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Variable Selection for Branching in Mixed Integer Linear Programming (MILP)

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Variable Selection for Branching in Mixed Integer Linear Programming (MILP)

We implemented variable selection for branching in MILP as the machine learning course project. The project was based on the paper titled "Learning to Branch in Mixed Integer Programming" by Khalil et al. (2016).

Getting Started

The implementation uses Python 2.7 along with CPLEX 12.8.

Prerequisites

  • Python 2.7
  • CPLEX 12.8
    • Please follow the instructions here
  • Install Python API for CPLEX 12.8
    • The Python API for CPLEX need to be installed separately. Instructions can be found here

Dependencies

  • Pytorch 0.4.1
  • SciPy 1.1.0
  • Scikit Learn 0.20.1

How to run

python main.py

Authors

  • Ravi Agrawal
  • Young Shin Oh
  • Christopher Abraham

References

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Variable Selection for Branching in Mixed Integer Linear Programming (MILP)

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