Reinforcement Learning for Integer Programming: Learning to Cut

This is the repo of NeurIPS 2019 submission - Reinforcement Learning for Integer Programming: Learning to Cut.

Dependencies

The code works in Python 2.7. You need to install Chainer, Cython, Gurobi (Gurobi-py).

Build

You need to build all the C dependencies using Cython. In particular

cd libs/cwrapping/gurobipy
./build.sh

and also

cd es
python setup.py build_ext -i

Installation

Install the current repo

pip install -e .

Running

Before running, please do go to each main python file to check for missing hyper-parameters, loading directories, etc. Train a cut selection RL agent

cd main/cuts
./train.sh

To run the RL agent on a B&C downstream task

cd main/bc
./run.sh