SOLVING MIXED INTEGER PROGRAMS USING NEURAL NETWORKS

• Main Authors: Tjandraatmadja, Christian, Sonnerat, Nicolas, Lichocki, Pawel, Lobov, Ivan, Nair, Vinod, Bartunov, Sergey, O'Donoghue, Brendan Timothy, Wang, Pengming, Gimeno Gil, Felix Axel, von Glehn, Ingrid Karin
• Format: Patent
• Language: English
• Published: 22.02.2024
• Subjects: CALCULATING; COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS; COMPUTING; COUNTING; ELECTRIC DIGITAL DATA PROCESSING; PHYSICS

Methods, systems, and apparatus, including computer programs encoded on computer storage media, for solving mixed integer programs (MIPs) using neural networks. One of the methods includes obtaining data specifying parameters of a MIP; generating, from the parameters of the MIP, an input representation; processing the input representation using an encoder neural network to generate a respective embedding for each of the integer variables; generating a plurality of partial assignments by selecting a respective second, proper subset of the integer variables; and for each of the variables in the respective second subset, generating, using at least the respective embedding for the variable, a respective additional constraint on the value of the variable; generating, for each of the partial assignments, a corresponding candidate final assignment that assigns a respective value to each of the plurality of variables; and selecting, as a final assignment for the MIP, one of the candidate final assignments.