Graph‐based imitation and reinforcement learning for efficient Benders decomposition

This work introduces an end‐to‐end graph‐based agent for accelerating the computational efficiency of Benders Decomposition. The agent's policy is parameterized by a graph neural network, which takes as input a bipartite graph representation of the master problem and proposes a candidate solution. The agent is trained using a two‐stage approach that combines imitation learning (IL) and reinforcement learning (RL). IL is used to mimic a solver and obtain a warm‐start policy, which is then finetuned using RL with a reward signal that balances feasibility and computational efficiency. We augment the agent with a verification mechanism that checks the agent's prediction for feasibility and solution quality. The framework is evaluated in two case studies: (i) an illustrative mixed‐integer nonlinear program, where it reduces the solution time by 42% without loss of solution quality, and (ii) a closed‐loop irrigation scheduling problem, where it achieves a 23% time reduction without compromising water use efficiency.

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