programs. The formulation of such problems involves finitely many integer variables and nonlinear constraints involving functionals defined on families of discrete or polyhedral sets. We show that, under certain assumptions, it is possible to reformulate them as integer linear programs, by making use of integral generating sets. We then apply this technique to the network design problem for fractional and integral flows subject to survivability constraints.
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Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better heuristics from data by exploiting shared structure among instances in the data. This paper applies learning to the two key sub-tasks of a MIP solver, generating a high-quality joint variable assignment, and bounding the gap in objective value between that assignment and an optimal one. Our approach constructs two corresponding neural network-based components, Neural Diving and Neural Branching, to use in a base MIP solver such as SCIP. Neural Diving learns a deep neural network to generate multiple partial assignments for its integer variables, and the resulting smaller MIPs for un-assigned variables are solved with SCIP to construct high quality joint assignments. Neural Branching learns a deep neural network to make variable selection decisions in branch-and-bound to bound the objective value gap with a small tree. This is done by imitating a new variant of Full Strong Branching we propose that scales to large instances using GPUs. We evaluate our approach on six diverse real-world datasets, including two Google production datasets and MIPLIB, by training separate neural networks on each. Most instances in all the datasets combined have $10^3-10^6$ variables and constraints after presolve, which is significantly larger than previous learning approaches. Comparing solvers with respect to primal-dual gap averaged over a held-out set of instances, the learning-augmented SCIP is 2x to 10x better on all datasets except one on which it is $10^5$x better, at large time limits. To the best of our knowledge, ours is the first learning approach to demonstrate such large improvements over SCIP on both large-scale real-world application datasets and MIPLIB.
We settle the computational complexity of fundamental questions related to multicriteria integer linear programs, when the dimensions of the strategy space and of the outcome space are considered fixed constants. In particular we construct: 1. polynomial-time algorithms to exactly determine the number of Pareto optima and Pareto strategies; 2. a polynomial-space polynomial-delay prescribed-order enumeration algorithm for arbitrary projections of the Pareto set; 3. an algorithm to minimize the distance of a Pareto optimum from a prescribed comparison point with respect to arbitrary polyhedral norms; 4. a fully polynomial-time approximation scheme for the problem of minimizing the distance of a Pareto optimum from a prescribed comparison point with respect to the Euclidean norm.
Inspired by the decomposition in the hybrid quantum-classical optimization algorithm we introduced in arXiv:1902.04215, we propose here a new (fully classical) approach to solving certain non-convex integer programs using Graver bases. This method is well suited when (a) the constraint matrix $A$ has a special structure so that its Graver basis can be computed systematically, (b) several feasible solutions can also be constructed easily and (c) the objective function can be viewed as many convex functions quilted together. Classes of problems that satisfy these conditions include Cardinality Boolean Quadratic Problems (CBQP), Quadratic Semi-Assignment Problems (QSAP) and Quadratic Assignment Problems (QAP). Our Graver Augmented Multi-seed Algorithm (GAMA) utilizes augmentation along Graver basis elements (the improvement direction is obtained by comparing objective function values) from these multiple initial feasible solutions. We compare our approach with a best-in-class commercially available solver (Gurobi). Sensitivity analysis indicates that the rate at which GAMA slows down as the problem size increases is much lower than that of Gurobi. We find that for several instances of practical relevance, GAMA not only vastly outperforms in terms of time to find the optimal solution (by two or three orders of magnitude), but also finds optimal solutions within minutes when the commercial solver is not able to do so in 4 or 10 hours (depending on the problem class) in several cases.
Large Neighborhood Search (LNS) is a combinatorial optimization heuristic that starts with an assignment of values for the variables to be optimized, and iteratively improves it by searching a large neighborhood around the current assignment. In this paper we consider a learning-based LNS approach for mixed integer programs (MIPs). We train a Neural Diving model to represent a probability distribution over assignments, which, together with an off-the-shelf MIP solver, generates an initial assignment. Formulating the subsequent search steps as a Markov Decision Process, we train a Neural Neighborhood Selection policy to select a search neighborhood at each step, which is searched using a MIP solver to find the next assignment. The policy network is trained using imitation learning. We propose a target policy for imitation that, given enough compute resources, is guaranteed to select the neighborhood containing the optimal next assignment amongst all possible choices for the neighborhood of a specified size. Our approach matches or outperforms all the baselines on five real-world MIP datasets with large-scale instances from diverse applications, including two production applications at Google. It achieves $2times$ to $37.8times$ better average primal gap than the best baseline on three of the datasets at large running times.
We consider integer programs (IP) defined by equations and box constraints, where it is known that determinants in the constraint matrix are one measure of complexity. For example, Artmann et al. showed that an IP can be solved in strongly polynomial time if the constraint matrix is bimodular, that is, the determinants are bounded in absolute value by two. Determinants are also used to bound the $ell_1$-distance between IP solutions and solutions of its linear relaxation. One of the first works to quantify the complexity of IPs with bounded determinants was that of Heller, who identified the maximum number of differing columns in a totally unimodular constraint matrix. So far, each extension of Hellers bound to general determinants has been exponential in the determinants or the number of equations. We provide the first column bound that is polynomial in both values. As a corollary, we give the first $ell_1$-distance bound that is polynomial in the determinants and the number of equations. We also show a tight bound on the number of differing columns in a bimodular constraint matrix; this is the first tight bound since Hellers result. Our analysis reveals combinatorial properties of bimodular IPs that may be of independent interest, in particular in recognition algorithms for IPs with bounded determinants.
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