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A Markov Decision Process for variable selection in Branch and bound

Installation

See installation instructions here.

Generating instances

Although we share the instances used for our experiments, you can generate your own instances. We provide a script in the ./scripts/ folder to generate instances for the ecole benchmark.

# Generate MILP instances
sh generate_instances.py 

Running the experiments

For a given TYPE in {SetCovering, CombinatorialAuction, MaximumIndependentSet, MultipleKnapsack}, and a given AGENT in {dqn_bbmdp, dqn_retro, dqn_tMDP, pg_tMDP, il}, run scripts in the ./scripts/ folder to reproduce experiments on the Ecole benchmark.

# Evaluation
sh run_benchmark.sh $TYPE $AGENT

# Training (only for reinforcement learning DQN agents)
sh run_dqn_trainer.sh $TYPE $AGENT

Both evaluation and training performance can be monitored from the folder located in ./experiments/logs/$TYPE/.

About

Official implementation for A Markov decision process for variable selection in branch & bound @ NeurIPS 2025

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