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This content will become publicly available on June 6, 2024

Title: Synthesizing MILP Constraints for Efficient and Robust Optimization

While mixed integer linear programming (MILP) solvers are routinely used to solve a wide range of important science and engineering problems, it remains a challenging task for end users to write correct and efficient MILP constraints, especially for problems specified using the inherently non-linear Boolean logic operations. To overcome this challenge, we propose a syntax guided synthesis (SyGuS) method capable of generating high-quality MILP constraints from the specifications expressed using arbitrary combinations of Boolean logic operations. At the center of our method is an extensible domain specification language (DSL) whose expressiveness may be improved by adding new integer variables as decision variables, together with an iterative procedure for synthesizing linear constraints from non-linear Boolean logic operations using these integer variables. To make the synthesis method efficient, we also propose an over-approximation technique for soundly proving the correctness of the synthesized linear constraints, and an under-approximation technique for safely pruning away the incorrect constraints. We have implemented and evaluated the method on a wide range of benchmark specifications from statistics, machine learning, and data science applications. The experimental results show that the method is efficient in handling these benchmarks, and the quality of the synthesized MILP constraints is close to, or higher than, that of manually-written constraints in terms of both compactness and solving time.

 
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Award ID(s):
2220345
NSF-PAR ID:
10467188
Author(s) / Creator(s):
; ;
Publisher / Repository:
ACM
Date Published:
Journal Name:
Proceedings of the ACM on Programming Languages
Volume:
7
Issue:
PLDI
ISSN:
2475-1421
Page Range / eLocation ID:
1896 to 1919
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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