Researchers have proposed a novel unsupervised learning scheme for accelerating the solution of mixed integer programming (MIP) problems.
The scheme involves training an autoencoder (AE) in an unsupervised learning fashion using historical instances of optimal solutions to a parametric family of MIPs.
By designing the AE architecture and utilizing its statistical implications, the researchers construct cutting plane constraints from the decoder parameters. These constraints improve the efficiency of solving new problem instances.
The proposed approach demonstrates significant reduction in computational cost for solving mixed integer linear programming (MILP) problems, while maintaining high solution quality.