论文标题

用于空间分支的学习:一种算法选择方法

Learning for Spatial Branching: An Algorithm Selection Approach

论文作者

Ghaddar, Bissan, Gómez-Casares, Ignacio, González-Díaz, Julio, González-Rodríguez, Brais, Pateiro-López, Beatriz, Rodríguez-Ballesteros, Sofía

论文摘要

在混合整数线性问题的背景下,使用机器学习技术来提高分支和结合优化算法的性能是一个非常活跃的领域,但是对于非线性优化而言,几乎没有采取任何措施。为了弥合这一差距,我们开发了一个用于空间分支的学习框架,并在重新印刷线性化技术的多项式优化问题的背景下显示了其功效。提出的学习是基于特定于实例的功能,在求解新实例时没有计算开销的脱机学习。引入了基于图形的新型特征,事实证明这对于学习起着重要作用。文献中不同基准实例的实验表明,基于学习的分支规则明显优于标准规则。

The use of machine learning techniques to improve the performance of branch-and-bound optimization algorithms is a very active area in the context of mixed integer linear problems, but little has been done for non-linear optimization. To bridge this gap, we develop a learning framework for spatial branching and show its efficacy in the context of the Reformulation-Linearization Technique for polynomial optimization problems. The proposed learning is performed offline, based on instance-specific features and with no computational overhead when solving new instances. Novel graph-based features are introduced, which turn out to play an important role for the learning. Experiments on different benchmark instances from the literature show that the learning-based branching rule significantly outperforms the standard rules.

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