Learning to Reformulate for Linear Programming

17 Jan 2022  ·  Xijun Li, Qingyu Qu, Fangzhou Zhu, Jia Zeng, Mingxuan Yuan, Kun Mao, Jie Wang ·

It has been verified that the linear programming (LP) is able to formulate many real-life optimization problems, which can obtain the optimum by resorting to corresponding solvers such as OptVerse, Gurobi and CPLEX. In the past decades, a serial of traditional operation research algorithms have been proposed to obtain the optimum of a given LP in a fewer solving time. Recently, there is a trend of using machine learning (ML) techniques to improve the performance of above solvers. However, almost no previous work takes advantage of ML techniques to improve the performance of solver from the front end, i.e., the modeling (or formulation). In this paper, we are the first to propose a reinforcement learning-based reformulation method for LP to improve the performance of solving process. Using an open-source solver COIN-OR LP (CLP) as an environment, we implement the proposed method over two public research LP datasets and one large-scale LP dataset collected from practical production planning scenario. The evaluation results suggest that the proposed method can effectively reduce both the solving iteration number ($25\%\downarrow$) and the solving time ($15\%\downarrow$) over above datasets in average, compared to directly solving the original LP instances.

PDF Abstract
No code implementations yet. Submit your code now

Tasks


Datasets


  Add Datasets introduced or used in this paper

Results from the Paper


  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods


No methods listed for this paper. Add relevant methods here