05Svr0k5C9@OpenReview

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#1 A Markov Decision Process for Variable Selection in Branch & Bound [PDF] [Copy] [Kimi] [REL]

Authors: Paul STRANG, Zacharie ALES, Côme Bissuel, Olivier Juan, Safia Kedad-Sidhoum, Emmanuel Rachelson

Mixed-Integer Linear Programming (MILP) is a powerful framework used to address a wide range of NP-hard combinatorial optimization problems, often solved by Branch and bound (B&B). A key factor influencing the performance of B&B solvers is the variable selection heuristic governing branching decisions. Recent contributions have sought to adapt reinforcement learning (RL) algorithms to the B&B setting to learn optimal branching policies, through Markov Decision Processes (MDP) inspired formulations, and ad hoc convergence theorems and algorithms. In this work, we introduce BBMDP, a principled vanilla MDP formulation for variable selection in B&B, allowing to leverage a broad range of RL algorithms for the purpose of learning optimal B&B heuristics. Computational experiments validate our model empirically, as our branching agent outperforms prior state-of-the-art RL agents on four standard MILP benchmarks.

Subject: NeurIPS.2025 - Poster