嵌入图神经网络的混合整数线性规划求解器增强技术研究
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国防科技大学系统工程学院大数据与决策实验室

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TP183

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国家自然科学基金创新研究群体项目(72421002)、国家自然科学基金青年项目(62206303),湖南省科技创新计划(2023RC3009)以及国防科技大学基石(JS24-05)。


A GNN-Guided Approach to Enhancing Mixed-Integer Programming Solvers
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    摘要:

    混合整数线性规划(MILP)是解决现实世界中各类组合优化问题的关键技术。然而,现有机器学习方法在求解该问题时,主要关注节点特征而忽略边特征,限制了模型提取完整约束信息的能力。为解决此局限,本文提出了一种基于Sinkhorn算法加速的边增强图神经网络求解框架SHARP。该框架通过将边特征融入注意力计算,有效融合节点与边的特征表示,以学习MILP的潜在模式。此外,为克服传统方法在问题规模泛化性和超参数调优上的缺陷,本文设计了一种自适应反悔贪心算法,通过动态调整变量赋值策略提升解的可行性与质量。在组合拍卖和物品放置数据集上的实验结果表明,该框架在Primal Integral指标上相较于Gurobi和SCIP求解器分别提升了24.88%和5.86%,较现有最优的机器学习方法提升了17.19%。

    Abstract:

    Mixed-Integer Linear Programming (MILP) is a key technology for solving a wide range of real-world combinatorial optimization problems. However, existing machine learning methods addressing these problems primarily focus on node features while neglecting edge features, limiting their ability to extract complete constraint information. To address this limitation, this paper proposes a novel solution framework named SHARP based on an edge-enhanced Graph Neural Network accelerated by the Sinkhorn algorithm. This framework effectively fuses node and edge representations by incorporating edge features into the attention mechanism to better learn the underlying patterns of MILP. Furthermore, to overcome the shortcomings of traditional methods in problem scale generalization and hyperparameter tuning, an adaptive Regret-Greedy algorithm is designed to enhance solution feasibility and quality by dynamically adjusting variable assignment strategies. Experimental results on combinatorial auction and item placement datasets show that the proposed framework achieves performance improvements of 24.88% and 5.86% on the Primal Integral metric compared to the Gurobi and SCIP solvers, respectively, and a 17.19% improvement over the current state-of-the-art ML method.

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  • 收稿日期:2025-04-22
  • 最后修改日期:2026-01-09
  • 录用日期:2026-01-14
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