skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Sample Complexity of Tree Search Configuration: Cutting Planes and Beyond
Cutting-plane methods have enabled remarkable successes in integer programming over the last few decades. State-of-the-art solvers integrate a myriad of cutting-plane techniques to speed up the underlying tree-search algorithm used to find optimal solutions. In this paper we prove the first guarantees for learning high-performing cut-selection policies tailored to the instance distribution at hand using samples. We first bound the sample complexity of learning cutting planes from the canonical family of Chvátal-Gomory cuts. Our bounds handle any number of waves of any number of cuts and are fine tuned to the magnitudes of the constraint coefficients. Next, we prove sample complexity bounds for more sophisticated cut selection policies that use a combination of scoring rules to choose from a family of cuts. Finally, beyond the realm of cutting planes for integer programming, we develop a general abstraction of tree search that captures key components such as node selection and variable selection. For this abstraction, we bound the sample complexity of learning a good policy for building the search tree.  more » « less
Award ID(s):
1901403
PAR ID:
10289293
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
ArXivorg
ISSN:
2331-8422
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. We develop a new semi-algebraic proof system called Stabbing Planes which formalizes modern branch-and-cut algorithms for integer programming and is in the style of DPLL-based modern SAT solvers. As with DPLL there is only a single rule: the current polytope can be subdivided by branching on an inequality and its “integer negation.” That is, we can (non-deterministically choose) a hyperplane ax ≥ b with integer coefficients, which partitions the polytope into three pieces: the points in the polytope satisfying ax ≥ b, the points satisfying ax ≤ b, and the middle slab b − 1 < ax < b. Since the middle slab contains no integer points it can be safely discarded, and the algorithm proceeds recursively on the other two branches. Each path terminates when the current polytope is empty, which is polynomial-time checkable. Among our results, we show that Stabbing Planes can efficiently simulate the Cutting Planes proof system, and is equivalent to a tree-like variant of the R(CP) system of Krajicek [54]. As well, we show that it possesses short proofs of the canonical family of systems of F_2-linear equations known as the Tseitin formulas. Finally, we prove linear lower bounds on the rank of Stabbing Planes refutations by adapting lower bounds in communication complexity and use these bounds in order to show that Stabbing Planes proofs cannot be balanced. 
    more » « less
  2. Censor-Hillel, Keren; Grandoni, Fabrizio; Ouaknine, Joel; Puppis, Gabriele (Ed.)
    We prove several results concerning the communication complexity of a collision-finding problem, each of which has applications to the complexity of cutting-plane proofs, which make inferences based on integer linear inequalities. In particular, we prove an Ω(n^{1-1/k} log k /2^k) lower bound on the k-party number-in-hand communication complexity of collision-finding. This implies a 2^{n^{1-o(1)}} lower bound on the size of tree-like cutting-planes refutations of the bit pigeonhole principle CNFs, which are compact and natural propositional encodings of the negation of the pigeonhole principle, improving on the best previous lower bound of 2^{Ω(√n)}. Using the method of density-restoring partitions, we also extend that previous lower bound to the full range of pigeonhole parameters. Finally, using a refinement of a bottleneck-counting framework of Haken and Cook and Sokolov for DAG-like communication protocols, we give a 2^{Ω(n^{1/4})} lower bound on the size of fully general (not necessarily tree-like) cutting planes refutations of the same bit pigeonhole principle formulas, improving on the best previous lower bound of 2^{Ω(n^{1/8})}. 
    more » « less
  3. We prove several results concerning the communication complexity of a collision-finding problem, each of which has applications to the complexity of cutting-plane proofs, which make inferences based on integer linear inequalities. In particular, we prove an Ω(n^{1−1/k} log k /2^k) lower bound on the k-party number-in-hand communication complexity of collision-finding. This implies a 2^{n^{1−o(1)}} lower bound on the size of tree-like cutting-planes refutations of the bit pigeonhole principle CNFs, which are compact and natural propositional encodings of the negation of the pigeonhole principle, improving on the best previous lower bound of 2^{Ω(√n)}. Using the method of density-restoring partitions, we also extend that previous lower bound to the full range of pigeonhole parameters. Finally, using a refinement of a bottleneck-counting framework of Haken and Cook and Sokolov for DAG-like communication protocols, we give a 2^{Ω(n^{1/4})} lower bound on the size of fully general (not necessarily tree-like) cutting planes refutations of the same bit pigeonhole principle formulas, improving on the best previous lower bound of 2^{Ω(n^{1/8})}. 
    more » « less
  4. Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction problems. Tree search algorithms recursively partition the search space to find an optimal solution. In order to keep the tree size small, it is crucial to carefully decide, when expanding a tree node, which question (typically variable) to branch on at that node in order to partition the remaining space. Numerous partitioning techniques (e.g., variable selection) have been proposed, but there is no theory describing which technique is optimal. We show how to use machine learning to determine an optimal weighting of any set of partitioning procedures for the instance distribution at hand using samples from the distribution. We provide the first sample complexity guarantees for tree search algorithm configuration. These guarantees bound the number of samples sufficient to ensure that the empirical performance of an algorithm over the samples nearly matches its expected performance on the unknown instance distribution. This thorough theoretical investigation naturally gives rise to our learning algorithm. Via experiments, we show that learning an optimal weighting of partitioning procedures can dramatically reduce tree size, and we prove that this reduction can even be exponential. Through theory and experiments, we show that learning to branch is both practical and hugely beneficial. 
    more » « less
  5. Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and non-convex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction problems. Tree search algorithms come with a variety of tunable parameters that are notoriously challenging to tune by hand. A growing body of research has demonstrated the power of using a data-driven approach to automatically optimize the parameters of tree search algorithms. These techniques use atraining setof integer programs sampled from an application-specific instance distribution to find a parameter setting that has strong average performance over the training set. However, with too few samples, a parameter setting may have strong average performance on the training set but poor expected performance on future integer programs from the same application. Our main contribution is to provide the firstsample complexity guaranteesfor tree search parameter tuning. These guarantees bound the number of samples sufficient to ensure that the average performance of tree search over the samples nearly matches its future expected performance on the unknown instance distribution. In particular, the parameters we analyze weightscoring rulesused for variable selection. Proving these guarantees is challenging because tree size is a volatile function of these parameters: we prove that, for any discretization (uniform or not) of the parameter space, there exists a distribution over integer programs such that every parameter setting in the discretization results in a tree with exponential expected size, yet there exist parameter settings between the discretized points that result in trees of constant size. In addition, we provide data-dependent guarantees that depend on the volatility of these tree-size functions: our guarantees improve if the tree-size functions can be well approximated by simpler functions. Finally, via experiments, we illustrate that learning an optimal weighting of scoring rules reduces tree size. 
    more » « less