Improved Sample Complexity Bounds for Branch-And-Cut

The branch-and-cut algorithm for integer programming has a wide variety of tunable parameters that have a huge impact on its performance, but which are challenging to tune by hand. An increasingly popular approach is to use machine learning to configure these parameters based on a training set of integer programs from the application domain. We bound how large the training set should be to ensure that for any configuration, its average performance over the training set is close to its expected future performance. Our guarantees apply to parameters that control the most important aspects of branch-and-cut: node selection, branching constraint selection, and cut selection, and are sharper and more general than those from prior research