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A Supervised Machine Learning Approach to Variable Branching in Branch-And-Bound

A. Alvarez,Q. Louveaux,L. Wehenkel

2014
44 Citations

TLDR

A new approach that uses supervised machine learning techniques to improve the performances of optimization algorithms in the context of mixed-integer programming (MIP) by imitating the decisions taken by a supposedly good branching strategy with a fast approximation.