Interpretable Cutting Plane Selection for Mixed-Integer Linear Programming Using Genetic Programming

Overview & Synopsis

Cutting planes (cuts) remove fractional solutions from mixed-integer linear programs (MILPs) without excluding any feasible integer solutions, making them a key ingredient in modern MILP solvers. Current state-of-the-art solvers rely on fine-tuned handcrafted cut strategies, which, despite their effectiveness, remain inherently static and can be suboptimal. More recently, learning-based approaches have been proposed to design adaptive cut strategies; however, most of these methods are based on neural networks, offering limited interpretability and providing no guarantees of convergence. In this paper, we propose \emph{Genetic Programming and Statistics-based Cut Selection} (GPSCS), the first learning-based framework that explicitly generalizes handcrafted cut selection heuristics into a fully interpretable policy. First, a genetic programming model evolves a symbolic scoring function that ranks candidate cuts using features derived from the cuts and the solving context. Second, a lightweight statistics-based mechanism adaptively determines the number of top-ranked cuts to add at each separation round by detecting significant score dropouts. We evaluate GPSCS within the SCIP solver on seven classes of synthetic and real-world benchmark instances, with a strong emphasis on generalization: evaluation instances are on average 41 times harder than those used for training. Experimental results show that GPSCS improves average solving time by $6\%$ compared to SCIP's default cut selection strategy and achieves a two-fold speedup over both a recent neural-network-based approach and a no-cut baseline, demonstrating strong robustness and generalization across heterogeneous MILP families.