Ye, Huigen
NeuralQP: A General Hypergraph-based Optimization Framework for Large-scale QCQPs
Xiong, Zhixiao, Zong, Fangyu, Ye, Huigen, Xu, Hua
Machine Learning (ML) optimization frameworks have gained attention for their ability to accelerate the optimization of large-scale Quadratically Constrained Quadratic Programs (QCQPs) by learning shared problem structures. However, existing ML frameworks often rely heavily on strong problem assumptions and large-scale solvers. This paper introduces NeuralQP, a general hypergraph-based framework for large-scale QCQPs. NeuralQP features two main components: Hypergraph-based Neural Prediction, which generates embeddings and predicted solutions for QCQPs without problem assumptions, and Parallel Neighborhood Optimization, which employs a McCormick relaxation-based repair strategy to identify and correct illegal variables, iteratively improving the solution with a small-scale solver. We further prove that our framework UniEGNN with our hypergraph representation is equivalent to the Interior-Point Method (IPM) for quadratic programming. Experiments on two benchmark problems and large-scale real-world instances from QPLIB demonstrate that NeuralQP outperforms state-of-the-art solvers (e.g., Gurobi and SCIP) in both solution quality and time efficiency, further validating the efficiency of ML optimization frameworks for QCQPs.
Adaptive Constraint Partition based Optimization Framework for Large-scale Integer Linear Programming(Student Abstract)
Ye, Huigen, Wang, Hongyan, Xu, Hua, Wang, Chengming, Jiang, Yu
Integer programming problems (IPs) are challenging to be solved efficiently due to the NP-hardness, especially for large-scale IPs. To solve this type of IPs, Large neighborhood search (LNS) uses an initial feasible solution and iteratively improves it by searching a large neighborhood around the current solution. However, LNS easily steps into local optima and ignores the correlation between variables to be optimized, leading to compromised performance. This paper presents a general adaptive constraint partition-based optimization framework (ACP) for large-scale IPs that can efficiently use any existing optimization solver as a subroutine. Specifically, ACP first randomly partitions the constraints into blocks, where the number of blocks is adaptively adjusted to avoid local optima. Then, ACP uses a subroutine solver to optimize the decision variables in a randomly selected block of constraints to enhance the variable correlation. ACP is compared with LNS framework with different subroutine solvers on four IPs and a real-world IP. The experimental results demonstrate that in specified wall-clock time ACP shows better performance than SCIP and Gurobi.