Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural variable-constraint bipartite graph representation of mixed-integer linear programs. We train our model via imitation learning from the strong branching expert rule, and demonstrate on a series of hard problems that our approach produces policies that improve upon state-of-the-art machine-learning methods for branching and generalize to instances significantly larger than seen during training. Moreover, we improve for the first time over expert-designed branching rules implemented in a state-of-the-art solver on large problems. Code for reproducing all the experiments can be found at https://github.com/ds4dm/learn2branch.

本文提出了一种基于图卷积神经网络的分支定界变量选择新模型，通过模仿学习和强分支专家规则训练，成功解决了组合优化问题。实验结果表明，该方法不仅在分支机制上优于现有的机器学习方法，而且在大问题上也优于现有的专家设计分支规则。

使用图卷积神经网络进行精确组合优化